Gilles Stoltz

HEC Paris - Economics & Decision Sciences

Paris

France

  • HEC Paris - Economics & Decision Sciences

SCHOLARLY PAPERS

2

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16

Scholarly Papers (2)

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1.

Fundamentals and Exchange Rate Forecastability with Simple Machine Learning Methods

HEC Paris Research Paper No. ECO/SCD-2014-1049
Number of pages: 69 Posted: 12 Jun 2014 Last Revised: 29 May 2018
Christophe Amat, Tomasz Kamil Michalski and Gilles Stoltz
École Polytechnique, Paris, HEC Paris - Economics & Decision Sciences and HEC Paris - Economics & Decision Sciences
Downloads 858 (59,798)
Citation 9

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exchange rates, forecasting, machine learning, purchasing power parity, uncovered interest rate parity, monetary exchange rate models

2.

Do Countries Falsify Economic Data Strategically? Some Evidence that They Do

The Review of Economics and Statistics, Forthcoming, HEC Paris Research Paper No. 930/2010
Number of pages: 60 Posted: 09 Mar 2013
Tomasz Kamil Michalski and Gilles Stoltz
HEC Paris - Economics & Decision Sciences and HEC Paris - Economics & Decision Sciences
Downloads 197 (322,158)
Citation 7

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capital flows, public information provision, misinformation, Benford's law, transparency