Browsing BI Open by Author "Aasen, Anders Kristian"

Now showing items 1-1 of 1

Al and traditional forecasting of currency return using Diebold Li factors from commodities

Aasen, Anders Kristian (Master thesis, 2023)

This research paper investigates out of sample forecasting AI compared to traditional models. The data used are oil crude futures prices and the currency pair NOK/USD. The crude oil futures prices is transformed to the ...