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Gotowe bibliografie tematyczne / Forex market

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Gotowa bibliografia na temat „Forex market”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 11 września 2023

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Artykuły w czasopismach na temat "Forex market"

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Olufemi, Adeyeye Patrick, Aluko Olufemi Adewale i Migiro Stephen Oseko. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach". Journal of Economics and Behavioral Studies 9, nr 4(J) (4.09.2017): 122–31. http://dx.doi.org/10.22610/jebs.v9i4(j).1827.

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This study examines the efficiency of foreign exchange (forex) market of 10 selected countries in sub-Saharan Africa in the presence of structural break. It uses data on the average official exchange rate of currencies of the selected countries to the US dollar from November 1995 to October 2015. This study employs Perron unit root test with structural break to endogenously determine the break period in the forex markets. It also employs the Kim wild bootstrap variance ratio test and BDS independence test to detect linear and nonlinear dependence in forex market returns respectively. In the full sample period, the Kim wild bootstrap joint variance ratio test shows that only two forex markets are efficient while the BDS independence test reports that all the forex markets are not efficient. The subsample period analysis indicates that the efficiency of the majority of the forex markets is sensitive to structural break, thus providing evidence in support of the adaptive market hypothesis. This study suggests that ignoring structural break and nonlinearity of returns may lead to misleading results when testing for market efficiency.

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Olufemi, Adeyeye Patrick, Aluko Olufemi Adewale i Migiro Stephen Oseko. "Efficiency of Foreign Exchange Markets in Sub-Saharan Africa in the Presence of Structural Break: A Linear and Non-Linear Testing Approach". Journal of Economics and Behavioral Studies 9, nr 4 (4.09.2017): 122. http://dx.doi.org/10.22610/jebs.v9i4.1827.

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This study examines the efficiency of foreign exchange (forex) market of 10 selected countries in sub-Saharan Africa in the presence of structural break. It uses data on the average official exchange rate of currencies of the selected countries to the US dollar from November 1995 to October 2015. This study employs Perron unit root test with structural break to endogenously determine the break period in the forex markets. It also employs the Kim wild bootstrap variance ratio test and BDS independence test to detect linear and nonlinear dependence in forex market returns respectively. In the full sample period, the Kim wild bootstrap joint variance ratio test shows that only two forex markets are efficient while the BDS independence test reports that all the forex markets are not efficient. The subsample period analysis indicates that the efficiency of the majority of the forex markets is sensitive to structural break, thus providing evidence in support of the adaptive market hypothesis. This study suggests that ignoring structural break and nonlinearity of returns may lead to misleading results when testing for market efficiency.

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Tsiaras, Konstantinos. "Contagion in Futures FOREX Markets for the Post- Global Financial Crisis: A Multivariate FIGARCHcDCC Approach". Journal of Quantitative Methods 4, nr 1 (28.02.2020): 1. http://dx.doi.org/10.29145/2020/jqm/040102.

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This paper seeks to investigate the time-varying conditional correlations to the futures FOREX market returns. We employ a dynamic conditional correlation (DCC) Generalized ARCH (GARCH) model to find potential contagion effects among the markets. The under investigation period is 2014-2019. We focus on four major futures FOREX markets namely JPY/USD, KRW/USD, EUR/USD and INR/USD. The empirical results show an increase in conditional correlation or contagion for all the pairsof future FOREX markets. Based on the dynamic conditional correlations, KRW/USD seems to be the safest futures FOREX market. The results are of interest to policymakers who provide regulations for the futures FOREX markets. JEL Classification Codes: C58, C61, G11, G15

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Miśkiewicz, Janusz. "Network Analysis of Cross-Correlations on Forex Market during Crises. Globalisation on Forex Market". Entropy 23, nr 3 (15.03.2021): 352. http://dx.doi.org/10.3390/e23030352.

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Within the paper, the problem of globalisation during financial crises is analysed. The research is based on the Forex exchange rates. In the analysis, the power law classification scheme (PLCS) is used. The study shows that during crises cross-correlations increase resulting in significant growth of cliques, and also the ranks of nodes on the converging time series network are growing. This suggests that the crises expose the globalisation processes, which can be verified by the proposed analysis.

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Bijoy, Kumar. "Stock and Currency Market Linkages: An Empirical Analysis from Emerging Economies". International Journal of Professional Business Review 8, nr 8 (9.08.2023): e03357. http://dx.doi.org/10.26668/businessreview/2023.v8i8.3357.

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Purpose: The Causality relationship between forex and stock market in any economy is dependent on its economic fundamentals. This study examines return and volatility linkages between stock and currency markets for 28 emerging economies weekly MSCI stock index values (in local currency) and foreign exchange rates (indirect quotes) from 1988 to 2019. Theoretical Framework: The understanding of the relationship between forex and stock markets through return and volatility spillover will help in predicting behavior of one market on account of the knowledge of movements in another market. Impact of global financial crisis (GFC) on this relationship is another dimension of research. This study finds the causal relationship between forex and stock markets through return and volatility spillover for all emerging economies along with the effect of GFC on the relationship. Design/Methodology/Approach: The empirical analysis is conducted for the total period and three sub-periods namely pre-global financial crisis, crisis, and post-crisis periods by using the Granger Causality test (Granger 1969) followed by Vector Auto Regression (VAR) model and finally the Dynamic Conditional Correlations (DCC), a multivariate model proposed by Engle (2002). The volatility linkages are studied by employing BEKK-GARCH (Baba, Engle, Kraft, & Kroner, 1990) Findings: It is found that return spillovers are predominantly from Stock to forex markets during the pre-crisis and crisis period but from forex to stock market in the post-crisis period. The increasing presence of return relationships from 10 countries in the pre-crisis period to 19 countries during the crisis period, implying a contagion effect. The BEKK-GARCH result confirm that volatility spillovers are observed throughout from forex to stock markets. Research, practical & social implications: More extensive return and volatility associations between stock and forex market after the global financial crisis confirm the increasing importance of economic fundamentals. Return linkages exhibit contagion against the decoupling effect observed in volatility spillovers during the crisis period. Originality/Value: Based on empirical observations, the study attempts to provide important policy implications for Policy makers, global investors, and academic community.

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Piekunko-Mantiuk, Iwona. "Forex as an alternative for capital market". Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia 90 (2017): 81–93. http://dx.doi.org/10.18276/frfu.2017.90-06.

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Kumar, Anoop S., Chaithanya Jayakumar i Bandi Kamaiah. "Fractal market hypothesis: evidence for nine Asian forex markets". Indian Economic Review 52, nr 1-2 (grudzień 2017): 181–92. http://dx.doi.org/10.1007/s41775-017-0014-7.

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Zaitsev, O., i T. Dvorianova. "ACQUAINTANCE TO FOREX FOREIGN EXCHANGE MARKET". Vìsnik Sumsʹkogo deržavnogo unìversitetu, nr 1 (2020): 174–80. http://dx.doi.org/10.21272/1817-9215.2020.1-20.

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The article draws attention to the steady growth of the general trend of direct participation of individuals in financial transactions using electronic platforms. In particular, the article notes the increased interest in participating in operations in the Forex currency market. It is emphasized that relatively technically easy access to participation in financial transactions through the use of electronic platforms is currently a potential threat to financial security for the funds of participants in such transactions. This is a lack of professional training of most novice traders who voluntarily become participants in financial transactions. It is emphasized that stock exchange transactions on stock markets, purchase and sale of currency on electronic platforms, transactions with gold, etc. require, along with general, also special knowledge on certain specific areas of economic development and financial relations. Also, psychological and behavioral factors begin to "work" in such relationships. It is noted that only from the beginning of 2019 in Ukraine at the legislative level began a systematic regulation of the structure of the foreign exchange market and the procedure for trading in foreign currency. The article states that it is time to pay attention to digitalized trading activities from a professional point of view and start teaching in educational institutions the relevant disciplines for training and acquiring students' general skills in trade and financial transactions on electronic platforms. From this point of view, the article provides an introductory review of the Forex currency market, outlines the principles of its operation, pays more attention to trading strategies. As a result, the following conclusions are made that, first, the foreign exchange market is highly profitable provided that its trends are mastered; secondly, the foreign exchange market is high risk; it is necessary to understand not only in many terms, but, especially, in processes and situations in the financial-globalized world to confidently use charts of change of cost of currencies for profit; thirdly, there are many different strategies that can be used successfully in the currency market, from the simplest - for amateurs, to more complex - for experienced traders, but none of them will fit perfectly for a particular psychotype, professional level and amount of time a person - trader can pay trade. Of particular value, according to the authors, is the following conclusion: a trader creates his own strategy, which provides a greater likelihood of earnings in the international Forex market. Currency trader is a creative activity, but an activity based on mastering a large base of professional knowledge.

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Abednego, Luciana, i Cecilia Esti Nugraheni. "Forex Data Analysis using Weka". International Journal of Fuzzy Logic Systems 11, nr 1 (31.01.2021): 23–36. http://dx.doi.org/10.5121/ijfls.2021.11103.

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This paper conducts some experiments with forex trading data. The data being used is from kaggle.com, a website that provides datasets for machine learning and data scientists. The goal of the experiments is to know how to design many parameters in a forex trading robot. Some questions that want to be investigated are: How far the robot must set the stop loss or target profit level from the open position? When is the best time to apply for a forex robot that works only in a trending market? Which one is better: a forex trading robot that waits for a trending market or a robot that works during a sideways market? To answer these questions, some data visualizations are plotted in many types of graphs. The data representations are built using Weka, an open-source machine learning software. The data visualization helps the trader to design the strategy to trade the forex market.

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Kavtaradze, Nino. "CURRENCY SYSTEM AND CURRENCY TRADING OF GEORGIA". PIRETC-Proceeding of The International Research Education & Training Centre 104, nr 1-2 (4.04.2021): 70–75. http://dx.doi.org/10.36962/ecs104/1-2-70.

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The present empirical paper investigates the following issues: the formation of the Georgian currency system that started after the collapse of the Soviet Union, when the country has declared its independence, establishing the National Bank of Georgia and issuing the national currency. Also is discussed financial market where foreign exchange and transaction are made. As it is known today, in the international currency market, 90% of the world market holds the FOREX (Foreign Exchange Market), which makes it the largest foreign exchange market in the world. FOREX currency traders, together with traditional forms, offers the most modern and comfortable form of trade - Online trading. The existing currencies are largely proportional to the ongoing processes of the FOREX market. Keywords: Currency, Currency Exchange Rate, Currency Market, Interbank Exchange Market, Foreign Exchange, FOREX Market.

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Rozprawy doktorskie na temat "Forex market"

1

Cheng, Sai-ho. "Rolling Forex /". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19909135.

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Cheng, Sai-ho, i 鄭世河. "Rolling Forex". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31268663.

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Polnický, Martin. "Psychologie investora na trhu FOREX". Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198619.

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In the introduction, this dissertation about "Psychology of an investor on the Forex market" introduces to the reader the prerequisites for trading on the foreign exchange market. On a theoretical level, it deals mostly with fundamental, technical as well as psychological analysis of prediction of development of exchange rates on the Foreign Exchange Market. Theoretical part also includes an outline of basic criteria for choosing a Forex broker and introduction of a trading platform. Practical part of the dissertation focuses on comparing and choosing a broker, plus the process for opening a real trading account; creating a trading plan and strategy, which will be used to apply different tools and indicators of technical analysis of inter-day trading of EUR/USD pair. In the conclusion, trading system created by myself is evaluated and psychological phenomenon affecting investors' decision-making during real Forex trading. This dissertation deals only with Spot Forex market, because trading through FX brokers is done on the Spot market.

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Vítovec, Josef. "Use of technical analysis in FOREX trading". Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-96396.

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The paper reacts to tremendous increase in popularity of FX trading among retail investors in recent years, caused mainly by easy accessibility through numerous online trading platforms and dramatic fall in trading costs. One of the accompanying trends along with increasing trading speed is a departure from fundamental analysis and shift towards more technical approach. In reaction to that, the paper aims to review the most popular technical trading rules and puts the findings in contrast with existing empirical literature and efficient market hypothesis. Although being far from discovering an ultimate trading formula, the paper concludes that selected trading strategies do demonstrate a certain degree of predictability of future exchange rate movements.

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Trnik, Erik. "Návrh a optimalizace automatického obchodního systému pro forex". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318583.

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The master's thesis deals with the design of the proposed automatic trading system especially for daily trading on the currency markets. The aim of the thesis is to create a complex theoretical basis, in the practical part of the work to use the knowledge to create a suitable automatic trading system. The thesis focuses on the technical analysis of the currency markets. The proposed system will be optimally optimized to maximize profitability and stability with application to the most liquid currency pairs.

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Lei, Song. "Informative correlation extraction from and for Forex market analysis". AUT University, 2010. http://hdl.handle.net/10292/899.

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The forex market is a complex, evolving, and a non-linear dynamical system, and its forecast is difficult due to high data intensity, noise/outliers, unstructured data and high degree of uncertainty. However, the exchange rate of a currency is often found surprisingly similar to the history or the variation of an alternative currency, which implies that correlation knowledge is valuable for forex market trend analysis. In this research, we propose a computational correlation analysis for the intelligent correlation extraction from all available economic data. The proposed correlation is a synthesis of channel and weighted Pearson's correlation, where the channel correlation traces the trend similarity of time series, and the weighted Pearson's correlation filters noise in correlation extraction. In the forex market analysis, we consider 3 particular aspects of correlation knowledge: (1) historical correlation, correlation to previous market data; (2) cross-currency correlation, correlation to relevant currencies, and (3) macro correlation, correlation to macroeconomic variables. While evaluating the validity of extracted correlation knowledge, we conduct a comparison of Support Vector Regression (SVR) against the correlation aided SVR (cSVR) for forex time series prediction, where correlation in addition to the observed forex time series data is used for the training of SVR. The experiments are carried out on 5 futures contracts (NZD/AUD, NZD/EUD, NZD/GBP, NZD/JPY and NZD/USD) within the period from January 2007 to December 2008. The comparison results show that the proposed correlation is computationally significant for forex market analysis in that the cSVR is performing consistently better than purely SVR on all 5 contracts exchange rate prediction, in terms of error functions MSE, RMSE, NMSE, MAE and MAPE. However, the cSVR prediction is found occasionally differing significantly from the actual price, which suggests that despite the significance of the proposed correlation, how to use correlation knowledge for market trend analysis remains a very challenging difficulty that prevents in practice further understanding of the forex market. In addition, the selection of macroeconomic factors and the determination of time period for analysis are two computationally essential points worth addressing further for future forex market correlation analysis.

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Giačienė, Dovilė. "Investicijų Forex rinkoje ekonominė analizė ir pagrindimas". Master's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130211_142858-19480.

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Magistro darbe yra analizuojama: techninės analizės praktinis pritaikymas Forex rinkoje, rizikos įvertinimas ir portfelio sudarymas. Pagrindinis darbo tikslas ištirti investicijas Forex rinkoje ir jas pagrįsti naudojant investicijų ekonominę analizę. Darbe išnagrinėti pagrindiniai indikatoriai: slankiųjų vidurkių divergencija konvergencija, Bolingerio ribos, santykinis stiprumas, stochastikas. Šiais indikarotiais nustatyti pagrindiniai signalai ir apskaičiuotas pelnas punktais. Taip pat apskaičiuota kiekvienos valiutos rizika, su kuria susiduria kiekvienas investuotojas. Norint gauti maksimalų pelną buvo sudarytas Markowitz portfelis.
This master's work is analyzing: practical application of technical analysis in the Forex market, risk assessment and creating portfolio. The main goal of the work is to explore the investments in Forex market and to substantiate them using investment economic analysis. The main indicators are analyzed in the work: Moving Average Convergence/Divergence, Bollinger bands, Relative Strength Index, Stochastic oscillator. These indicators identify the key signals and the estimated gain points. Also was calculated the risks of each currency faced by each investor. In order to get the maximum profit was made Markowitz portfolio.

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Dufek, Radim. "Návrh a optimalizace automatického obchodního systému pro forex". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224967.

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This thesis deals with the design and optimization of an automatic trading system based on trend indicators. This thesis describes entire proces of system development from its parts to the whole system. It focuses on the optimization of each part and the complete system. This thesis also describes the testing proces of the systém on historical data and its application on the latest data.

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Mockus, Dovydas. "Investavimo strategijų Forex rinkoje formavimas ir vertinimas taikant techninę analizę". Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130626_102750-46572.

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Šiame baigiamajame bakalauro darbe tiriamas strategijų, paremtų technine analize, taikymas prekyboje Forex rinkoje. Pirmiausia teorinėje dalyje nagrinėjama pasaulinės valiutų rinkos sistema, aptariami privataus asmens dalyvavimo šioje rinkoje aspektai. Po to atskleidžiama techninės analizės specifika, pateikiant jos sampratą, pagrindines priemones bei teorinius, techninės analizės pagrindu sudarytos, strategijos formavimo principus. Praktinėje dalyje vertinamos, pagal teorinėje dalyje atskleistus principus, sudarytų strategijų efektyvumas Forex rinkoje analizuojant istorinius duomenis. Atliekant tyrimą buvo naudojamos šešios valiutų poros, siekiant įvertinti techninės analizės efektyvumo priklausomybę nuo valiutų poros likvidumo. Rašant darbą buvo naudotasi Lietuvos bei užsienio autorių moksline literatūra, internetiniais portalais bei Meta Trader 4 programa analizuojant istorinius duomenis.
This Bachelor's thesis analyses on technical analysis based strategies usage in Forex market. At first in theoretical part author looks into the system of Forex market, and presents it from private investor point of view. Later the particularity of technical analysis is presented by inducting it‘s definition, basic instruments and theoretical on technical analysis based strategies forming principles. In practical part the efficiency of technical analysis strategies is tested by analysing historical data. In this research six currencies pairs were used in order to value the relation between efficency of technical analysis and currency pair liquidity. In writing of thesis author used Lithuanian and foreigner authors literature, internet sites and Meta Trader 4 program by analysing historical data.

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Karpava, Marharyta. "Determinants of forex market movements during the European sovereign debt crisis: The role of credit rating agencies". Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18398.

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The purpose of this thesis is to identify key factors underlying exchange rate developments during the European sovereign debt crisis by examining the impact of credit rating news, published by the three leading credit rating agencies, on conditional returns and volatility of EUR/USD (direct quotation) exchange rate. Empirical results highlight the importance of interest rate differential and volatility index of options exchange in explaining EUR/USD exchange rate volatilities. Downgrade announcements by Standard & Poor’s as well as watch revisions by Fitch Ratings had a detrimental impact on the value of Euro, leading to a subsequent Euro depreciation over the period under consideration (January 2009 – April 2012).

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Książki na temat "Forex market"

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Sether, Laura. Forex trading. Cedar Falls, Iowa: W&A Pub., 2009.

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Forex trading. Cedar Falls, Iowa: W&A Pub., 2009.

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Dicks, James. Forex trading secrets: Trading strategies for the forex market. New York: McGraw-Hill, 2010.

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Saettele, Jamie, red. Sentiment in the Forex Market. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119197140.

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Saettele, Jamie. Sentiment in the Forex Market. New York: John Wiley & Sons, Ltd., 2008.

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Bickford, Jim L. Forex Shockwave Analysis. New York: McGraw-Hill, 2008.

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Bickford, Jim L. Forex shockwave analysis. New York: McGraw-Hill, 2008.

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Rosenstreich, Peter. Forex Revolution. Upper Saddle River: Financial Times - Domestic (Jim), 2007.

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Forex wave theory. New York: McGraw-Hill, 2007.

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Person, John L. Forex Conquered. New York: John Wiley & Sons, Ltd., 2007.

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Części książek na temat "Forex market"

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Goel, Sandeep. "Forex market". W Finance for Non-Finance People, 182–91. Second edition. | Abingdon, Oxon ; New York, NY : Routledge, 2019.: Routledge India, 2019. http://dx.doi.org/10.4324/9780429196669-11.

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Juszczuk, Przemysław, i Jan Kozak. "Portfolio Investments in the Forex Market". W Intelligent Information and Database Systems, 94–105. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-21743-2_8.

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Korczak, Jerzy, Marcin Hernes i Maciej Bac. "Collective Intelligence Supporting Trading Decisions on FOREX Market". W Computational Collective Intelligence, 113–22. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-67074-4_12.

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Flôres, Renato G., i Bruno B. Roche. "Volatility Modelling in the Forex Market: An Empirical Evaluation". W Advances in Quantitative Asset Management, 275–94. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4389-3_12.

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Moscinski, Rafal, i Danuta Zakrzewska. "Building an Efficient Evolutionary Algorithm for Forex Market Predictions". W Intelligent Data Engineering and Automated Learning – IDEAL 2015, 352–60. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24834-9_41.

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Kubo, Koji. "Piecemeal Reforms in the 1990s and Forex Market Segmentation between State and Private Sectors". W Myanmar’s Foreign Exchange Market, 23–38. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-1789-7_2.

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Kubo, Koji. "Unofficial Forex Market and Informal Economic Activities under Exchange Restrictions on the Private Sector". W Myanmar’s Foreign Exchange Market, 39–61. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-1789-7_3.

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Juszczuk, Przemysław, i Lech Kruś. "Selecting the Efficient Market Indicators in the Trading System on the Forex Market". W Advances in Intelligent Systems and Computing, 122–33. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-99993-7_12.

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Juszczuk, Przemysław, i Lech Kruś. "Crisp vs Fuzzy Decision Support Systems for the Forex Market". W Advances in Intelligent Systems and Computing, 149–63. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-18058-4_12.

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Kozak, Jan, Przemysław Juszczuk i Krzysztof Kania. "Classification of the Symbolic Financial Data on the Forex Market". W Computational Collective Intelligence, 122–32. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-28374-2_11.

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Streszczenia konferencji na temat "Forex market"

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Contreras, Antonio V., Sergio Navarro, Antonio Llanes, Andres Munoz, Horacio Perez-Sanchez i Jose M. Cecilia. "The Forex Market as an Elastic Network Model". W 2017 International Conference on Intelligent Environments (IE). IEEE, 2017. http://dx.doi.org/10.1109/ie.2017.36.

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Oyemade, David Ademola, i David Allenotor. "A Trade Gap Scalability Model for the Forex Market". W 2014 IEEE 11th Intl Conf on Ubiquitous Intelligence & Computing and 2014 IEEE 11th Intl Conf on Autonomic & Trusted Computing and 2014 IEEE 14th Intl Conf on Scalable Computing and Communications and Its Associated Workshops (UIC-ATC-ScalCom). IEEE, 2014. http://dx.doi.org/10.1109/uic-atc-scalcom.2014.38.

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Masry, Shaimaa, Monira Aloud, Edward Tsang, Alexandre Dupuis i Richard Olsen. "A novel approach for studying the high-frequency FOREX market". W 2010 2nd Computer Science and Electronic Engineering Conference (CEEC). IEEE, 2010. http://dx.doi.org/10.1109/ceec.2010.5606494.

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Slany, Karel. "Towards the Automatic Evolutionary Prediction of the FOREX Market Behaviour". W 2009 International Conference on Adaptive and Intelligent Systems (ICAIS). IEEE, 2009. http://dx.doi.org/10.1109/icais.2009.31.

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Makiya, David, i Bernard Shibwabo. "A Model for Forex Market Price Prediction using Deep Learning". W 2022 International Conference on Innovation and Intelligence for Informatics, Computing, and Technologies (3ICT). IEEE, 2022. http://dx.doi.org/10.1109/3ict56508.2022.9990616.

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Weerathunga, H. P. S. D., i A. T. P. Silva. "DRNN-ARIMA Approach to Short-term Trend Forecasting in Forex Market". W 2018 18th International Conference on Advances in ICT for Emerging Regions (ICTer). IEEE, 2018. http://dx.doi.org/10.1109/icter.2018.8615580.

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Grover, Aruquipa A., i Rojas S. Gabriel. "Analysis of Algorithmic Trading with Q-Learning in the Forex Market". W 2021 International Conference on Emerging Smart Computing and Informatics (ESCI). IEEE, 2021. http://dx.doi.org/10.1109/esci50559.2021.9396948.

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Xing, Frank, Duc-Hong Hoang i Dinh-Vinh Vo. "High-Frequency News Sentiment and Its Application to Forex Market Prediction". W Hawaii International Conference on System Sciences. Hawaii International Conference on System Sciences, 2021. http://dx.doi.org/10.24251/hicss.2021.191.

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Makovský, Petr. "Market Efficiency Hypothesis Application in the Czech Republic – the FOREX Case". W International Days of Statistics and Economics 2019. Libuše Macáková, MELANDRIUM, 2019. http://dx.doi.org/10.18267/pr.2019.los.186.103.

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Noertjahyana, Agustinus, Agustinus Noertjahyana, Zuraida Abal Abas i Zeratul Izzah Mohd Yusoh. "Combination of Candlestick Pattern and Stochastic to Detect Trend Reversal in Forex Market". W 2019 4th Technology Innovation Management and Engineering Science International Conference (TIMES-iCON). IEEE, 2019. http://dx.doi.org/10.1109/times-icon47539.2019.9024485.

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Raporty organizacyjne na temat "Forex market"

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Davies, Martin H., i Marcel Schröder. The Path to Kina Convertibility: An Analysis of Papua New Guinea’s Foreign Exchange Market. Asian Development Bank, czerwiec 2022. http://dx.doi.org/10.22617/wps220228-2.

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This paper recommends an immediate and frontloaded exchange rate depreciation that can encourage an adjustment process to address the foreign exchange shortage in Papua New Guinea. Due to a shortage in foreign exchange (forex) since 2015, the central bank of Papua New Guinea rationed forex that led to a large backlog of orders and import compression. The study finds that the policy proposals discussed in the country are inadequate to restore currency convertibility, based on surveys of the forex market structure and analysis of recent market conditions. It recommends more exchange rate flexibility and forex allocation through competitive auctions over the medium term.

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Yamada, Masahiro, i Takatoshi Ito. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. Cambridge, MA: National Bureau of Economic Research, kwiecień 2020. http://dx.doi.org/10.3386/w27036.

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Ito, Takatoshi, i Tomoyoshi Yabu. What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function. Cambridge, MA: National Bureau of Economic Research, maj 2004. http://dx.doi.org/10.3386/w10456.

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Reynoso, Alejandro. Can Subsidiaries of Foreign Banks Contribute to the Stability of the Forex Market in Emerging Economies? A Look at Some Evidence from the Mexican... Cambridge, MA: National Bureau of Economic Research, marzec 2002. http://dx.doi.org/10.3386/w8864.

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Соловйов, Володимир Миколайович, Vladimir Saptsin i Dmitry Chabanenko. Prediction of financial time series with the technology of high-order Markov chains. AGSOE, marzec 2009. http://dx.doi.org/10.31812/0564/1131.

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In this research the technology of complex Markov chains, i.e. Markov chains with a memory is applied to forecast the ﬁnancial time-series. The high-order Markov chains can be simpliﬁed to ﬁrst-order ones by generalizing the states in Markov chains. Considering the *generalized state* as the sequence of states makes a possibility to model high-order Markov chains like ﬁrst-order ones. The adaptive method of deﬁning the states is proposed, it is concerned with the statistic properties of price returns. The algorithm of prediction includes the next steps: (1) Generate the hierarchical set of time discretizations; (2) Reducing the discretiza- tion of initial data and doing prediction at the every time-level (3) Recurrent conjunction of prediction series of diﬀerent discretizations in a single time-series. The hierarchy of time discretizations gives a possibility to review long-memory properties of the series without increasing the order of the Markov chains, to make prediction on the diﬀerent frequencies of the series. The technology is tested on several time-series, including: EUR/USD Forex course, the World’s indices, including Dow Jones, S&P 500, RTS, PFTS and other.

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