Essays about: "EUR-USD exchange rates"

Showing result 1 - 5 of 8 essays containing the words EUR-USD exchange rates.

1. 1. Predicting Forex Rates using Sentiment Analysis on Financial Articles

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Arvid Gramer; Simon Danielsson; [2023]
   Keywords : Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

   Abstract : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. READ MORE

3. 2. Explaining the dynamics of exchange rate volatility

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jacob Tjerneld; Hampus Lööw; [2022]
   Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

   Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE

4. 3. Strategies for mitigating foreign exchange risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Bergman; Markus Rosén; [2021]
   Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

   Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE

5. 4. Tick data clustering analysis establishing support and resistance levels of the EUR-USD exchange market

   University essay from Lunds universitet/Matematisk statistik

   Author : Karl Tengelin; [2020]
   Keywords : Tick data; Support-and resistance levels; Clustering methods; Gaussian mixture model; Kmeans; EUR-USD exchange rates; Clustering performance metrics; Market activity; Mathematics and Statistics;

   Abstract : Our aim is to use clustering algorithms in order to compute support and resistance levels within an intra-day trading setting. To achieve this we use a tick data set from the EUR-USD exchange market during 2019 as a measure of market activity. READ MORE

6. 5. Applying Multivariate Expected Shortfall on High Frequency Foreign Exchange Data

   University essay from KTH/Matematisk statistik

   Author : Sara Holmsäter; Emelie Malmberg; [2016]
   Keywords : Multivariate Expected Shortfall; Component Expected Shortfall;

   Abstract : This thesis aims at implementing and evaluating the performance of multivariate Expected Shortfall models on high frequency foreign exchange data. The implementation is conducted with a unique portfolio consisting of five foreign exchange rates; EUR/SEK, EUR/NOK, EUR/USD, USD/SEK and USD/NOK. READ MORE