Nearest Neighbor Foreign Exchange Rate Forecasting with Mahalanobis Distance
Foreign exchange (FX) rate forecasting has been a challenging area of study in the past. Various linear and nonlinear methods have been used to forecast FX rates. As the currency data are nonlinear and highly correlated, forecasting through nonlinear dynamical systems is becoming more relevant. The...
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| Format: | Others |
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Scholar Commons
2015
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| Online Access: | http://scholarcommons.usf.edu/etd/5757 http://scholarcommons.usf.edu/cgi/viewcontent.cgi?article=6955&context=etd |