Please use this identifier to cite or link to this item: http://hdl.handle.net/10261/54902
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Título : Forecasting exchange rates using local regression
Autor : Álvarez-Díaz, Marcos, Álvarez, Alberto
Fecha de publicación : 2010
Editor: Taylor & Francis
Citación : Applied Economics Letters 17(5):509-514 (2010)
Resumen: In this article we use a generalization of the standard nearest neighbours, called local regression (LR), to study the predictability of the yen/US$ and pound sterling/US$ exchange rates. We also compare our results with those previously obtained with global methods such as neural networks, genetic programming, data fusion and evolutionary neural networks. We want to verify if we can generalize to the exchange rate forecasting problem the belief that local methods beat global ones.
Versión del editor: http://dx.doi.org/10.1080/13504850801987217
URI : http://hdl.handle.net/10261/54902
ISSN: 1350-4851
DOI: 10.1080/13504850801987217
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