Exchange Rates Forecasting with Interpretable Machine Learning
The Light Gradient Boosting Machine model has been found to be the most effective at predicting 12 exchange rates due to its ability to extract short-term information and robustness on small datasets.
Featured in No. 14 on 30 Aug 2023 · on release day
- Released
- 30 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:taf:apeclt:v:30:y:2023:i:15:p:2052-2059
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