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Poster
Short-term Euro-Dollar exchange rate forecasting using regression models
University of West Florida Libraries
Summer Undergraduate Research Program (University of West Florida, Pensacola, Florida, 2021)
2021
Abstract
In this project, our goal is to investigate mathematical and statistical models to forecast the short-term exchange rate. Notably, we are considering the 15-minutes time frame Euro-Dollar (EUR/USD) currency pair as the object of the project.
There are several different major currency pair such as EUR/USD USD/JPY, GBP/USD, USD/CHF, AUD/USD, and USD/CAD.
We chose EUR/USD since it is the most traded currency pair in the market; however, most of our work can be applied to other currency pair with some modifications.
In addition, we will also focus on polynomial regression models, which we hypothesized to be a better fit given the non-linear nature of the data.
Details
- Title
- Short-term Euro-Dollar exchange rate forecasting using regression models
- Resource Type
- Poster
- Event
- Summer Undergraduate Research Program (University of West Florida, Pensacola, Florida, 2021)
- Contributors
- Dr. Achraf Cohen (Faculty Mentor)
- Publisher
- University of West Florida Libraries; Argo Scholar Commons
- Format
- pdf
- Copyright
- Permission granted to the University of West Florida Libraries to digitize and/or display this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires the permission of the copyright holder.
- Identifiers
- 99380090604206600
- Academic Unit
- Summer Undergraduate Research Program 2021; Mathematics and Statistics; Hal Marcus College of Science and Engineering
- Language
- English