{"id":"W4392174233","doi":"10.1007/978-981-97-0523-8_54","title":"Analysis and Forecast of USD/EUR Exchange Rate Based on ARIMA and GARCH Models","year":2024,"lang":"en","type":"book-chapter","venue":"Applied economics and policy studies","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Autoregressive integrated moving average; Autoregressive conditional heteroskedasticity; Econometrics; Exchange rate; Economics; Statistics; Mathematics; Time series; Volatility (finance); Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000404853,0.0003137947,0.0002965225,0.0005035748,0.0001264333,0.0005727767,0.000270036,0.0003178522,0.00116691],"category_scores_gemma":[0.0008947328,0.0001968399,0.0005504319,0.0004084903,0.00008866177,0.0007138732,0.0001237647,0.0004879922,0.0003051976],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002489632,"about_ca_system_score_gemma":0.0003286873,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01019126,"about_ca_topic_score_gemma":0.005646739,"domain_scores_codex":[0.9998788,0.00002639737,0.000009235146,0.00002564971,0.00004621718,0.0000137103],"domain_scores_gemma":[0.9998462,0.00007863764,0.00001325755,0.00001127354,0.000045964,0.000004594776],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002013193,0.00006595119,0.009059917,0.000117889,0.0001559521,0.0002364899,0.00007723744,0.7782654,0.01233559,0.01688087,0.00565909,0.1769443],"study_design_scores_gemma":[0.000003991446,0.00001412422,0.002933859,0.000004656191,0.00001789231,0.00002559262,0.000009946582,0.992263,0.001446135,0.002505611,0.0007662963,0.000008963812],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4811691,0.004558683,0.4927282,0.0007906418,0.0004501138,0.00004294275,0.001221633,0.001516318,0.01752232],"genre_scores_gemma":[0.9472734,0.001686787,0.04260581,0.00004890241,0.0001338532,0.00001764756,0.001411487,0.0000922774,0.006729875],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01019126,"threshold_uncertainty_score":0.02026391,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08509245611221859,"score_gpt":0.2644115267625414,"score_spread":0.1793190706503228,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}