Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals

arXiv:2609.32773 · cs.AI, cs.LG, q-fin.CP · Submitted 2026-09-26 · Read on arXiv

cs.AI, cs.LG, q-fin.CP

Submitted: 2026-09-26

Updated: 2026-09-26

Comments: IEEE CASCON 2026

Project page: https://christophm.github.io/interpretable-ml-book

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Ablation — 29× in this paper · explained in 1 episode
• Benchmark — 26× in this paper · explained in 2 episodes
• Accuracy — 20× in this paper · explained in 1 episode
• Probabilistic Forecasting — 11× in this paper · explained in 3 episodes
• Calibration — 10× in this paper · explained in 7 episodes
• AUC — 4× in this paper · explained in 2 episodes
• Feature Engineering — 4× in this paper · explained in 3 episodes
• Empirical Coverage — 3× in this paper · explained in 2 episodes
• Aggregation — 1× in this paper · explained in 1 episode
• Generalization — 1× in this paper · explained in 13 episodes
• Interpretability — 1× in this paper · explained in 15 episodes
• Large Language Models (LLMs) — 1× in this paper · explained in 6 episodes
• Redundancy — 1× in this paper · explained in 2 episodes

Sources

• FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
• BloombergGPT: A Large Language Model for Finance
• FinGPT: Open-Source Financial Large Language Models

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