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AI/Machine learning approach to identifying potential statistical arbitrage opportunities with FX and Bitcoin Markets
In this study, a methodology is presented where a hybrid system combining an evolutionary algorithm with artificial neural networks (ANNs) is designed to make weekly directional change forecasts on the USD by inferring a prediction using closing spot rates of three currency pairs: EUR/USD, GBP/USD a...
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| Format: | Thesis |
| Language: | English |
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African Institute of Financial Markets and Risk Management
2020
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