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Jun 05 - 05:00 PM
EUR/USD: A Touch Of Machine Learning On EUR/USD; What Does It Show? - BofAML
First appeared on eFXplus on Jun 05 - 03:45 PM

Bank of America Merrill Lynch Research discusses its findings in using a touch of machine learning on EUR/USD in studying the current state via fundamental and survey data, employing both supervised and unsupervised learning on various forms of transformation.

"Machine learning is a method that uses statistical techniques to learn from data, identify patterns and make decisions".

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"Our surprised learning via SVM indicates we are currently at the boundary of state 2 near the support vector hyperplane. The implication is that it is highly unstable and likely to migrate to a nearby state. 

If such conjecture turns out to be valid, it would suggest that the Eurodollar has further downside while vol is likely to remain range bound," BofAML concludes. 

Source:
BofA Merrill Lynch Research/Market Commentary

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