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Exchange Rate Forecasting with Machine Learning by arthurcalza is a document available to read on EtoBox.
What is Exchange Rate Forecasting with Machine Learning about?
This study develops a machine learning-based model to forecast the Canadian-U.S. dollar exchange rate using macroeconomic fundamentals, particularly focusing on the impact of crude oil prices. The research highlights the importance of interpretability in prediction models to enhance understanding and trust in the results, revealing that crude oil, gold, and the TSX stock index significantly influence exchange rate dynamics. The findings suggest that tree-based models outperform others in prediction performa
- Author
- arthurcalza
- Language
- EN