Hello, my new ml-field is financial time series forecasting and i am trying to predict direction for pare EUR/USD as UP or DOWN.
Advise me please concrete some ml-models/techniques/libraries/researches to solve this task. How do you think, is this task rightly solve as classification or regression? Thanks
This might be of your interest
Conference Paper ANN for FOREX Forecasting and Trading
https://www.ig.com/en/trading-strategies/how-to-predict-forex-movements-200717#:~:text=In%20order%20to%20forecast%20future,exchange%20rate%20is%20headed%20next..
See the first Two papers by N. SOROKINA IN THE attached screenshot from Google scholar. Good luck, David Booth
Leonid Kupershtein
If you can do this with any high level of success or certainty then you will become very rich...
From my expertisse, rather than Econometrics, I would go for Neuronal Paths or algorithms with Artificial Intelligence. Otherwise, you may have to develop a "feeling" or "intuition" to develop an Econometric approach. Wishing you luck!
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