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Journal
摘要: Nowadays artificial intelligence is used in almost every sector of our day-to-day life. AI is used in preventative maintenance, quality control, demand forecasting, rapid prototyping, and inventory management among other places. Also, its use in the economic market has gained widespread. The use of artificial intelligence has made a huge contribution to price forecasting in the currency market or the stock market. This research work explores and analyzes the use of machine learning techniques as关键词: Artificial Intelligence;Foreign Exchange Rate;EUR/USD;Forex Market;Machine Learning;Linear Regression.
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Journal
摘要: Bioethanol production from non-crop based lignocellulosic material has reached the commercial scale and is advocated as a possible solution to decarbonize the transport sector. This study evaluates how much presently used transport related fossil fuels can be replaced with lignocellulosic bioethanol using crop residues, calculates greenhouse gas emission savings, and determines lignocellulosic bioethanol's land, water, and carbon footprints. We estimate global bioethanol production potential fro关键词: Bioethanol;Biofuel;Bioenergy;Advanced biofuel;Land footprint;Water footprint;Carbon footprint;Water-energy-food nexus;Bio-based economy;CF;CH;4;CO;2;eq;EJ;EUR;GHG;GJ;GWh;Kcal;kWh;LF;LHV;MJ;Mt;Mtoe;MW;NPP;PV;RPR;RSR;USD;WF
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Journal
摘要: This paper examines the relative contributions to the price discovery process of EUR/USD futures traded in the Chicago Mercantile Exchange (CME) and the Intercontinental Exchange (ICE). We find that the CME contributes 66.4%, 92.7%, and 97.3% to the price discovery process according to information share metrics suggested by Harris, McInish, and Wood (2002), Hasbrouck (1995), and Putninš (2013), respectively. The intraday information share metrics also show that the CME dominates the price discov关键词: Price discovery;EUR/USD futures;Foreign exchange futures markets;Liquidity;G13;G14
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Research Article
摘要: This study aims to analyze and measure the nature of the relationship between crude oil price, EUR/USD exchange rate, and Gold price by using monthly data from January 1999 to October 2019. The result of data analysis using Auto-Regressive Distributed Lag (ARDL) shows that there exists a co-integration relationship between the price of crude oil in U.S. dollars per barrel (C.O.), and the interpreting variables in this study, represented in the Euro Dollar Exchange Rate (E.R.) and the Gold Price 关键词: Auto-Regressive Distributed Lag; Crude Oil Price; EUR/USD Exchange Rate; Gold Price
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Journal
摘要: The multi variate mixture dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and copula function are available. It also allows for complete decorrelation between assets and instantaneous variances. Each single asset is modelled according to a lognormal mixture dynamics model, and this univariate version is widely used in the industry due t关键词: MVMD model;Mixture of densities;Multivariate local volatility;Correlation skew;Random correlation;Calibration;Cross exchange rates;FX smile;Index volatility smile;Renminbi–USD smile;Renminbi–EUR smile;CNY–USD smile;CNY–EUR smile;SCMD model
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Journal
摘要: Abstract The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into account EUR and USD as reference currencies. The research refers to the period from January 2000 to June 2017 and there are three points of view: we tested the period as a whole and then the pre-crisis period and the postcrisis period regarding the structural break due to the economic crisis. The evaluated economies include Brunei, Cambodia, China, Indonesia, Japan, Korea, Laos, Malaysia, 关键词: ASEAN+3; EUR; Panel unit root tests; Purchasing power parity; Real exchange rates; USD
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Journal
Communication
摘要: AbstractTreatment of wastewater using bioadsorbent has gained interest as one of the tertiary treatment methods. Bioadsorbents from peat, coconut shell, fruit stones and oil palm biomass have been produced but the bioadsorbent ability in removing pollutants from biologically treated palm oil mill effluent final discharge is scarcely reported. This research attempts to treat biologically treated palm oil mill effluent final discharge using steam activated oil palm mesocarp fiber bioadsorbent with关键词: Bioadsorbent;Biochar;Oil palm mesocarp fiber;Palm oil mill final discharge;Zero-discharge;Zero-emission system;BET;BOD;COD;EUR;h;min;MYR;OPMF;POME;SEM;SS;USD;y
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Journal
摘要: AbstractThe utilization of adsorbents produced from biomass for tertiary treatment of industrial wastes has gained much interest compared to the conventional methods such as flocculation and coagulation. In the present study, a bioadsorbent produced from pressed-shredded oil palm empty fruit bunch was used to remove impurities from crude biodiesel derived from waste cooking oil. The purification process was performed using 1 to 5 wt% bioadsorbent loadings under continuous stirring at 500 rpm for关键词: Biodiesel;Purification;Biomass;Bioadsorbent;Waste cooking oil;ANOVA;BJH;CH3ONa;EDX;EN14214;EUR;FAME;FELDA;FTIR;FFA;GC;FID;h;He;KOH;MB;min;MYR;N2;NaOH;OPEFB;rpm;SEM;SYABAS;TNB;USD;WCO
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Journal
Research Article
摘要: This study aims to manage the impacts of economic factors on USDTHB and EURTHB exchange rates using monthly time series data from January 2005 to January 2015. Multiple Regression and Bayesian Model Averaging are also applied to indicate the probability of the variables in the model. The findings reveal that international reserves and interest rates have highest probability to indicate the exchange rates of the Thai baht to the U.S. dollar and to the euro in a negative relationship whereas infla关键词: Bayesian model averaging; Foreign exchange rate; THB/EUR; THB/USD
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Journal
Nengah Widiangga Gautama; Agus Dharma; Made Sudarma;
Majalah Ilmiah Teknologi ElektroVolume 15, Issue 2, 2016, PP 107-114
摘要: Penelitian ini membahas tentang peramalan EUR/USD menggunakan metode RBF-NN ( Radial Basis Function – Neural Network ) tanpa optimasi dan RBF-NN yang dioptimasi dengan 3 model AG/AGA (Algoritma Genetika dan Algoritma Genetika Adaptif). Sistem RBF-NN dapat diterapkan pada data dengan karakteristik nonlinear dan fluktuatif seperti data EUR/USD. Permasalahan akurasi muncul jika terjadi solusi lokal dalam sistem RBF-NN dan metode AG/AGA dapat digunakan untuk mengatasi solusi lokal tersebut. Keakurat关键词: EUR/USD; RBF-NN; Algoritma Genetika; Algoritma Genetika Adaptif; MAPE
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Journal
摘要: AbstractThis paper examines the EUR/USD currency pair over six different periods to determine the existence of the Monday effect. It is the authors’ contention that the existence of the Monday effect in the EUR/USD currency pair has been impacted by the directional movement of the currency pair and thus varies in periods of EUR strength versus periods of EUR weakness.The results provide evidence that in the January 1999 through May 2000 and in the December 2004 to November 2005 time periods, the关键词: EUR/USD;Efficient market hypothesis;Monday effect;Seasonaility
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Journal
Research Article
摘要: After a period of significant variations, since 2012 the zloty’s exchange rate has undergone visible stabilization. Although the level of Polish currency’s relation to the euro is the most significant for Polish economy, it is also vital to analyze its value against the dollar or other currencies, issued by the most important economic partners. The aim of the article is to characterize the volatility of the zloty and identify key trends in this field. The author presents the results of analysis 关键词: Kurs walutowy; Kurs złotego; EUR/PLN; USD/PLN; ERV; Stabilność kursu
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Journal
摘要: Abstract(#br)Investors, and especially daily traders, follow announcements of the fundamental information and transform them into the orders, what makes the Forex market one of the most sensitive market worldwide. In addition to “classical” economic information published by government institutions, there is also a set of fundamental information, announced by independent institutions, which over time gained the trust of traders and their announcements significantly affect the spot value of the cu关键词: Fundamental Information; Price; Forex; EUR/USD; Range
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Journal
摘要: The most famous Black-Scholes model is based on the assumption that the log-returns of financial data follow a normal distribution. Several studies performed show empirical evidence against such normality since the log-returns of most financial data show a significant leptokurtosis. The Meixner distribution is an infinitely divisible distribution and therefore a Lévy process can be associated with it, which is called the Meixner process. The Meixner process because of its simple and extreme flex关键词: Lévy stochastic process; Meixner distribution; USD/EUR rates
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Journal
Research Article
摘要: Purpose(#br) – This paper aims to investigate the contagion effects of stock and FX markets for the USA and european monetary union (EMU) during the US subprime crisis of 2007-2009. (#br)Design/methodology/approach(#br) – The data sample is daily comprising a weighted Morgan Stanley Capital Index (MSCI) for US and EMU equity markets, as well as EUR/USD exchange rate and 3-month US and EMU interest rate indices. The authors model, simultaneously, the dynamic conditional correlations (DCC) for the关键词: Contagion effects; EUR/USD FX market; Uncovered interest rate parity; USA and euro area equity markets
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Journal
Research Article
Georgios A. Vasilakis; Konstantinos A. Theofilatos; Efstratios F. Georgopoulos; Andreas Karathanasopoulos; Spiros D. Likothanassis;
Computational EconomicsVolume 42, Issue 4, 2013, PP 415-431
摘要: Abstract:The purpose of this article is to present a novel genetic programming trading technique in the task of forecasting the next day returns when trading the EUR/USD exchange rate based on the exchange rates of historical data. Aiming at testing its effectiveness, we benchmark the forecasting performance of our genetic programming implementation with three traditional strategies (naive strategy, MACD, and a buy & hold strategy) plus a hybrid evolutionary artificial neural network approach. T关键词: Genetic programming;Evolutionary algorithms;Tournament selection;Exchange forecasting;EUR/USD exchange rates;Financial trading strategies
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Book Chapter
摘要: Fibonacci projections allow us to anticipate how long the first leg of a new pattern will be. Fibonacci relationships between the legs allow us to determine the projections for each leg in the pattern. Each sequence of a pattern is very important to the next and the last leg has a relationship to the first leg.关键词: Fibonacci;Gann;EURUSD;NASDAQ
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Journal
Research Article
摘要: Abstract:In this article, we focus on the ability of two financial variables—the yield curve spread and the euro–US dollar exchange rate—to predict French recessions over the period 1979–2010. First, we propose a turning point chronology for the French business cycle based on a classical conception of economic cycles and a non-parametric dating algorithm applied to the real GDP series. Second, static and dynamic probit models are developed and estimated to produce the recession probabilities. In关键词: JEL Classification:C22;C25;E32;E37
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Journal
摘要: The boom of information technology in recent years significantly influenced the development of the financial markets. Financial markets have become accessible to the public, and increased demand for financial instruments is inevitably reflected in the advanced menu of securities dealers who currently offer a wide variety of investment in the underlying assets and through financial leverage allows investors to profit from tiny price changes of the underlying asset. Shortening of trading period an关键词: foreign exchange market;EUR/USD;high-frequency data;market efficiency
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Journal
摘要: The aim of the paper is to verify whether the USD/EUR exchange rate market is efficient. The fundamental parity condition for testing foreign exchange market efficiency is represented by the uncovered interest-rate parity (UIP). Therefore, the UIP hypothesis verification accounts for the crucial part of the paper. The efficiency of the USD/EUR market is tested by applying the conventional UIP regression approach and orthogonality test of the forward rate forecast error. The results show that it 关键词: Foreign exchange market efficiency; Uncovered interest-rate parity; USD/EUR exchange rate market
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Journal
K. Theofilatos;S. Likothanassis;A. Karathanasopoulos;
Engineering, Technology & Applied Science ResearchVolume 2, Issue 5, 2012, PP 269-272
摘要: The present paper aims in investigating the performance of state-of-the-art machine learning techniques in trading with the EUR/USD exchange rate at the ECB fixing. For this purpose, five supervised learning classification techniques (K-Nearest Neighbors algorithm, Naïve Bayesian Classifier, Artificial Neural Networks, Support Vector Machines and Random Forests) were applied in the problem of the one day ahead movement prediction of the EUR/USD exchange rate with only autoregressive terms as inp关键词: EUR/USD Exchange Rate;future direction prediction;naive strategy;MACD strategy;Naive Bayesian Classifier;K-nearest neighbors classifier;SVM;Random Forests;leverage;transaction costs
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Journal
摘要: Abstract(#br)Access to electricity is a major issue in West Africa. Governments have a difficult equation to solve. They naturally seek to offer their people a cheap kWh. But they are constrained by a production based largely on oil and therefore highly volatile production costs. How to fix an acceptable tariff, taking into account the investment needs required to expand the network and increase production? This analysis should provide some answers.(#br)The study presented in this paper provides关键词: Electricity; West Africa; Tariff
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Journal
摘要: The paper is focused on the analysis of stock market returns of American and European stock market for different investment horizon from the view of an American and European investor. The paper also partly resumes, in the part of analysis of USD/EUR exchange rate influence on market returns of mentioned stock market, research paper REJNUŠ, O., ŠOBA, O.: Changes in the USD/EUR exchange rate and their impact on the return of stock indexes from the viewpoint of a European and of an American investo关键词: American and European stock markets;stock market returns;exchange risk;EUR;USD;stock indexes
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Journal
摘要: This article tries to analyse the impact of changes in the USD/EUR exchange rate on the return of stock indexes. We deal with investments on the American and on the European stock market made by European investors (investing in EUR) and by American investors (investing in USD) simultaneously on both these markets in the period of the last ten years. The investments are analysed from the viewpoint of five different investing periods with a common date of termination on 31 December 2003.Using corr关键词: exchange rate;EUR;USD;shares;stock exchange indexes;S&P 500
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Book
Pablo Peyrolón;
Springer Gabler, Wiesbaden2019
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