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The home country is where a company is headquartered.

The firm is likely to be paid or have profits in a different currency and will want to exchange it for its home currency.

Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day.

To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network.

In order to determine which is the fixed currency when neither currency is on the above list (i.e.