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A0647
Title: A pound centric look at the pound vs krona exchange rate movement from 1844 to 1965 Authors:  Andrew Clark - University of Reading (United Kingdom) [presenting]
Abstract: A longitudinal (1844-1965) study of the Pound Krona exchange rate is conducted utilizing London Times article news sentiment, gold price, GDP, and other relevant metrics to create a dynamic systems state-based model to predict the Pound Krona yearly exchange rate. The created model slightly outperforms a naive random walk forecasting model.