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Forgotten effects and heavy moving averages in exchange rate forecasting

Ezequiel Aviles Ochoa, Ernesto Leon Castro, José Maria Merigó Lindahl, Anna Maria Gil Lafuente. Forgotten effects and heavy moving averages in exchange rate forecasting. In 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, Athens, Greece, December 6-9, 2016. pages 1-7, IEEE, 2016. [doi]

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