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Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators 被引量:1
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作者 Deniz Can Yıldırım Ismail HakkıToroslu Ugo Fiore 《Financial Innovation》 2021年第1期1-36,共36页
Forex(foreign exchange)is a special financial market that entails both high risks and high profit opportunities for traders.It is also a very simple market since traders can profit by just predicting the direction of ... Forex(foreign exchange)is a special financial market that entails both high risks and high profit opportunities for traders.It is also a very simple market since traders can profit by just predicting the direction of the exchange rate between two currencies.However,incorrect predictions in Forex may cause much higher losses than in other typical financial markets.The direction prediction requirement makes the problem quite different from other typical time-series forecasting problems.In this work,we used a popular deep learning tool called“long short-term memory”(LSTM),which has been shown to be very effective in many time-series forecasting problems,to make direction predictions in Forex.We utilized two different data sets—namely,macroeconomic data and technical indicator data—since in the financial world,fundamental and technical analysis are two main techniques,and they use those two data sets,respectively.Our proposed hybrid model,which combines two separate LSTMs corresponding to these two data sets,was found to be quite successful in experiments using real data. 展开更多
关键词 Time series FOREX Directional movement forecasting Technical and macroeconomic indicators LSTM
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Research on the Relationship Between Macroeconomic Indicators and Stock Market Value
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作者 Yu Meng Baowen Li +2 位作者 Jingqiao Yang Yong Wang Jianxun Niu 《Proceedings of Business and Economic Studies》 2022年第5期158-163,共6页
The article first addresses the following questions:“Why does gross domestic product(GDP)rises,but the stock market value falls?”;“Among the macroeconomic factors,which factor has a greater impact on the promotion ... The article first addresses the following questions:“Why does gross domestic product(GDP)rises,but the stock market value falls?”;“Among the macroeconomic factors,which factor has a greater impact on the promotion of investment value in the securities market?”.With these questions in mind,we put forward a hypothesis emphasizing on the impact of macroeconomic factors on the value of the stock market based on existing research and used the regression method to verify this hypothesis.The following conclusions were drawn:(1)variables that have a positive nonlinear relationship with stock market value include balance of payments surplus,rising GDP level,M1,the whole society’s fixed asset investment,and national per capita disposable income;(2)variables that have a negative nonlinear relationship with stock market value include deposit,loan interest rate,new RMB loan amount,consumer price index(CPI),and producer price index;(3)deposit reserve ratio has an S-shaped curve relationship with stock market value;(4)exchange rate has an inverted U-shaped curve relationship with stock market value. 展开更多
关键词 macroeconomic indicators Stock market value RELATIONSHIP
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Executive Cotton Update U.S. Macroeconomic Indicators & the Cotton Supply Chain
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《China Textile》 2017年第8期62-63,共2页
Macroeconomic Overview:The U.S.dollar has fallen 4%against a broad collection of widely circulated currencies since January.While the magnitude of the decline may not appear large,it does signal an important reversal ... Macroeconomic Overview:The U.S.dollar has fallen 4%against a broad collection of widely circulated currencies since January.While the magnitude of the decline may not appear large,it does signal an important reversal relative to recent years.Against the same broad collection of currencies,the U.S.dollar had consistently strengthened since 2013。 展开更多
关键词 Executive Cotton Update U.S macroeconomic indicators the Cotton Supply Chain
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Applicability of Databases in the Real Estate Valuation Process in the Conditions of the Emerging Economy of the Republic of Moldova
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作者 Svetlana Albu Ion Albu 《Open Journal of Applied Sciences》 2021年第6期623-632,共10页
The real estate valuation activity in the Republic of Moldova dates from 2002, with the adoption of Law No. 989 on Evaluation Activity. Nevertheless, the legislative and methodological framework is extremely limited. ... The real estate valuation activity in the Republic of Moldova dates from 2002, with the adoption of Law No. 989 on Evaluation Activity. Nevertheless, the legislative and methodological framework is extremely limited. There are no national professional standards. Meanwhile, the situations that require real estate valuation are multiplying and diversifying. Therefore, the valuers apply the provisions of the International Valuation Standards (IVS) and of the European Valuation Standards (TEGoVA) adapting them to the national realities by virtue of their knowledge and experience. Information stored in databases plays an important role in the real estate valuation process. In this paper, the authors analyse the content of existing databases in the Republic of Moldova (the databases of normative documents, the information system for the cadastre of real estate, the statistical databases, and specialized databases), the quality of the included information, as well as the applicability of that information in the real estate valuation process. The disadvantages, limitations and shortcomings of databases are highlighted, and measures are proposed to increase their usefulness. 展开更多
关键词 Cadastre Information STATISTICS macroeconomic and Microeconomic Indices VALUATION DATABASES
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