EXCHANGE RATE DYNAMICS AND FORECASTING ACCURACY IN EMERGINGECONOMIES: INTEGRATING ENSEMBLE LEARNING MODELS WITH STRUCTURAL TIME SERIES DECOMPOSITION FOR THE USD/ZAR RATE
Thisstudyinvestigatesthepredictiveperformanceofmachinelearningmodelsinforecastingthedailyexchange rate of the South African rand (USD/ZAR) using data from March 5, 2020, to July 19, 2024. Employing statistical diagnostics such as ADF and KPSS tests, the exchange rate series is found to be non-stati...
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| Format: | Article |
| Language: | English |
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Department of Accounting and Finance, Federal University Gusau
2024-09-01
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| Series: | Gusau Journal of Accounting and Finance |
| Subjects: | |
| Online Access: | https://www.journals.gujaf.com.ng/index.php/gujaf/article/view/436 |
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