Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications

Author: I. Moosa

Publisher: Springer

Published: 2016-02-05

Total Pages: 424

ISBN-13: 0230379001

DOWNLOAD EBOOK

Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.


Book Synopsis Exchange Rate Forecasting: Techniques and Applications by : I. Moosa

Download or read book Exchange Rate Forecasting: Techniques and Applications written by I. Moosa and published by Springer. This book was released on 2016-02-05 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications

Author: I. Moosa

Publisher: Palgrave Macmillan

Published: 2000-03-10

Total Pages: 424

ISBN-13: 9780312228927

DOWNLOAD EBOOK

Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.


Book Synopsis Exchange Rate Forecasting: Techniques and Applications by : I. Moosa

Download or read book Exchange Rate Forecasting: Techniques and Applications written by I. Moosa and published by Palgrave Macmillan. This book was released on 2000-03-10 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

Author: International Monetary Fund

Publisher: International Monetary Fund

Published: 1990-04-01

Total Pages: 40

ISBN-13: 1451976364

DOWNLOAD EBOOK

This paper seeks to advance the discussion of monetary policy strategies in several ways. One involves a comparison of targets for nominal GNP and the price level, with emphasis on specificational robustness and implications for output variability. A second pertains to various “indicator” variables recently suggested by Federal Reserve officials. In this regard, a careful review of the relevant conceptual distinctions--concerning instruments, targets, indicators, etc.--is required. Finally, the proposal that strategy should be conducted so as to place minimal reliance on quantity variables is given attention, in the context of evidence concerning the merits of an interest rate instrument.


Book Synopsis Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market by : International Monetary Fund

Download or read book Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market written by International Monetary Fund and published by International Monetary Fund. This book was released on 1990-04-01 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper seeks to advance the discussion of monetary policy strategies in several ways. One involves a comparison of targets for nominal GNP and the price level, with emphasis on specificational robustness and implications for output variability. A second pertains to various “indicator” variables recently suggested by Federal Reserve officials. In this regard, a careful review of the relevant conceptual distinctions--concerning instruments, targets, indicators, etc.--is required. Finally, the proposal that strategy should be conducted so as to place minimal reliance on quantity variables is given attention, in the context of evidence concerning the merits of an interest rate instrument.

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks

Author: Lean Yu

Publisher: Springer Science & Business Media

Published: 2010-02-26

Total Pages: 323

ISBN-13: 038771720X

DOWNLOAD EBOOK

This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.


Book Synopsis Foreign-Exchange-Rate Forecasting with Artificial Neural Networks by : Lean Yu

Download or read book Foreign-Exchange-Rate Forecasting with Artificial Neural Networks written by Lean Yu and published by Springer Science & Business Media. This book was released on 2010-02-26 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.

Exchange Rate Determination

Exchange Rate Determination

Author: Michael Rosenberg

Publisher: McGraw Hill Professional

Published: 2003-05-19

Total Pages: 300

ISBN-13: 9780071415019

DOWNLOAD EBOOK

Models and Strategies for Exchange Rate ForecastingMichael R. RosenbergGetting an accurate exchange rate is critical for any company doing business in today's global economy. Exchange Rate Determination--written by the number one-ranked foreign exchange team in the world--examines the methods used to accurately and profitably forecast foreign exchange rates. This hands-on guidebook uses extensive charts and tables to examine currency option markets, productivity trends and exchange rates; technical analysis methods to improve currency forecasting accuracy; and more.


Book Synopsis Exchange Rate Determination by : Michael Rosenberg

Download or read book Exchange Rate Determination written by Michael Rosenberg and published by McGraw Hill Professional. This book was released on 2003-05-19 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models and Strategies for Exchange Rate ForecastingMichael R. RosenbergGetting an accurate exchange rate is critical for any company doing business in today's global economy. Exchange Rate Determination--written by the number one-ranked foreign exchange team in the world--examines the methods used to accurately and profitably forecast foreign exchange rates. This hands-on guidebook uses extensive charts and tables to examine currency option markets, productivity trends and exchange rates; technical analysis methods to improve currency forecasting accuracy; and more.

Currency Forecasting

Currency Forecasting

Author: Michael Roy Rosenberg

Publisher:

Published: 1996

Total Pages: 408

ISBN-13:

DOWNLOAD EBOOK

This text explains the methods and aspects of exchange rate forecasting, including purchasing power, parity, interest rate differentials and technical analysis. Guidelines for reducing risk with forecasting strategies are included, as are techniques for co


Book Synopsis Currency Forecasting by : Michael Roy Rosenberg

Download or read book Currency Forecasting written by Michael Roy Rosenberg and published by . This book was released on 1996 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text explains the methods and aspects of exchange rate forecasting, including purchasing power, parity, interest rate differentials and technical analysis. Guidelines for reducing risk with forecasting strategies are included, as are techniques for co

Foreign Exchange Rates

Foreign Exchange Rates

Author: Arif Orçun Söylemez

Publisher: Routledge

Published: 2021-02-07

Total Pages: 83

ISBN-13: 1000357317

DOWNLOAD EBOOK

Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies, etc., offer some hope. While we are still unable to beat a driftless random walk model, there has been serious progress in the field. This book provides an in-depth assessment of the use of novel statistical approaches and machine learning tools in predicting foreign exchange rate movement. First, it offers a historical account of how exchange rate regimes have evolved over time, which is critical to understanding turning points in a historical time series. It then presents an overview of the previous attempts at modeling exchange rates, and how different methods fared during this process. At the core sections of the book, the author examines the time series characteristics of exchange rates and how contemporary statistics and machine learning can be useful in improving predictive power, compared to previous methods used. Exchange rate determination is an active research area, and this book will appeal to graduate-level students of international economics, international finance, open economy macroeconomics, and management. The book is written in a clear, engaging, and straightforward way, and will greatly improve access to this much-needed knowledge in the field.


Book Synopsis Foreign Exchange Rates by : Arif Orçun Söylemez

Download or read book Foreign Exchange Rates written by Arif Orçun Söylemez and published by Routledge. This book was released on 2021-02-07 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt: Predicting foreign exchange rates has presented a long-standing challenge for economists. However, the recent advances in computational techniques, statistical methods, newer datasets on emerging market currencies, etc., offer some hope. While we are still unable to beat a driftless random walk model, there has been serious progress in the field. This book provides an in-depth assessment of the use of novel statistical approaches and machine learning tools in predicting foreign exchange rate movement. First, it offers a historical account of how exchange rate regimes have evolved over time, which is critical to understanding turning points in a historical time series. It then presents an overview of the previous attempts at modeling exchange rates, and how different methods fared during this process. At the core sections of the book, the author examines the time series characteristics of exchange rates and how contemporary statistics and machine learning can be useful in improving predictive power, compared to previous methods used. Exchange rate determination is an active research area, and this book will appeal to graduate-level students of international economics, international finance, open economy macroeconomics, and management. The book is written in a clear, engaging, and straightforward way, and will greatly improve access to this much-needed knowledge in the field.

Handbook of Exchange Rates

Handbook of Exchange Rates

Author: Jessica James

Publisher: John Wiley & Sons

Published: 2012-05-29

Total Pages: 674

ISBN-13: 1118445775

DOWNLOAD EBOOK

Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.


Book Synopsis Handbook of Exchange Rates by : Jessica James

Download or read book Handbook of Exchange Rates written by Jessica James and published by John Wiley & Sons. This book was released on 2012-05-29 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.

Engineering Applications of Neural Networks

Engineering Applications of Neural Networks

Author: Lazaros S. Iliadis

Publisher: Springer

Published: 2013-09-25

Total Pages: 532

ISBN-13: 3642410138

DOWNLOAD EBOOK

The two volumes set, CCIS 383 and 384, constitutes the refereed proceedings of the 14th International Conference on Engineering Applications of Neural Networks, EANN 2013, held on Halkidiki, Greece, in September 2013. The 91 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers describe the applications of artificial neural networks and other soft computing approaches to various fields such as pattern recognition-predictors, soft computing applications, medical applications of AI, fuzzy inference, evolutionary algorithms, classification, learning and data mining, control techniques-aspects of AI evolution, image and video analysis, classification, pattern recognition, social media and community based governance, medical applications of AI-bioinformatics and learning.


Book Synopsis Engineering Applications of Neural Networks by : Lazaros S. Iliadis

Download or read book Engineering Applications of Neural Networks written by Lazaros S. Iliadis and published by Springer. This book was released on 2013-09-25 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two volumes set, CCIS 383 and 384, constitutes the refereed proceedings of the 14th International Conference on Engineering Applications of Neural Networks, EANN 2013, held on Halkidiki, Greece, in September 2013. The 91 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers describe the applications of artificial neural networks and other soft computing approaches to various fields such as pattern recognition-predictors, soft computing applications, medical applications of AI, fuzzy inference, evolutionary algorithms, classification, learning and data mining, control techniques-aspects of AI evolution, image and video analysis, classification, pattern recognition, social media and community based governance, medical applications of AI-bioinformatics and learning.

Exchange Rate Economics

Exchange Rate Economics

Author: Ronald MacDonald

Publisher: Routledge

Published: 2005

Total Pages: 334

ISBN-13: 1134838220

DOWNLOAD EBOOK

''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""


Book Synopsis Exchange Rate Economics by : Ronald MacDonald

Download or read book Exchange Rate Economics written by Ronald MacDonald and published by Routledge. This book was released on 2005 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: ''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""