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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |