2 papers
cs.LG2026
Machine Learning and the Random Walk Puzzle: Forecasting the CAD/USD Exchange Rate with Expanding Window Evaluation and SHAP Interpretability
Louis Agyekum, Edmund Fosu Agyemang, Obu-Amoah Ampomah +6
This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate. Using daily data from the…
q-fin.ST2025
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
Emmanuel Boadi
This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Va…