Finding Features of Multiple Linear Regression On Currency Exchange Pairs

نویسندگان

چکیده

Due to the prospects for financial gain, forex is always attractive many people. However, because market analysis not simple, a computer needed assist in creating predictions using features that are understandable This study employs Multilinear Regression technique identify these kinds of features. The and prediction target have very strong correlation. With low RMSE high R square, quality quite outstanding. outcome will help academics field use machine learning algorithms make better predictions.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Currency Exchange Rate Forecasts Using Quantile Regression

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual mo...

متن کامل

Multiple Linear Regression for Extracting Phrase Translation Pairs

Phrase translation pairs are very useful for bilingual lexicography, machine translation system, crosslingual information retrieval and many applications in natural language processing. Phrase translation pairs are always extracted from bilingual sentence pairs. In this paper, we extract phrase translation pairs based on word alignment results of Chinese-English bilingual sentence pairs and par...

متن کامل

Some Modifications to Calculate Regression Coefficients in Multiple Linear Regression

In a multiple linear regression model, there are instances where one has to update the regression parameters. In such models as new data become available, by adding one row to the design matrix, the least-squares estimates for the parameters must be updated to reflect the impact of the new data. We will modify two existing methods of calculating regression coefficients in multiple linear regres...

متن کامل

Testing Efficiency of an Arbitrage in Foreign Exchange Market (Forex): Simultaneous Ordering of Three Major Currency Pairs

In searching a market-neutral arbitrage strategy in forex market, we took a portfolio of three major currency pairs, EUR-USD, USD-JPY, and EUR-JPY. There are eight approaches, different cases of short and long positions; for example buying 1st and selling two others, etc. Historical daily FX rates were gathered since January 1990 until February 2011. Monthly covariances between daily growth rat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: UltimaInfoSys: Jurnal Ilmu Sistem Informasi

سال: 2022

ISSN: ['2549-4015', '2085-4579']

DOI: https://doi.org/10.31937/si.v13i1.2683