Big Data Analysis for Structuring FX Market Volatility due to Financial Crises and Exchange Rate Overshooting.
Oleh VeresPavlo IlchukOlha KotsLidiia BondarenkoPublished in: COLINS (2021)
Keyphrases
- exchange rate
- foreign exchange
- stock price
- data analysis
- financial crisis
- financial markets
- big data
- stock market
- short run
- stock returns
- financial data
- risk aversion
- financial time series
- stock exchange
- currency exchange
- non stationary
- credit risk
- chinese stock market
- long run
- historical data
- portfolio optimization
- machine learning
- data mining
- business intelligence
- stock data
- news articles
- short term
- economic growth
- knowledge discovery
- trading systems
- data warehouse