Reference health
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
1 of 44 checkable references need attention · checked 2026-08-26
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/1391309
The 43 checked references that resolve
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Integrating Ensemble of Intelligent Systems for Modeling Stock Indices
resolves10.1080/07474938.2011.608032
A Review of Some Modern Approaches to the Problem of Trend Extraction
resolves10.1016/j.eswa.2010.07.117
Bankruptcy forecasting: A hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS)
resolves10.1016/j.jimonfin.2005.08.002
Empirical exchange rate models of the nineties: Are any fit to survive?
resolves10.1109/icmss.2010.5576363
Forecasting Exchange Rate with EMD-Based Support Vector Regression
resolves10.1002/for.1109
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
resolves10.1098/rspa.1998.0193
The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
resolves10.1002/hyp.5983
Rainfall‐runoff models using artificial neural networks for ensemble streamflow prediction
resolves10.1016/j.dss.2012.11.012
A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting
resolves10.1002/for.994
Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory
resolves10.1016/j.ijforecast.2013.09.006
Improving forecasting by estimating time series structural components across multiple frequencies
resolves10.1016/j.econmod.2012.07.018
Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting
resolves10.2139/ssrn.146188
Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
resolves10.1142/s1793536911000751
TREND FILTERING: EMPIRICAL MODE DECOMPOSITIONS VERSUS ℓ<sub>1</sub> AND HODRICK–PRESCOTT
resolves10.1016/j.omega.2011.08.008
Forecast horizon aggregation in integer autoregressive moving average (INARMA) models
resolves10.1016/j.jinteco.2008.11.001
Out-of-sample exchange rate predictability with Taylor rule fundamentals
resolves10.1016/j.econmod.2012.01.010
Prediction of bank financial strength ratings: The case of Turkey
resolves10.1007/s10614-014-9432-0
Yield Curve and Recession Forecasting in a Machine Learning Framework
resolves10.1016/j.jinteco.2009.03.005
Exchange rate forecasting, order flow and macroeconomic information
resolves10.1016/j.ijforecast.2010.02.007
A heuristic method for parameter selection in LS-SVM: Application to time series prediction
resolves10.1111/j.1467-6419.2007.00538.x
TEMPORAL AGGREGATION OF UNIVARIATE AND MULTIVARIATE TIME SERIES MODELS: A SURVEY
resolves10.1142/s1793536909000047
ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOISE-ASSISTED DATA ANALYSIS METHOD
resolves10.1073/pnas.0701020104
On the trend, detrending, and variability of nonlinear and nonstationary time series
The 7 references without a DOI — listed, not checked
no DOI — not checkedThe monetary approach to the exchange rate: some empirical evidence
no DOI — not checkedIncreasing of the fitness of fundamental exchange rate forecast models
no DOI — not checkedModeling and trading the EUR/USD exchange rate: do neural network models perform better? Derivatives Use
no DOI — not checkedDomestic financial policies under fixed and floating exchange rates
no DOI — not checkedOn the mark: a theory of floating exchange rates based on real interest differentials
no DOI — not checkedref32
no DOI — not checkedref39
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