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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Main Authors: | Butt, S., Ramakrishnan, S., Chohan, M. A., Punshi, S. K. |
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Format: | Article |
Language: | English |
Published: |
Blue Eyes Intelligence Engineering and Sciences Publication
2019
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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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