An automated econometric decision support system: forecasts for foreign exchange trades

DOI10.1007/S10100-006-0013-8zbMATH Open1287.91038OpenAlexW2029035157MaRDI QIDQ882610FDOQ882610

Authors: Bernd Brandl, Christian Keber, Matthias G. Schuster 

Publication date: 24 May 2007

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-006-0013-8

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zbMATH Keywords

forecastingforeign exchange marketdecision support

Mathematics Subject Classification ID

Decision theory (91B06) Macroeconomic theory (monetary models, models of taxation) (91B64) Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.) (68U35)

Cites Work

• Tests for Nonlinearity in EMS Exchange Rates
• AUTOMATED DISCOVERY IN ECONOMETRICS
• REAL-TIME ECONOMETRICS

Cited In (2)

• Revisions of modern portfolio theory optimization model
• Fuzzy trading system on the forex market for deriving the portfolio of instruments

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