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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".


"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. 

BofA Merrill Lynch Research/Market Commentary


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