Combining Unsupervised and Supervised Statistical Learning Methods for Currency Exchange Rate Forecasting

Bachelor thesis English OPEN
Vasiljeva, Polina;
(2016)
  • Publisher: KTH, Matematisk statistik

In this thesis we revisit the challenging problem of forecasting currency exchange rate. We combine machine learning methods such as agglomerative hierarchical clustering and random forest to construct a two-step approach for predicting movements in currency exchange pr... View more
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