On the public citation graph

Identifying Determinants of Exchange Rates: A Machine Learning Perspective

https://doi.org/10.2139/ssrn.6578355
0 signed · 49 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.2354openalex-snapshot
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
inferredcites →https://doi.org/10.1007/978-0-387-84858-7openalex-snapshot
The Elements of Statistical Learning: Data Mining, Inference, and Prediction
inferredcites →https://doi.org/10.1007/978-0-387-98135-2openalex-snapshot
Principles and Theory for Data Mining and Machine Learning
inferredcites →https://doi.org/10.1007/978-1-0716-1418-1openalex-snapshot
An Introduction to Statistical Learning
inferredcites →https://doi.org/10.1007/978-1-349-03359-1_11openalex-snapshot
The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy
inferredcites →https://doi.org/10.1007/978-1-349-03359-1_7openalex-snapshot
A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence
inferredcites →https://doi.org/10.1007/978-1-349-58802-2_516openalex-snapshot
Exchange Rate Exposure
inferredcites →https://doi.org/10.1007/978-1-4614-6849-3openalex-snapshot
Applied Predictive Modeling
inferredcites →https://doi.org/10.1007/s00500-021-05830-1openalex-snapshot
Forecasting foreign exchange markets: further evidence using machine learning models
inferredcites →https://doi.org/10.1016/0022-1996(83)90017-xopenalex-snapshot
Empirical exchange rate models of the seventies
inferredcites →https://doi.org/10.1016/0022-1996(92)90022-copenalex-snapshot
On the foreign exchange risk premium in a general equilibrium model
inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-snapshot
Forward and spot exchange rates
inferredcites →https://doi.org/10.1016/b978-0-12-811654-8.00004-xopenalex-snapshot
Ensemble Learning
inferredcites →https://doi.org/10.1016/j.asoc.2018.09.017openalex-snapshot
Reinforcement learning applied to Forex trading
inferredcites →https://doi.org/10.1016/j.asoc.2023.111132openalex-snapshot
Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study
inferredcites →https://doi.org/10.1016/j.dss.2005.09.001openalex-snapshot
A hybrid model for exchange rate prediction
inferredcites →https://doi.org/10.1016/j.eswa.2005.10.012openalex-snapshot
An automated FX trading system using adaptive reinforcement learning
inferredcites →https://doi.org/10.1016/j.eswa.2007.09.005openalex-snapshot
Efficient prediction of exchange rates with low complexity artificial neural network models
inferredcites →https://doi.org/10.1016/j.eswa.2021.114645openalex-snapshot
Machine learning classification and regression models for predicting directional changes trend reversal in FX markets
inferredcites →https://doi.org/10.1016/j.ijforecast.2017.05.004openalex-snapshot
Selecting exchange rate fundamentals by bootstrap
inferredcites →https://doi.org/10.1016/j.jimonfin.2004.12.010openalex-snapshot
Exchange rates and fundamentals: new evidence from real-time data
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.10.003openalex-snapshot
The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets
inferredcites →https://doi.org/10.1016/j.jimonfin.2010.01.002openalex-snapshot
Foreign currency debt, financial crises and economic growth: A long-run view
inferredcites →https://doi.org/10.1016/j.jimonfin.2018.06.003openalex-snapshot
Fundamentals and exchange rate forecastability with simple machine learning methods
inferredcites →https://doi.org/10.1016/j.jinteco.2008.11.001openalex-snapshot
Out-of-sample exchange rate predictability with Taylor rule fundamentals
inferredcites →https://doi.org/10.1016/j.ribaf.2017.07.081openalex-snapshot
The impact of macroeconomic variables on exchange rate volatility in Ghana: The Partial Least Squares Structural Equation Modelling approach
inferredcites →https://doi.org/10.1016/s0261-5606(83)80005-9openalex-snapshot
What does purchasing power parity mean?
inferredcites →https://doi.org/10.1023/a:1010933404324openalex-snapshot
Random Forests
inferredcites →https://doi.org/10.1023/a:1018054314350openalex-snapshot
Bagging Predictors
inferredcites →https://doi.org/10.1080/13504851.2021.1918624openalex-snapshot
A machine learning approach to forecasting carry trade returns
inferredcites →https://doi.org/10.1086/253750openalex-snapshot
The Purchasing-Power Parity Theory
inferredcites →https://doi.org/10.1086/260325openalex-snapshot
Covered Interest Arbitrage: Unexploited Profits?
inferredcites →https://doi.org/10.1086/260506openalex-snapshot
Expectations and Exchange Rate Dynamics
inferredcites →https://doi.org/10.1086/261997openalex-snapshot
Exchange Rate Dynamics Redux
inferredcites →https://doi.org/10.1093/cje/bem042openalex-snapshot
Real exchange rate levels and economic development: theoretical analysis and econometric evidence
inferredcites →https://doi.org/10.1109/mitp.2018.021921649openalex-snapshot
The use of big data analytics to predict the foreign exchange rate based on public media: A machine-learning experiment
inferredcites →https://doi.org/10.1111/1467-937x.00216openalex-snapshot
Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04497.xopenalex-snapshot
Beating the Foreign Exchange Market
inferredcites →https://doi.org/10.1111/j.2517-6161.1996.tb02080.xopenalex-snapshot
Regression Shrinkage and Selection Via the Lasso
inferredcites →https://doi.org/10.1257/jep.9.4.73openalex-snapshot
The Mirage of Fixed Exchange Rates
inferredcites →https://doi.org/10.1371/journal.pone.0302359openalex-snapshot
Prediction of robo-advisory acceptance in banking services using tree-based algorithms
inferredcites →https://doi.org/10.1504/ijbidm.2022.126505openalex-snapshot
Machine learning-based forecasting of significant daily returns in foreign exchange markets
inferredcites →https://doi.org/10.18267/j.pep.402openalex-snapshot
Foreign Exchange Rate Regimes and Foreign Exchange Markets in Transitive Economies
inferredcites →https://doi.org/10.2307/1991793openalex-snapshot
A Model of Balance-of-Payments Crises
inferredcites →https://doi.org/10.2307/2077816openalex-snapshot
Some International Evidence on the Quantity Theory of Money
inferredcites →https://doi.org/10.2307/3665446openalex-snapshot
Exposure to Currency Risk: Definition and Measurement
inferredcites →https://doi.org/10.24136/eq.2023.031openalex-snapshot
Artificial intelligence and customers’ intention to use robo-advisory in banking services
inferredcites →https://doi.org/10.3386/w0901openalex-snapshot
Monetary and Fiscal Policy with Flexible Exchange Rates
inferredcites →https://doi.org/10.4324/9780203380185openalex-snapshot
Exchange Rate Economics
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.