Predicting the Risk Premium of Carry Trade with LSTM Neural Network
碩士 === 國立政治大學 === 金融學系 === 107 === The foreign exchange market plays an important role in the global financial system. Carry Trade is one of the most popular trading strategies for speculators, forex traders, hedge funds, etc. In recent years, emerging market currencies gained market share gradually...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e594a5 |