Prediction of Malaysian exchange rate using microstructure fundamental and commodities prices: a machine learning method

The key objective of this research is to investigate the short run dynamics of the exchange rate using commodity prices and microstructure market variables for developing economies, Malaysia. The analysis of the literature revealed different school of thought where one claims the strong correlation...

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Bibliographic Details
Main Authors: Butt, S., Ramakrishnan, S., Chohan, M. A., Punshi, S. K.
Format: Article
Language:English
Published: Blue Eyes Intelligence Engineering and Sciences Publication 2019
Subjects:
Online Access:http://eprints.utm.my/id/eprint/90625/1/ShamailaButt2019_PredictionofMalaysianExchangeRate.pdf
http://eprints.utm.my/id/eprint/90625/
http://dx.doi.org/10.35940/ijrte.B1189.0982S919
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