asaficontact/learning_to_beat_the_random_walk

In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.

语言：TeX · GitHub 星标：11 · Fork：10

话题：asset-pricing · carry-trade · cosine-similarity · exchange-rates · exchange-rates-forecasting · financial-econometrics · financial-economics · forex

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