Bias-Corrected Feature Selection for Short-Horizon FX Trading: Evidence from Liquid Currency Pairs
Purpose: The paper deals with short-horizon foreign exchange (FX) predictability through predictive directional bias and how these are intertwined with the choice of features in weak-signal trading systems. Although FX markets are generally considered extremely efficient, temporal predictability at...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2026-03-01
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| Serie: | Metrics |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/3042-5042/3/1/6 |
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