The use of big data analytics to predict the foreign exchange rate based on public media: A machine-learning experiment
| Autor: | Che-Chuan Hsu, Rua-Huan Tsaih, Tzu-Hsiang Lin, Biing-Shen Kuo |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
business.industry
Stochastic process Computer science Big data Information technology 02 engineering and technology Machine learning computer.software_genre New media Computer Science Applications Financial management Exchange rate Hardware and Architecture 020204 information systems 0202 electrical engineering electronic engineering information engineering Data analysis 020201 artificial intelligence & image processing Artificial intelligence business Foreign exchange market computer Software |
| Zdroj: | IT Professional. 20:34-41 |
| ISSN: | 1941-045X 1520-9202 |
| DOI: | 10.1109/mitp.2018.021921649 |
| Popis: | The authors analyze relevant public information provided by new media to predict the movement of the USD/TWD exchange rate and explore whether big data analytics with machine-learning modeling can exceed the random walk mechanism and the notion of market efficiency. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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