Christophe Amat

École Polytechnique, Paris

1 rue Descartes

Paris, 75005

France

SCHOLARLY PAPERS

1

DOWNLOADS

858

TOTAL CITATIONS

9

Scholarly Papers (1)

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

Abstract:

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