Open AccessThe use of Karhunen-Loeve filters to predict the behavior of the currency market
Author(s) -
А. Г. Чумаков
Publication year - 2018
Publication title -
ekonomìka ì prognozuvannâ
Language(s) - English
Resource type - Journals
eISSN - 2518-7449
pISSN - 1605-7988
DOI - 10.15407/eip2018.01.098
Subject(s) - karhunen–loève theorem , currency , econometrics , economics , computer science , monetary economics , artificial intelligence