Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Wonje Yun"'
Autor:
Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju‐Hyun Kim, Kyoung‐Kuk Kim, Il‐Chul Moon, Woo Chang Kim
Publikováno v:
Intelligent Systems in Accounting, Finance and Management. 29:242-253
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfa8f4990f776c27a28cd7093da04c93
https://doi.org/10.1002/isaf.1523
https://doi.org/10.1002/isaf.1523
Publikováno v:
Annals of Operations Research.
This study used information theory and network theory to predict the fluctuations of currency values of the machine learning model. For experiments, we calculate the causal relationships between currencies using loarithmic return (log-return) and ent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2955aecba10a9f639af34ccd839058f
https://doi.org/10.1007/s10479-022-05101-8
https://doi.org/10.1007/s10479-022-05101-8
Publikováno v:
Finance Research Letters. 54:103698
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::801c16d66913d072d6d07df2d20771cc
https://doi.org/10.1016/j.frl.2023.103698
https://doi.org/10.1016/j.frl.2023.103698