Application of Google Trends-based sentiment index in exchange rate prediction

Business & Economics

• Exchange Rates 100%
• Google 76%
• Sentiment 71%
• Prediction 57%
• Rolling Regression 17%
• Exchange Rate Forecasting 16%
• Structural Model 15%
• Market Sentiment 15%
• Prediction Error 14%
• Robustness 14%
• Taylor Rule 14%
• Autoregressive Model 13%
• Rule-based 12%
• Predictive Power 12%
• Japan 8%
• Methodology 5%
• United States of America 4%

Mathematics

• Exchange rate 99%
• Trends 69%
• Prediction 56%
• Forecast 27%
• Training Samples 15%
• Model 15%
• Structural Model 15%
• Japan 14%
• Prediction Error 13%
• Forecasting 13%
• Autoregressive Model 12%
• Market 11%
• Mean Squared Error 11%
• Decrease 10%
• Robustness 9%
• Regression 8%
• Methodology 8%