Exchange rate volatility

The research subject is the process of economic and mathematical modelling of time series characterizing the bitcoin exchange rate volatility, based on the use of artificial neural networks. The purpose of the work is to search and scientifically substantiate the tools and mechanisms for developing prognostic estimates of the crypto currency market development. The paper considers the task of financial time series trend forecasting using the LSTM neural network for supply chain strategies.

5p longtimenosee09 08-04-2024 9 1   Download

This thesis provides empirical investigations into the behaviour of implied volatility quotes for currency options on the British pound/U.S. dollar (GBP/USD), the euro/U.S. dollar (EUR/USD), the Australian dollar/U.S. dollar (AUD/USD) and the U.S. dollar/Japanese yen (USD/JPY). The analyses are performed using dealer-quoted implied volatility and spot exchange rate datasets collected from the over-the-counter currency option market.

290p runthenight04 02-02-2023 14 4   Download

ESSAYS ON THE RELATIONSHIPS BETWEEN FOREIGN DIRECT IN VESTMENT, INTERNATIONAL TRADE, AND EXCHANGE RATE VOLATILITY My analysis of parental choices focuses on the possibility that parents may choose schools partly on the basis of the peer group offered. Although existing research does not conclusively establish the causal contribution of peer group characteristics to student outcomes (see, e.g., Coleman et al.

175p mualan_mualan 25-02-2013 86 9   Download