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High Frequency Analysis of Macro News Releases on the Foreign Exchange Market: A Survey of Literature.

Wei LiMichael C. S. WongJovan Cenev
Published in: Big Data Res. (2015)
Keyphrases
  • foreign exchange
  • frequency analysis
  • exchange rate
  • early warning
  • stock market
  • frequency domain
  • news articles
  • data mining
  • high quality
  • multiscale
  • text mining
  • decision support system
  • stock price
  • power spectrum