Multi-Scale Predictability for Emerging Foreign Exchange Markets
Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and polic...
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Linköpings universitet, Nationalekonomi
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ndltd-UPSALLA1-oai-DiVA.org-liu-1343942017-02-15T05:19:04ZMulti-Scale Predictability for Emerging Foreign Exchange MarketsengDahlén, OlleAsk Åström, AntonLinköpings universitet, NationalekonomiLinköpings universitet, Nationalekonomi2016Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and policies. Investors who seek a better un- derstanding of future volatility or a trader that wishes to improve the prediction of returns can learn from our conclusions. Continu- ously improving prediction models is a difficult but rewarding task, especially considering the effort and resources already invested in the area. The investments in emerging markets have been on a de- cline the past years but still has the possibility to bloom into a more attractive choice. Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-134394application/pdfinfo:eu-repo/semantics/openAccess |
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language |
English |
format |
Others
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NDLTD |
description |
Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and policies. Investors who seek a better un- derstanding of future volatility or a trader that wishes to improve the prediction of returns can learn from our conclusions. Continu- ously improving prediction models is a difficult but rewarding task, especially considering the effort and resources already invested in the area. The investments in emerging markets have been on a de- cline the past years but still has the possibility to bloom into a more attractive choice. |
author |
Dahlén, Olle Ask Åström, Anton |
spellingShingle |
Dahlén, Olle Ask Åström, Anton Multi-Scale Predictability for Emerging Foreign Exchange Markets |
author_facet |
Dahlén, Olle Ask Åström, Anton |
author_sort |
Dahlén, Olle |
title |
Multi-Scale Predictability for Emerging Foreign Exchange Markets |
title_short |
Multi-Scale Predictability for Emerging Foreign Exchange Markets |
title_full |
Multi-Scale Predictability for Emerging Foreign Exchange Markets |
title_fullStr |
Multi-Scale Predictability for Emerging Foreign Exchange Markets |
title_full_unstemmed |
Multi-Scale Predictability for Emerging Foreign Exchange Markets |
title_sort |
multi-scale predictability for emerging foreign exchange markets |
publisher |
Linköpings universitet, Nationalekonomi |
publishDate |
2016 |
url |
http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-134394 |
work_keys_str_mv |
AT dahlenolle multiscalepredictabilityforemergingforeignexchangemarkets AT askastromanton multiscalepredictabilityforemergingforeignexchangemarkets |
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1718413808891854848 |