Ullrich, Christian
Forecasting and Hedging in the Foreign Exchange Markets
2. Motivation
Christian Ullrich
3. Analytical Outlook
Christian Ullrich
4. Equilibrium Relationships
Christian Ullrich
5. Market Efficiency Concepts
Christian Ullrich
6. Views from Complexity Theory
Christian Ullrich
7. Conclusions
Christian Ullrich
8. Introduction
Christian Ullrich
9. Statistical Analysis of Daily Exchange Rate Data.
Christian Ullrich
10. Support Vector Classification
Christian Ullrich
11. Description of Empirical Study and Results
Christian Ullrich
12. Introduction
Christian Ullrich
13. Preferences over Probability Distributions
Christian Ullrich
14. Problem Statement and Computational Complexity
Christian Ullrich
15. Model Implementation
Christian Ullrich
16. Simulation/Optimization Experiments
Christian Ullrich
17. Exchange Rate Forecasting with Support Vector Machines
Christian Ullrich
18. Exchange Rate Hedging in a Simulation/Optimization Framework
Christian Ullrich
Avainsanat: Economics/Management Science, Business Information Systems, Finance /Banking, Quantitative Finance, Artificial Intelligence (incl. Robotics), Financial Economics
- Tekijä(t)
- Ullrich, Christian
- Julkaisija
- Springer
- Julkaisuvuosi
- 2009
- Kieli
- en
- Painos
- 1
- Sarja
- Lecture Notes in Economics and Mathematical Systems
- Sivumäärä
- 14 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783642004957