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The use of big data analytics to predict the foreign exchange rate based on public media: A machine-learning experiment
- Source :
- IT Professional. 20:34-41
- Publication Year :
- 2018
- Publisher :
- Institute of Electrical and Electronics Engineers (IEEE), 2018.
-
Abstract
- The authors analyze relevant public information provided by new media to predict the movement of the USD/TWD exchange rate and explore whether big data analytics with machine-learning modeling can exceed the random walk mechanism and the notion of market efficiency.
- Subjects :
- business.industry
Stochastic process
Computer science
Big data
Information technology
02 engineering and technology
Machine learning
computer.software_genre
New media
Computer Science Applications
Financial management
Exchange rate
Hardware and Architecture
020204 information systems
0202 electrical engineering, electronic engineering, information engineering
Data analysis
020201 artificial intelligence & image processing
Artificial intelligence
business
Foreign exchange market
computer
Software
Subjects
Details
- ISSN :
- 1941045X and 15209202
- Volume :
- 20
- Database :
- OpenAIRE
- Journal :
- IT Professional
- Accession number :
- edsair.doi...........d3a77aa287e5a24f96b48465e3ee6ae9
- Full Text :
- https://doi.org/10.1109/mitp.2018.021921649