Forecasting and Hedging in the Foreign Exchange Markets

Christian Ullrich ()

in Lecture Notes in Economics and Mathematical Systems from Springer, currently edited by Gunter Fandel and Walter Trockel

Date: 2009
ISBN: 978-3-642-00495-7
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Chapters in this book:

Ch 1 Motivation

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Ch 2 Analytical Outlook

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Ch 3 Equilibrium Relationships

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Ch 4 Market Efficiency Concepts

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Ch 5 Views from Complexity Theory

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Ch 6 Conclusions

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Ch 7 Introduction

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Ch 8 Statistical Analysis of Daily Exchange Rate Data

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Ch 9 Support Vector Classification

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Ch 10 Description of Empirical Study and Results

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Ch 11 Introduction

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Ch 12 Preferences over Probability Distributions

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Ch 13 Problem Statement and Computational Complexity

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Ch 14 Model Implementation

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Ch 15 Simulation/Optimization Experiments

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Ch 16 Exchange Rate Forecasting with Support Vector Machines

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Ch 17 Exchange Rate Hedging in a Simulation/Optimization Framework

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DOI: 10.1007/978-3-642-00495-7

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