arXiv Machine Learning By Louis Agyekum, Edmund Fosu Agyemang, Obu-Amoah Ampomah, Kofi Acheampong, Emmanuel Boadi, Priscilla Yaa Amakye, Fafa Shalom Tchorly, Enock Adu Bonsu, Eric Nyarko

Machine Learning and the Random Walk Puzzle: Forecasting the CAD/USD Exchange Rate with Expanding Window Evaluation and SHAP Interpretability

Read the original on arXiv Machine Learning →

arXiv:2606. 15058v1 Announce Type: new Abstract: This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 5

Electricity price forecasting across Norway's five bidding zones in the post-crisis era

arXiv:2604. 26634v2 Announce Type: replace Abstract: Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data.

By My Thi Diem Phan, Trung Tuyen Truong, Hoai Phuong Ha, Dat Thanh Nguyen