Essays about: "Forex"
Showing result 1 - 5 of 14 essays containing the word Forex.
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1. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. READ MORE
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2. Predicting Forex Rates using Sentiment Analysis on Financial Articles
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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3. Exchange Rate Risk and Forecasting
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Since the collapse of the Bretton Woods system, the system of fixed exchange rates amongst principal industrial countries, in the early 1970s, a new era began, introducing the floating exchange rate regime. Since the inception of the floating rate regime, the general interest in forecasting exchange rate movements has grown considerably. READ MORE
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4. Prediction of Currency Pairs : Statistical relations between futures and forward contracts
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Forecasting prices is a widely extended topic on the financial markets and is used by traders all over the world to make profitable trades. However, there exists a limited amount of research regarding the relation between the price movements of futures and forward contracts. READ MORE
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5. An Application of the Continuous Wavelet Transform to Financial Time Series
University essay from Lunds universitet/Institutionen för elektro- och informationsteknikAbstract : Wavelet theory, which shares fundamental concepts with windowed Fourier analysis, introduces the notion of scale in an effort to aid in joint time-frequency analysis. Having century-old roots, much of the essential research on the subject of wavelets was conducted during the 1970s and 1980s. READ MORE