SSRNEconometrics & Forecasting
Forecasting Bid–Ask Spreads in Foreign Exchange: Analysis and Machine Learning Prediction
Machine learning algorithms can effectively predict transaction costs in the foreign exchange market, which can greatly vary based on factors like time of day or week.
Featured in No. 34 on 23 Jan 2024 · 3 days after release · 1 citation today
- Released
- 20 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Citations (Semantic Scholar)
- 1
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- 0
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- Identifier
- SSRN 4701477
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