Essays about: "Ankita Garg"

Found 1 essay containing the words Ankita Garg.

  1. 1. Forecasting exchage rates using machine learning models with time-varying volatility

    University essay from Statistik

    Author : Ankita Garg; [2012]
    Keywords : Forecasting; exchange rates; machine learning models;

    Abstract : This thesis is focused on investigating the predictability of exchange rate returns on monthly and daily frequency using models that have been mostly developed in the machine learning field. The forecasting performance of these models will be compared to the Random Walk, which is the benchmark model for financial returns, and the popular autoregressive process. READ MORE