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2018 | OriginalPaper | Chapter

Animated Analysis of Comovement of Forex Pairs

Authors : Shui Wang, Le Wang, Weipeng Zhang

Published in: International Conference on Applications and Techniques in Cyber Security and Intelligence

Publisher: Springer International Publishing

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Abstract

Comovement widely exists among financial time series. Although sundry researches have been implemented for studying this phenomenon, manual judgments are still one vital measure for investment strategy decisions. To augment manual analysis on comovement of time series, we propose an animated approach for time series data processing and animation creation. Example calculations are carried out on 8 major Forex currency pairs and resulting movies are presented.

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Metadata
Title
Animated Analysis of Comovement of Forex Pairs
Authors
Shui Wang
Le Wang
Weipeng Zhang
Copyright Year
2018
Book
International Conference on Applications and Techniques in Cyber Security and Intelligence

Print ISBN: 978-3-319-67070-6

Electronic ISBN: 978-3-319-67071-3

Copyright Year: 2018

DOI
https://doi.org/10.1007/978-3-319-67071-3_53

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