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Issue No. 02 - Mar./Apr. (2018 vol. 20)
ISSN: 1520-9202
pp: 34-41
Rua-Huan Tsaih , National Chengchi University
Biing-Shen Kuo , National Chengchi University
Tzu-Hsiang Lin , National Chengchi University
Che-Chuan Hsu , National Chengchi University and Lee-Ming Institute of Technology
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.
INDEX TERMS
Big Data, data analysis, exchange rates, financial data processing, foreign exchange trading, learning (artificial intelligence), random processes
CITATION

R. Tsaih, B. Kuo, T. Lin and C. Hsu, "The Use of Big Data Analytics to Predict the Foreign Exchange Rate Based on Public Media: A Machine-Learning Experiment," in IT Professional, vol. 20, no. 2, pp. 34-41, 2018.
doi:10.1109/MITP.2018.021921649
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