Forecasting and hedging in the foreign exchange markets.

zbMATH Open1178.91005MaRDI QIDQ838348

N. E. Zubov

Publication date: 24 August 2009

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

optimizationsimulationhedgingefficiencyequilibriumforecastingsupport vector machinesforeign exchange rate

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Related Items (1)

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Uses Software

• Excel

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