Open access
Sep 2026
Multifractal-State-Augmented Machine Learning for One-Trading-Day-Ahead USD/KRW Absolute-Return Forecasting
The results indicate modest, time-aligned, USD/KRW-specific predictive information; they do not establish universal transferability, causal effects, directional prediction, or trading profitability.
Dong-Xue Wang, Yu-Gang He
· Fractal and Fractional · 0 citations