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Hong-Kai Chen

National Tsing Hua University

No. 101, Section 2, Guangfu Road, East District

Hsin Chu 3, 300

China

  • National Tsing Hua University

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Machine Learning Forecasts of JPY/USD: Evidence from Macro-Financial and Sentiment Predictors

Number of pages: 11 Posted: 05 Mar 2026
Hong-Kai Chen and Ching-Yi Lin
National Tsing Hua University and National Tsing Hua University - Department of Economics
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Abstract:

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exchange rates, out-of-sample forecasting, Machine Learning, JPY/USD, sentiment