Essays about: "thesis forex"

Showing result 1 - 5 of 8 essays containing the words thesis forex.

  1. 1. Prediction of Currency Pairs : Statistical relations between futures and forward contracts

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Anna Aronsson; Elsa Kjellén; [2021]
    Keywords : ;

    Abstract : 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

  3. 2. An Application of the Continuous Wavelet Transform to Financial Time Series

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Klas Eliasson; [2018]
    Keywords : Wavelets; Continuous Wavelet Transform; CWT; Financial Time Series; Currency Trading; Technology and Engineering;

    Abstract : 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

  4. 3. Sequence-to-sequence learning of financial time series in algorithmic trading

    University essay from Högskolan i Borås/Akademin för bibliotek, information, pedagogik och IT

    Author : Philip Arvidsson; Tobias Ånhed; [2017]
    Keywords : deep learning; machine learning; quantitative finance; algorithmic trading; blackbox trading; lstm; rnn; time series forecasting; prediction; tensorflow; keras; forex; neural network; econometrics; finans; algoritmisk handel; tidsserier; prediktion; maskininlärning; forex; neurala nätverk; tensorflow; keras; kvantitativ finans; lstm; rnn; ekonometri;

    Abstract : Predicting the behavior of financial markets is largely an unsolved problem. The problem hasbeen approached with many different methods ranging from binary logic, statisticalcalculations and genetic algorithms. READ MORE

  5. 4. Identifying Challenges Faced by Foreign Exchange Robots Designers

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Cesar Kisangani Makombe; [2015-03-31]
    Keywords : Challenges; Automated; Foreign Exchange; Forex; Robot; Financial computing;

    Abstract : The international currency market Forex, provides interesting opportunities in terms of wealth. Open twenty four hours a day and five days a week, the market provides a large number of currency pairs to trade. READ MORE

  6. 5. Determinants of forex market movements during the European sovereign debt crisis: The role of credit rating agencies.

    University essay from IHH, Economics, Finance and Statistics

    Author : Marharyta Karpava; [2012]
    Keywords : credit rating; sovereign debt crisis; euro depreciation; event study;

    Abstract : 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. READ MORE