Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Yihua Chen
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
153
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
A Machine Learning Approach to Forecasting Carry Trade Returns
Xiao Wang, Xiao Xie, Yihua Chen & Borui Zhao (2021) A machine learning approach to forecasting carry trade returns, Applied Economics Letters, https://doi.org/10.1080/13504851.2021.1918624
Number of pages: 15
Posted: 03 Nov 2020
Last Revised: 04 Oct 2021
Xiao Wang
,
Xiao Xie
, Yihua Chen and
Borui Zhao
University of Science and Technology of China, Shanghai Advanced Institute of Finance,
affiliation not provided to SSRN
and University of Science and Technology of China (USTC)
Downloads
153
(260,070)
View PDF
Download
Abstract:
carry trade, uncovered interest rate parity, machine learning, long short-term memory networks
Feedback
