Brexit and foreign exchange market expectations: could it have been predicted?

DOI10.1007/s10479-020-03582-zzbMath1465.62173OpenAlexW3013428274MaRDI QIDQ829140

Nikola Gradojevic

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03582-z

zbMATH Keywords

entropyneural networksexchange ratesrisk managementBrexit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

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