Informace o publikaci
Exchange rates predictions using machine learning methods
| Autoři | |
|---|---|
| Rok publikování | 2021 |
| Druh | Účelové publikace |
| Fakulta / Pracoviště MU | |
| Citace | |
| Popis | The main goal of the thesis is to evaluate machine learning methods in the context of the exchange-rate predictions. Literature overview helps the reader to understand the main past and present trends in this field. Theoretical background outlines the concepts used in the later chapters. Methodology and data are devoted to the method and data description which are actively used in the last chapter of the results and discussion. On the basis of the results, it is stated that although some of the models beat random walk in the context of different periods and settings, there is no consistency across the currencies or models. |
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