A machine learning approach to forecasting carry trade returns-Reference-Cited by-同舟云学术

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A machine learning approach to forecasting carry trade returns

Published:2021-05-11 Issue: Volume: Page:1-6
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Wang Xiao¹,Xie Xiao²,Chen Yihua³,Zhao Borui³

Affiliation:

1. International Institute of Finance, School of Management, University of Science and Technology of China, Hefei, China

2. Shanghai Advanced Institute of Finance, Shanghai Jiaotong University, Shanghai, China

3. School of Mathematical Sciences, University of Science and Technology of China, Hefei, China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2021.1918624

Reference16 articles.

1. Currency Regimes and the Carry Trade

2. Expectations Hypotheses Tests

3. Carry Trade: The Gains of Diversification

4. The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets

5. Carry Trade Returns with Support Vector Machines

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Investigating the influence of energy dynamics on price forecasts in tropical and traditional agricultural futures markets;Applied Economics Letters;2024-07-07

2. Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets;Borsa Istanbul Review;2023-05

3. Research and development of integrated software platform for Intelligent Drilling System;CHINESE J GEOPHYS-CH;2023

4. An optimal weighted machine learning model for detecting financial fraud;Applied Economics Letters;2021-10-06

5. The prediction and analysis of COVID-19 epidemic trend by combining LSTM and Markov method;Scientific Reports;2021-08-31

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