Chanwoo Jeon

Sangmyung University

7 Hongjidong, Jongro-ku

JONGNO-GU

Seoul, 110-743

Korea

  • Sangmyung University

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대용량 거시･금융 자료를 이용한 원/달러 환율 변동의 예측력 평가 (Forecasting Won/Dollar Exchange Rate Using Large Macroeconomic and Finance Data Set)

Korea Deposit Insurance Corporation, Vol. 23, No. 1-4, 2022
Number of pages: 34 Posted: 06 Jul 2022
Chanwoo Jeon, Minji Park, Jiwon Lee and Dong Jin Lee
Sangmyung University, Sangmyung University, Sangmyung University and Sangmyung University
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Abstract:

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능형 회귀, 대용량 자료, 인공신경망, 원/달러 환율, 예측 조합, LASSO, Elastic-Net, Ridge Regression, Large Data, Artificial Neural Network, won/dollar exchange rage, Predictive combination, LASSO, Elastic-Net