Paper Abstract and Keywords |
Presentation |
2018-06-10 13:35
Prediction of Foreign Exchange Rates by Trading Records of Clients
-- Using Collective Intelligence of non-professional Views -- Kazuto Yano, Tomoya Suzuki (Ibaraki Univ) NLP2018-46 CCS2018-19 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Foreign-exchange trading (FX) is well known as an asset management method like stock investment. Individual traders basically send their orders to an FX broker, and the FX broker executes cover transactions with global megabanks to prevent the price-fluctuation risk. If it is possible to foresee the future price movement, FX brokers can make their cover transactions more efficient. Fortunately, FX brokers can see the trading positions of their customers. If each customer has a little predictive power, the aggregation of all customers’ positions might improve the predictive power in terms of the wisdom of crowds. From this viewpoint, we tried to extract the collective intelligence from all customers and applied it to improve cover transactions. As a result, our idea worked well to make FX brokerage business less risky and more profitable. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Foreign-Exchange market / Cover transaction / Wisdom of crowds / Business intelligence / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 76, CCS2018-19, pp. 103-108, June 2018. |
Paper # |
CCS2018-19 |
Date of Issue |
2018-06-01 (NLP, CCS) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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NLP2018-46 CCS2018-19 |
Conference Information |
Committee |
NLP CCS |
Conference Date |
2018-06-08 - 2018-06-10 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Kyoto Terrsa |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Synchronization, Networks, etc |
Paper Information |
Registration To |
CCS |
Conference Code |
2018-06-NLP-CCS |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Prediction of Foreign Exchange Rates by Trading Records of Clients |
Sub Title (in English) |
Using Collective Intelligence of non-professional Views |
Keyword(1) |
Foreign-Exchange market |
Keyword(2) |
Cover transaction |
Keyword(3) |
Wisdom of crowds |
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Business intelligence |
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1st Author's Name |
Kazuto Yano |
1st Author's Affiliation |
Ibaraki University (Ibaraki Univ) |
2nd Author's Name |
Tomoya Suzuki |
2nd Author's Affiliation |
Ibaraki University (Ibaraki Univ) |
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Speaker |
Author-1 |
Date Time |
2018-06-10 13:35:00 |
Presentation Time |
25 minutes |
Registration for |
CCS |
Paper # |
NLP2018-46, CCS2018-19 |
Volume (vol) |
vol.118 |
Number (no) |
no.75(NLP), no.76(CCS) |
Page |
pp.103-108 |
#Pages |
6 |
Date of Issue |
2018-06-01 (NLP, CCS) |
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