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Michal Dominik Stasiak
Pág. 39 - 45
An exchange rate between two currencies can be described in a binary representation. The binarization algorithm transforms the exchange rate represented by tick data into a binary string. Each course change equal to a given discretization unit is assigne...
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Piotr Lis
Pág. 2 - 6
Dear Readers,I have the pleasure of presenting to you the first issue of our research journal entitled ?Research Papers in Economics and Finance? (REF), published by the Faculty of Economics at Poznan University of Economics and Business. Caring about th...
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Santosh Kumar Sahu, Anil Mokhade and Neeraj Dhanraj Bokde
Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as w...
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Christos Bormpotsis, Mohamed Sedky and Asma Patel
In the realm of foreign exchange (Forex) market predictions, Convolutional Neural Networks (CNNs) and Recurrent Neural Networks (RNNs) have been commonly employed. However, these models often exhibit instability due to vulnerability to data perturbations...
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Saeede Anbaee Farimani, Majid Vafaei Jahan and Amin Milani Fard
News dissemination in social media causes fluctuations in financial markets. (Scope) Recent advanced methods in deep learning-based natural language processing have shown promising results in financial market analysis. However, understanding how to lever...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Poppy Camenia Jamil, Restu Hayati
Pág. 477 - 484
The role of the capital market for the economy of a country according to capital market education by PT. There are two functions of the Indonesia Stock Exchange, namely as a means of business funding or as a means for companies to obtain funds from inves...
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Julien Chevallier, Dominique Guégan and Stéphane Goutte
This paper focuses on forecasting the price of Bitcoin, motivated by its market growth and the recent interest of market participants and academics. We deploy six machine learning algorithms (e.g., Artificial Neural Network, Support Vector Machine, Rando...
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Abi Revyansah Perwira
Pág. 22 - 31
As the fourth populated country in the world, Indonesia?s automobile production is the seventhrank among automobile producer developing countries. With the production capacity of more than2 million units, the industry only produces less than 60% of its c...
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