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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Hlavní autoři:	David Jukl, Jan Lansky
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2026-03-01
Edice:	Metrics
Témata:	feature selection foreign exchange (FX) trading directional bias correction short-horizon forecasting walk-forward evaluation
On-line přístup:	https://www.mdpi.com/3042-5042/3/1/6
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