2 papers
q-fin.GN2026
AI and Exchange Rate Predictability
Amin Izadyar
I revisit the exchange rate disconnect puzzle, first documented by Meese and Rogoff (1983), using generative artificial intelligence (AI) to forecast currency returns based on econ…
q-fin.CP2022
Investor base and idiosyncratic volatility of cryptocurrencies
Amin Izadyar, Shiva Zamani
This paper investigates how changes in investor base is related to idiosyncratic volatility in cryptocurrency markets. For each cryptocurrency, we set change in its subreddit follo…