Improving data efficiency for analyzing global exchange rate fluctuations based on nonlinear causal network-based clustering

This study used information theory and network theory to predict the fluctuations of currency values of the machine learning model. For experiments, we calculate the causal relationships between currencies using loarithmic return (log-return) and entropic value-at-risk (EVaR) values of gold price pe...

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Detalles Bibliográficos
Autores principales: Choi, Insu, Yun, Wonje, Kim, Woo Chang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9746599/
https://www.ncbi.nlm.nih.gov/pubmed/36533279
http://dx.doi.org/10.1007/s10479-022-05101-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9746599/
https://www.ncbi.nlm.nih.gov/pubmed/36533279
http://dx.doi.org/10.1007/s10479-022-05101-8

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