My Dissertation (Paperback) (ISBN-13: 9781326495596)

Ιn this dissertation I forecast financial time series with machine learning methodologies.During my research I propose various novel forecasting schemes and attack four problems in a machine learning approach: short and long-term exchange rate, housing prices and bank insolvencies forecasting. More specifically, I propose a novel forecasting methodology in short-term exchange rate forecasting that couples a machine learning with a signal processing technique. In the same field I consider machine learning in long-term forecasting, that has rarely been used before in the relevant literature. The machine learning models outperform all the econometric models examined in this dissertation in terms of forecasting error and directional forecasting accuracy Overall, the empirical findings reveal the superiority of machine learning to econometric models in forecasting the selected financial time series examined in this dissertation.

Author: Vasilios Plakandaras
ISBN-10: 1326495593
ISBN-13: 9781326495596
Publisher: Lulu.com
Language: English
Published: 12/06/2015
Pages: 278
Format: Paperback
Weight: 0.87lbs
Size: 9.21h x 6.14w x 0.58d