A regressional method of currency exchange rate prediction

Abstract


A multidimensional regressional method of currency exchange rate prediction is proposed. Trusty ranges of model parameters and the probability of correct exchange rate sign forecast for the next day are estimated.


About the authors

1 1

Samara State Aerospace University

Author for correspondence.
Email: sadohina@ssau.ru

Russian Federation

1 1

Samara Institute of Management

Email: sadohina@ssau.ru

Russian Federation

References

  1. К. Хартман, Э. Лецкий, В. Шефер. Планирование эксперимента в исследовании технологических процессов.- М.: Мир, 1977.
  2. Вапник В. Н. Алгоритмы и программы восстановления зависимостей.- М.: Наука, 1984.
  3. Lachenbruch P. A., Mickey M. R. Estimation of error rates in discriminant analysis, Technometrics, 10, № 1 (1968).

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