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Publications by Matthieu Garcin

Estimation of Time-Dependent Hurst Exponents With Variational Smoothing and Application to Forecasting Foreign Exchange Rates

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English

Related publications

Forecasting Exchange Rates Out-Of-Sample With Panel Methods and Real-Time Data

Journal of International Money and Finance

English

Performance of Technical Indicators in Forecasting High-Frequency Foreign Exchange Rates

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Biological Sciences

English

A "Hurst Coefficient" Estimation With Wavelets: Application to the Energy Sector

Energy Studies Review

Environmental Engineering

English

A Hierarchical Fuzzy System With High Input Dimensions for Forecasting Foreign Exchange Rates

English

Modeling and Forecasting Exchange Rates

Lietuvos statistikos darbai

English

Foreign Exchange Rates

English

Forecasting Foreign Exchange Rates With Adaptive Neural Networks Using Radial-Basis Functions and Particle Swarm Optimization

European Journal of Operational Research

Information Systems

Management Science

Computer Science

Operations Research

English

Forecasting Exchange Rates With a Large Bayesian VAR

International Journal of Forecasting

International Management

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Forecasting the Term Structure of Interest Rates With Dynamic Constrained Smoothing B-Splines

Journal of Risk and Financial Management

English