Browsing 03 Faculty of Business and Economics by Subject "Foreign Exchange--Economic Significance"

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A Synergistic Forecasting Model for High-Frequency Foreign Exchange Data: Statistical Significance, Economic Significance and Trading Strategies

Ebrahimijam, Saeed (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2018)

In this thesis, we develop a synergistic forecasting model using the information fusion approach. By using high frequency (one-minute) foreign exchange (FX) data, the model fuses two standalone models, namely the ...