Intraday foreign exchange rate forecasting using sparse grids

Lecture Notes in Computational Science and Engineering

Volumn 88, Issue , 2013, Pages 81-105

  Garcke, Jochen ^a,b   Gerstner, Thomas ^c   Griebel, Michael ^a  

^a UNIVERSITY OF BONN   (Germany)

^b FRAUNHOFER INSTITUTE FOR ALGORITHMS AND SCIENTIFIC COMPUTING SCAI   (Germany)

^c GOETHE UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

CURSE OF DIMENSIONALITY; DELAY-EMBEDDING; EXCHANGE RATES; FOREIGN EXCHANGE; FOREIGN EXCHANGE RATES; GRID-BASED APPROACH; HIGH-DIMENSIONAL FEATURE SPACE; LINEAR COMBINATIONS; MACHINE LEARNING APPROACHES; REGRESSION PROBLEM; SPARSE GRID; TICK DATUM; TRADING RULES; US DOLLAR;

COMMERCE; FINANCE;

FORECASTING;

EID: 84874436472     PISSN: 14397358     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-31703-3-4     Document Type: Conference Paper

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