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An Online Vector Error Correction Model for Exchange Rates Forecasting

Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas. An Online Vector Error Correction Model for Exchange Rates Forecasting. In Maria De Marsico, Mário A. T. Figueiredo, Ana L. N. Fred, editors, ICPRAM 2015 - Proceedings of the International Conference on Pattern Recognition Applications and Methods, Volume 2, Lisbon, Portugal, 10-12 January, 2015. pages 193-200, SciTePress, 2015.

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