Big Data Analysis for Structuring FX Market Volatility due to Financial Crises and Exchange Rate Overshooting

被引：0

作者：

Veres, Oleh ^{[1
]}

Ilchuk, Pavlo ^{[1
]}

Kots, Olha ^{[1
]}

Bondarenko, Lidiia ^{[1
]}

机构：

[1] Lviv Polytech Natl Univ, Stepana Bandery Str 12, UA-79013 Lvov, Ukraine

来源：

COLINS 2021: COMPUTATIONAL LINGUISTICS AND INTELLIGENT SYSTEMS, VOL I | 2021年 / 2870卷

关键词：

Data Analysis; Big Data; financial crisis; panic; exchange rate overshooting; volatility; FX market; COVID-19 Pandemic Crisis;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Big Data Analysis is used in various spheres. Financial crises, which are an integral part of the modern economy, require new approaches to analysis. The research hypothesizes the existence of a link between financial crises and shocks in foreign exchange (FX) market, and it is proven using Big Data Analysis information technology. The information base of the research was data on exchange rate fluctuations during the financial crises in Ukraine ( 2008, 2015, 2020), as well as similar data on COVID-19 Pandemic Crisis in Ukraine, Russia, Belarus, Georgia and Poland. In the course of the research, data structuring, data visualization, analysis of statistical links and regularities among data series were performed, in particular, using Fstatistics and Student's t-test. The results of the research have showed that the Big Data Analysis makes it possible to identify trends in unstructured and poorly structured data, in particular regarding exchange rate fluctuations.

引用

页数：12

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