ECONOMETRIC CALCULATIONS WITH INTEGRATION OF MACHINE LEARNING TECHNOLOGIES BASED ON GREYKITE ALGORITHMS ON THE EXAMPLE OF FORECASTING THE EXCHANGE RATE OF THE USD/RUB CURRENCY PAIR

UDC 532.5.032
DOI: 10.36871/2618-9976.2022.08.007

Authors

Vitaly A. Peleshenko
Candidate of Technical Sciences, Associate Professor, Financial University under the Government of the Russian Federation, Moscow, Russia

Abstract

The article is devoted to econometric calculations using machine learning technologies and GREYKITE libraries. The features of the integration of grey kit into the google colab development environment are considered, as well as the created econometric model for predicting the quotes of the USD/RUB currency pair.

Keywords

Econometric calculations, Quotes, USD/RUB exchange rate