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RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?. (2024). Wang, Xinxin ; Li, Yanyan ; Yu, Xing.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:3:p:644-660.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?. (2024). Wang, Xinxin ; Li, Yanyan ; Yu, Xing.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:43:y:2024:i:3:p:644-660.

    Full description at Econpapers || Download paper

  2. Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

    Full description at Econpapers || Download paper

  3. Political economy of real exchange rate levels. (2023). Razmi, Arslan ; Ugurlu, Esra Nur.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:51:y:2023:i:3:p:918-940.

    Full description at Econpapers || Download paper

  4. A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence. (2022). Garcia, Noelia ; Alfaro-Cortes, Esteban ; Gamez, Matias ; Ghosh, Indranil ; Chaudhuri, Tamal Datta.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002827.

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  5. Multivariate time-series modeling with generative neural networks. (2022). Zhu, MU ; Prasad, Avinash ; Hofert, Marius.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:23:y:2022:i:c:p:147-164.

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  6. The real consequences of policy?driven exchange rate cycles: A stylized comparison of East Asia and Latin America. (2022). Razmi, Arslan.
    In: Manchester School.
    RePEc:bla:manchs:v:90:y:2022:i:2:p:190-212.

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  9. Neural network structure identification in inflation forecasting. (2021). Arneri, Josip ; Estanovi, Tea.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:1:p:62-79.

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  10. Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach. (2021). Verma, Sauraj.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:28:y:2021:i:2:p:130-142.

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  11. Prognozowanie indeksu WIG20 za pomoc? sieci neuronowych NARX i metody SVM. (2021). Radomska, Sylwia.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:52:y:2021:i:5:p:457-472.

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  12. Broken promises: regime announcements and exchange rates around elections. (2020). Streb, Jorge M ; Garofalo, Pablo.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:767.

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  13. Politics-Driven Exchange Rate Cycles : East Asia vs. Latin America. (2018). Razmi, Arslan.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2018-14.

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  14. Is inflation targeting credible in Asia? A panel GARCH approach. (2018). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1212-3.

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  15. Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data. (2018). Wen, Teai Juin ; Tea, Poklepovi ; Josip, Arneri.
    In: Business Systems Research.
    RePEc:bit:bsrysr:v:9:y:2018:i:2:p:18-34:n:3.

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  16. Nowcasting economic activity with electronic payments data: A predictive modeling approach. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
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  17. New Approaches of NARX-Based Forecasting Model. A Case Study on CHF-RON Exchange Rate. (2018). Avramescu, Mihai-Serban ; Cocianu, Catalina Lucia .
    In: Informatica Economica.
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  18. Fractal Investigation and Maximal Overlap Discrete Wavelet Transformation (MODWT)-based Machine Learning Framework for Forecasting Exchange Rates. (2017). .
    In: Studies in Microeconomics.
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  19. Explaining changes in tax burdens in Latin America: Do politics trump economics?. (2017). Scartascini, Carlos ; Hallerberg, Mark.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:48:y:2017:i:c:p:162-179.

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  20. What Does Trade Openness Measure?. (2017). Fujii, Eiji.
    In: CESifo Working Paper Series.
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  21. Capital market response to emission allowance prices: a multivariate GARCH approach. (2015). Venmans, Frank.
    In: Environmental Economics and Policy Studies.
    RePEc:spr:envpol:v:17:y:2015:i:4:p:577-620.

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  22. Explaining Changes in Tax Burdens in Latin America: Does Politics Trump Economics?. (2015). Hallerberg, Mark.
    In: IDB Publications (Working Papers).
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  23. Explaining Changes in Tax Burdens in Latin America: Does Politics Trump Economics?. (2015). Scartascini, Carlos ; Hallerberg, Mark.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:7205.

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  24. Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour. (2014). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Barros, Carlos Pestana ; Gil-Alaa, Luis Alberiko .
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  25. Exchange Rate Populism. (2014). Terra, Cristina ; Huang, Sainan .
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  26. Electoral cycles in international reserves: Evidence from Latin America and the OECD. (2013). Streb, Jorge ; Lema, Daniel ; Garofalo, Pablo .
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