دانلود کتاب A Contribution To Exchange Rate Forecasting Based On Machine Learning Techniques
by José Antonio Sanabria Montañez
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عنوان فارسی: کمک به پیش بینی نرخ ارز بر اساس تکنیک های یادگیری ماشین |
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جزییات کتاب
The first paper of this thesis has the objective of examining fundamental economic variables and a forecasting model’s parameters in an effort to understand the possible advantages or disadvantages these variables may bring to the exchange rate predictions in terms of forecasting performance and accuracy. The second paper of this thesis analyses how the combination of moving averages, business and consumer surveys and a forecasting model’s parameters improves exchange rate predictions. Compared to the first paper, this second paper adds moving averages and business and consumer surveys variables as inputs to the forecasting model, and disregards the use of fundamental economic variables. One of the goals of this paper is to determine the possible effects of business and consumer surveys on exchange rates.
The third paper of this thesis has the same objectives as the second paper, but its analysis is expanded by taking into account the exchange rates of 7 countries. The fourth paper in this thesis takes a similar approach as the second and third papers, but makes use of a single technical indicator. In general, this thesis focuses on the improvement of exchange rate predictions through the use of support vector machines. A combination of variables and a model’s parameters selection enhances the way to achieve this purpose.