Author : Lean Yu
Publisher : Springer Science & Business Media
Page : 323 pages
File Size : 12,67 MB
Release : 2010-02-26
Category : Business & Economics
ISBN : 038771720X
This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges.
Author : I. Moosa
Publisher : Springer
Page : 420 pages
File Size : 17,79 MB
Release : 2016-02-05
Category : Business & Economics
ISBN : 0230379001
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.
Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 32 pages
File Size : 11,71 MB
Release : 1990-05-01
Category : Business & Economics
ISBN : 1451975007
This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated estimates using survey data. Here we follow most of the theoretical and empirical literature in acting as if all market participants share the same expectation. The second half then addresses the possibility of heterogeneous expectations, particularly the distinction between “chartists” and “fundamentalists,” and the implications for trading in the foreign exchange market and for the formation of speculative bubbles.
Author : A. Min Tjoa
Publisher : Springer
Page : 774 pages
File Size : 38,55 MB
Release : 2007-11-14
Category : Business & Economics
ISBN : 038734456X
The idea for this conference came from a meeting of the IFIP (International Federation for Information Processing) Technical Committee for Information Systems (TC8) in Guimares, Portugal in June 2005. Our goal is to build an IFIP forum among the different Information Systems Communities of TC8 dealing with the increasing important area of Enterprise Information Systems. In this particular meeting the committee members intensively discussed the innovative and unique characteristics of Enterprise Information Systems as scientific sub-discipline. Hence, in this meeting it was decided by the TC8 members that the IFIP TC8 First International Conference on Research and Practical Issues of Enterprise Information Systems (CONFENIS 2006) would be held in April 2006 in Vienna, Austria. Dr. Li Xu (USA) and Dr. A Min Tjoa (IFIP TC8) were assigned to propose a concept for this conference in order to establish an IFIP platform for EIS researchers and practitioners in the field to share experience, and discussing opportunities and challenges. We are very pleased therefore to have this conference organised by the help of the Austrian Computer Society (OCG). OCG supports the idea of this conference due to the urgent need of research and dissemination of new techniques in this key area. We received 180 papers from more than 30 countries for CONFENIS and the Program Committee eventually selected xx papers or extended abstracts, making an acceptance rate of xx% of submitted papers. Each paper was thoroughly reviewed by at least two qualified reviewers.
Author : Christian Ullrich
Publisher : Springer Science & Business Media
Page : 206 pages
File Size : 24,23 MB
Release : 2009-05-30
Category : Business & Economics
ISBN : 3642004954
Historical and recent developments at international ?nancial markets show that it is easy to loose money, while it is dif?cult to predict future developments and op- mize decision-making towards maximizing returns and minimizing risk. One of the reasons of our inability to make reliable predictions and to make optimal decisions is the growing complexity of the global economy. This is especially true for the f- eign exchange market (FX market) which is considered as one of the largest and most liquid ?nancial markets. Its grade of ef?ciencyand its complexityis one of the starting points of this volume. From the high complexity of the FX market, Christian Ullrich deduces the - cessity to use tools from machine learning and arti?cial intelligence, e.g., support vector machines, and to combine such methods with sophisticated ?nancial mod- ing techniques. The suitability of this combination of ideas is demonstrated by an empirical study and by simulation. I am pleased to introduce this book to its - dience, hoping that it will provide the reader with interesting ideas to support the understanding of FX markets and to help to improve risk management in dif?cult times. Moreover, I hope that its publication will stimulate further research to contribute to the solution of the many open questions in this area.
Author : Riad A. Ajami
Publisher : M.E. Sharpe
Page : 584 pages
File Size : 49,49 MB
Release : 2006
Category : Business & Economics
ISBN : 9780765617804
Useful for undergraduate and graduate students of international business, this work features coverage of the Asian financial crisis and the European Union. Its treatment of such topics as foreign exchange, international trade policy, and economic development introduces students to techniques for analyzing national economies.
Author : J William Petty
Publisher : Pearson Higher Education AU
Page : 809 pages
File Size : 20,69 MB
Release : 2015-05-20
Category : Business & Economics
ISBN : 1442551623
The sixth edition of Financial Management provides students with an overview of financial management suited to the first course in finance. The focus of the text is on the big picture, providing an introduction to financial decision making grounded in current financial theory and the current state of world economic conditions. Attention is paid to both valuation and capital markets, as well as their influence on corporate financial decisions. The 10 basic principles of finance are introduced in the first chapter and woven throughout the text, to give students a solid foundation from which to build their knowledge of finance. The goal of this text is to go beyond teaching the tools of a discipline or a trade and help students gain a complete understanding of the subject. This will give them the ability to apply what they have learnt to new and as yet unforeseen problems—in short, to educate students in finance.
Author : Ronald MacDonald
Publisher : Routledge
Page : 334 pages
File Size : 43,88 MB
Release : 2005
Category : Foreign exchange
ISBN : 1134838220
''In summary, the book is valuable as a textbook both at the advanced undergraduate level and at the graduate level. It is also very useful for the economist who wants to be brought up-to-date on theoretical and empirical research on exchange rate behaviour.'' ""Journal of International Economics""
Author : Yan Hong Ng
Publisher : World Scientific
Page : 203 pages
File Size : 43,76 MB
Release : 1995-03-16
Category : Computers
ISBN : 9814501344
This book looks at the process of human cognition and the way complex problems are solved by decomposing them into a list of strategic objectives, before focusing individually on each objective to plan for a tactical solution. This process has been formulated by military planners in the form of the Standard Operating Procedure, by which problem solving is organised into four different stages: deliberation, planning, war meeting and plan execution. This has enabled the development of a methodology for problem solving in a dynamic environment. This is illustrated with the help of a six-case study in chess and prediction of exchange rate movement in a foreign exchange market.
Author : Hafida Boudjellaba
Publisher : Montréal : Université de Montréal, Dép. de sciences économiques
Page : 22 pages
File Size : 38,67 MB
Release : 1992
Category : Econometrics
ISBN : 9782893821764
In this paper, these simplified conditions are shown to hold under weaker regularity conditions and generalized to the important case where the two vectors do not necessarily embody all the variables considered in the analysis. The conditions so obtained can be considerably simpler and easier to implement that [sic] earlier ones. Testing of the conditions derived is also discussed and the results are applied to a model of Canadian money, income and interest rates. The results indicate the presence of feedback between money and income, as well as between money and interest rates."
