Previsão de taxas de câmbio

Previsão de taxas de câmbio

Aditya Wanjale / Kirti Wanjale

51,75 €
IVA incluido
Disponible
Editorial:
KS OmniScriptum Publishing
Año de edición:
2025
Materia
Banca
ISBN:
9786208634643
51,75 €
IVA incluido
Disponible
Añadir a favoritos

O processo de conversão de uma moeda noutra para uma variedade de objectivos - mais frequentemente comércio, turismo ou comércio - é conhecido como câmbio, ou forex (FX). Como pares de taxas de câmbio, as moedas são transaccionadas umas contra as outras. Por exemplo, o par de moedas EUR/USD permite que os investidores negoceiem o euro contra o dólar americano, enquanto o GBP/JPY (libra esterlina/iene japonês). Os mercados de divisas (Forex), sendo a maior arena financeira do mundo, exigem estratégias de previsão robustas para navegar na sua natureza dinâmica e complexa. Este estudo efectua uma análise comparativa exaustiva de modelos de previsão que abrangem duas décadas, de 2000 a 2019, utilizando dados da série cronológica da Reserva Federal. O projeto investiga o núcleo da previsão da taxa de câmbio, abordando a necessidade crítica de precisão na previsão dos movimentos da taxa de câmbio. Neste contexto, a pesquisa examina a eficácia de diversos modelos, incluindo o tradicional AutoRegressive Integrated Moving Average (ARIMA), o XGBoost do aprendizado de máquina, o Long Short-Term Memory (LSTM) do aprendizado profundo e a perspetiva única oferecida pelas simulações de Monte Carlo.

Artículos relacionados

  • Cryptographic Solutions for Secure Online Banking and Commerce
    Technological advancements have led to many beneficial developments in the electronic world, especially in relation to online commerce. Unfortunately, these advancements have also created a prime hunting ground for hackers to obtain financially sensitive information and deterring these breaches in security has been difficult. Cryptographic Solutions for Secure Online Banking an...
    Disponible

    262,60 €

  • Securing Transactions and Payment Systems for M-Commerce
    Mobile commerce, or M-commerce, is booming as many utilize their mobile devices to complete transactions ranging from personal shopping to managing and organizing business operations. The emergence of new technologies such as money sharing and transactional applications have revolutionized the way we do business. Wholeheartedly adopted by both the business world and consumers, ...
    Disponible

    269,07 €

  • Checking the Banks
    Tom Sgouros
    “This is a marvelous book! Well-written-even enjoyable to read-about local banking! Packed with important information, not only for the expert, but for anyone, activist or public official, Put it on top of your reading pile!” - Gar Alperovitz, author of What Then Must We Do? “A clear, accessible, practical, grounded, and authoritative intro- duction to ...
    Disponible

    23,74 €

  • BANKING RESILIENCE AND GLOBAL FINANCIAL STABILITY
    MARWA ELNAHASS SABRI BOUBAKER
    In contrast to non-financial firms, banks have undergone significant turbulence in the past decade, enduring severe financial crises and unprecedented regulatory reforms. New regulations, including heightened capital and liquidity requirements, measures to address regulatory migration, resolution authority, stress testing, and capital planning, have spurred the development of n...
    Disponible

    182,21 €

  • The Easy Route
    Ganta Kishore Kumar
    Goal: To help you learn the main ideas to trade well. By the end of this book, you will know how the Stock Market works.We also explain:Tools like BB, RSI, and the ATR, Stock, Broker, Places to trade, How to buy and sell, How to read charts and patterns, How to manage risk and money, How to think like a trader, IPO, Stock Market history and changes, Different places to trade (N...
    Disponible

    21,43 €

  • NPAs of Indian Banking Industry
    Biplab Kumar Dey / Mihir Kumar Shome
    This book is all about the performance of the Indian banking industry and the impact of NPAs on the bank’s profitability. Banking in the technological era, the Indian banking industry is facing a lot of problems due to the Indian economy is also getting affected. NPA is the major challenge of the Indian banking industry. The outcome of the research says that Indian commercial b...

Otros libros del autor

  • Next-Gen Banking
    Aditya Wanjale / Kirti Wanjale
    In the contemporary business landscape, marked by the dynamic interplay of Entrepreneurship and Modern Banking, the confluence of rapidly evolving customer needs, heightened competition, and groundbreaking technological innovations shapes a paradigm where strategic imperatives take centre stage. Amidst this intricate tapestry, Customer Relationship Management (CRM) emerges not ...
    Disponible

    64,05 €

  • Prédiction du risque de prêt
    Aditya Wanjale / Kirti Wanjale
    L’évaluation du risque de prêt joue un rôle central dans l’industrie financière, et les modèles prédictifs sont essentiels pour prendre des décisions de prêt en connaissance de cause. Ce projet de recherche se penche sur le domaine de l’évaluation du risque de prêt, un aspect critique de l’industrie financière, en proposant une approche innovante utilisant l’algorithme Feed For...
    Disponible

    51,82 €

  • Vorhersage von Kreditrisiken
    Aditya Wanjale / Kirti Wanjale
    Die Bewertung von Kreditrisiken spielt in der Finanzbranche eine zentrale Rolle, und Vorhersagemodelle sind für fundierte Kreditentscheidungen unerlässlich. Dieses Forschungsprojekt befasst sich mit dem Bereich der Kreditrisikobewertung, einem kritischen Aspekt der Finanzindustrie, und schlägt einen innovativen Ansatz vor, der den Algorithmus des Feed Forward Neural Network (FN...
    Disponible

    51,89 €

  • Previsione del rischio di prestito
    Aditya Wanjale / Kirti Wanjale
    La valutazione del rischio di prestito svolge un ruolo fondamentale nel settore finanziario e i modelli predittivi sono essenziali per prendere decisioni informate in materia di prestiti. Questo progetto di ricerca si addentra nel campo della valutazione del rischio di prestito, un aspetto critico dell’industria finanziaria, proponendo un approccio innovativo che utilizza l’alg...
    Disponible

    51,82 €

  • Przewidywanie ryzyka kredytowego
    Aditya Wanjale / Kirti Wanjale
    Ocena ryzyka kredytowego odgrywa kluczową rolę w branży finansowej, a modele predykcyjne są niezbędne do podejmowania świadomych decyzji kredytowych. Niniejszy projekt badawczy zagłębia się w domenę oceny ryzyka kredytowego, krytycznego aspektu branży finansowej, proponując innowacyjne podejście wykorzystujące algorytm Feed Forward Neural Network (FNN). Główny nacisk położono n...
    Disponible

    51,82 €

  • Previsão do risco de empréstimo
    Aditya Wanjale / Kirti Wanjale
    A avaliação do risco de empréstimos desempenha um papel fundamental no sector financeiro e os modelos preditivos são essenciais para tomar decisões de empréstimo informadas. Este projeto de investigação investiga o domínio da avaliação do risco de crédito, um aspeto crítico da indústria financeira, propondo uma abordagem inovadora que utiliza o algoritmo Feed Forward Neural Net...
    Disponible

    51,89 €