scholarly journals Testing EMA Indicator for the Currency Pair EUR / USD

2017 ◽  
Vol 5 (1) ◽  
pp. 35-40
Author(s):  
Andrea Kolková
Keyword(s):  
Exchange Rate ◽  
Business Strategy ◽  
Moving Average ◽  
Time Frame ◽  
Time Intervals ◽  
Underlying Assumption

Abstract The aim of this paper is to verify the effectiveness of EMA indicator according to selected time intervals. The underlying assumption is that, on longer timescales EMA is profitable and provides more relevant signals. The second objective of this paper is to test the signals of indicators in different months. It is believed that in September and January the number of trading signals on this indicator will increase. Testing will be done on the five-minute time frame. The test will be subjected to 65,000 rate values of the EUR / USD currency pair. Effectiveness of the analysis will be evaluated on the basis of digital (binary) option. Business strategy is based on EMA crossover indicator of current exchange rate. By the contribution there were confirmed hypotheses about more profitable signals when selecting a greater timeframe breadth of moving average. There was also confirmed an increased amount of signals in September, but not in January.

scholarly journals Testing EMA Indicator for the Currency Pair EUR / USD

2017 ◽  
Vol 5 (1) ◽  
Author(s):  
Andrea Kolková
Keyword(s):  
Exchange Rate ◽  
Business Strategy ◽  
Moving Average ◽  
Time Frame ◽  
Time Intervals ◽  
Underlying Assumption

The aim of this paper is to verify the effectiveness of EMA indicator according to selected time intervals. The underlying assumption is that on longer timescales EMA is profitable and provides more relevant signals.  The second objective of this paper is to test the signals of indicators in different months. It is believed that in September and January the number of trading signals on this indicator will increase. Testing will be done on the five-minute time frame. The test will be subjected to 65,000 rate values of the EUR / USD currency pair. The effectiveness of the analysis will be evaluated on the basis of a digital (binary) option. Business strategy is based on EMA crossover indicator of the current exchange rate. By the contribution, there were confirmed hypotheses about more profitable signals when selecting a greater timeframe breadth of moving average. There was also confirmed an increased amount of signals in September, but not in January.

scholarly journals Calculating Hurst Exponent with the Use of the Siroky Method in Developed and Emerging Markets

2020 ◽  
Vol 3 (27) ◽  
pp. 25-61
Author(s):  
Krzysztof Borowski ◽  
Michał Matusewicz
Keyword(s):  
Exchange Rate ◽  
Hurst Exponent ◽  
Moving Average ◽  
Paper Analysis ◽  
Emerging Countries ◽  
Fluctuation Analysis ◽  
Time Intervals ◽  
Developed Country ◽  
Hurst Coefficient ◽  
Detrended Fluctuation

The purpose of the article This paper analysis Hurst exponents calculated with the use of the Siroky method in two time intervals of 625 (H625) and 1250 (H1260) sessions for the following assets: (the number of assets for a given group in brackets): Stock indices (74), currency pairs divided into segments: USD exchange rate in relation to 42 other currencies (USDXXX), EURO exchange rate in relation to 41 other currencies (EURXXX), JPY exchange rate in relation to 40 other currencies (JPYXXX) and other currency pairs (12). In total, 209 financial instruments were analyzed. Methodology: Hurst coefficient calculation with the use of the following methods; Siroky, Detrended Moving Average (DMA) and Detrended Fluctuation Analysis (DFA). Results of the research: The Hurst coefficient values calculated with the use of Siroky method are similar to the results obtained using DFA and DMA methods. The second main conclusion that was drawn from the research may be formulated as follows: exchange rates calculated for the developed-developed country currencies are more effective than in the case of the developed-emerging countries group.

scholarly journals Penyusunan Target Penjualan dengan Menggunakan Metode Autoregresive Integrated Moving Average (ARIMA) Box Jenkins

2018 ◽  
Vol 3 (1) ◽  
Author(s):  
Sumarsono
Keyword(s):  
Growth Factor ◽  
Business Strategy ◽  
Moving Average ◽  
Market Competition ◽  
Annual Growth ◽  
Market Condition ◽  
Marketing Department ◽  
Target Value ◽  
Brand Competition ◽  
The Right

AbstrakKondisi pasar menjadi semakin kompetitif agar dapat eksis di tengah persaingan pasar tanpa kecuali harus meningkatkan strategi bisnis yang tepat dengan menyusun rencana strategi perencanaan dan pengembangan khususnya yang yang terkait dengan pasar. Departemen Marketing khususnya bagian penjualan memiliki peran yang penting sebagai ujung tombak perusahaan dalam bersaing di pasar. Salah satu perencanaan penjualan yang utama adalah membuat target penjualan. Diharapkan target penjualan merupakan angka yang realistis dengan kondisi pasar sekarang dan tentunya tetap mempertimbangkan aspek pertumbuhan di tahun target berdasarkan tahun sebelumnya.Metode yang digunakan dalam penyusunan target penjualan menggunakan metode Autorgresive Integrated Moving Average (ARIMA) Box Jenkins. Hasil dari analisa didapatkan prediksi penjualan selama 52 minggu kedepan. Dan mempertimbangkan faktor pertumbuhan tahunan 20% didapatkan nilai target penjualan 52 minggu ke depan. Dengan nilai target penjualan yang terukur maka nilai target penjualan menjadi realistis dan pencapaian target penjualan akan bisa terealisasi lebih baik. Selanjutnya pihak marketing dapat menyusun strategi pencapaian target dengan lebih jelas dan terarah dengan mempertimbangkan kondisi daya beli masyarakat, tingkat persaingan merek pada tahun prediksi dan kesiapan tim serta beban biaya.Kata Kunci: Pasar, Target Penjualan, Marketing, ARIMA Box JenkinsAbstractMarket conditions are becoming increasingly competitive in order to exist in the midst of market competition without exception must improve the right business strategy by developing a strategy plan of planning and development, especially those related to the market. Marketing Department, especially the sales department has an important role as the spearhead of the company in competing in the market. One of the major sales plans is to make sales targets. It is expected that the sales target is a realistic figure with the current market condition and certainly still consider the growth aspect in the target year based on the previous year.The method used in the preparation of sales targets using the method Autorgresive Integrated Moving Average (ARIMA) Box Jenkins. The results of the analysis obtained sales predictions for 52 weeks ahead. And considering the annual growth factor of 20% obtained value of sales target 52 weeks ahead. With the measured sales target value, the sales target value becomes realistic and the achievement of the sales target will be better realized. Furthermore, the marketing can develop a strategy of achieving the target with more clearly and directed by considering the condition of people's purchasing power, the level of brand competition in the year of prediction and team readiness and cost expenses.Keywords: Market, Sales Target, Marketing, ARIMA Box Jenkins

scholarly journals The time series regression analysis in evaluating the economic impact of COVID-19 cases in Indonesia

2021 ◽  
Vol 16 (3) ◽  
pp. 197-210
Author(s):  
Utriweni Mukhaiyar ◽  
Devina Widyanti ◽  
Sandy Vantika
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Transfer Function Model ◽  
Function Model ◽  
Time Series Regression ◽  
Vector Autoregressive ◽  
Daily Data ◽  
The Impact

This study aims to determine the impact of COVID-19 cases in Indonesia on the USD/IDR exchange rate using the Transfer Function Model and Vector Autoregressive Moving-Average with Exogenous Regressors (VARMAX) Model. This paper uses daily data on the COVID-19 case in Indonesia, the USD/IDR exchange rate, and the IDX Composite period from 1 March to 29 June 2020. The analysis shows: (1) the higher the increase of the number of COVID-19 cases in Indonesia will significantly weaken the USD/IDR exchange rate, (2) an increase of 1% in the number of COVID-19 cases in Indonesia six days ago will weaken the USD/IDR exchange rate by 0.003%, (3) an increase of 1% in the number of COVID-19 cases in Indonesia seven days ago will weaken the USD/IDR exchange rate by 0.17%, and (4) an increase of 1% in the number of COVID-19 cases in Indonesia eight days ago will weaken the USD/IDR exchange rate by 0.24%.

FORECASTING PERFORMANCE OF EXCHANGE RATE MODELS WITH HEAVY MOVING AVERAGE OPERATORS

2019 ◽  
Vol 24 (02) ◽  
Author(s):  
L. Espinoza-Audelo ◽  
E. Aviles-Ochoa ◽  
E. Leon-Castro ◽  
F. Blanco-Mesa
Keyword(s):  
Exchange Rate ◽  
Moving Average ◽  
Forecasting Performance ◽  
Exchange Rate Models

scholarly journals The Droplike Nature of Rain and Its Invariant Statistical Properties

2009 ◽  
Vol 10 (1) ◽  
pp. 79-95 ◽  
Author(s):  
Massimiliano Ignaccolo ◽  
Carlo De Michele ◽  
Simone Bianco
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Moving Average ◽  
Small Diameter ◽  
Time Intervals ◽  
Drop Time ◽  
Two Phases ◽  
Invariant Properties ◽  
Invariant Shape

Abstract This study looks for statistically invariant properties of the sequences of inter-drop time intervals and drop diameters. The authors provide evidence that these invariant properties have the following characteristics: 1) large inter-drop time intervals (≳10 s) separate drops of small diameter (≲0.6 mm); 2) the rainfall phenomenon has two phases: a quiescent phase, whose contribution to the total cumulated flux is virtually null, and an active, nonquiescent, phase that is responsible for the bulk of the precipitated volume; 3) the probability density function of inter-drop time intervals has a power-law-scaling regime in the range of ∼1 min and ∼3 h); and 4) once the moving average and moving standard deviation are removed from the sequence of drop diameters, an invariant shape emerges for the probability density function of drop diameters during active phases.

scholarly journals SHORT-TERM TRAFFIC FLOW PREDICTION USING A METHODOLOGY BASED ON AUTOREGRESSIVE INTEGRATED MOVING AVERAGE AND GENETIC PROGRAMMING

Transport ◽  
2016 ◽  
Vol 31 (3) ◽  
pp. 343-358 ◽  
Author(s):  
Chengcheng Xu ◽  
Zhibin Li ◽  
Wei Wang
Keyword(s):  
Genetic Programming ◽  
Traffic Flow ◽  
Hybrid Model ◽  
Moving Average ◽  
Arima Model ◽  
Predictive Performance ◽  
Hybrid Models ◽  
Short Term ◽  
Time Intervals ◽  
Autoregressive Integrated Moving Average

The accurate short-term traffic flow forecasting is fundamental to both theoretical and empirical aspects of intelligent transportation systems deployment. This study aimed to develop a simple and effective hybrid model for forecasting traffic volume that combines the AutoRegressive Integrated Moving Average (ARIMA) and the Genetic Programming (GP) models. By combining different models, different aspects of the underlying patterns of traffic flow could be captured. The ARIMA model was used to model the linear component of the traffic flow time series. Then the GP model was applied to capture the nonlinear component by modelling the residuals from the ARIMA model. The hybrid models were fitted for four different time-aggregations: 5, 10, 15, and 20 min. The validations of the proposed hybrid methodology were performed by using traffic data under both typical and atypical conditions from multiple locations on the I-880N freeway in the United States. The results indicated that the hybrid models had better predictive performance than utilizing only ARIMA model for different aggregation time intervals under typical conditions. The Mean Relative Error (MRE) of the hybrid models was found to be from 4.1 to 6.9% for different aggregation time intervals under typical conditions. The predictive performance of the hybrid method was improved with an increase in the aggregation time interval. In addition, the validation results showed that the predictive performance of the hybrid model was also better than that of the ARIMA model under atypical conditions.

scholarly journals Simultaneous GPS-tracking of parents reveals a similar parental investment within pairs, but no immediate co-adjustment on a trip-to-trip basis

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Marwa M. Kavelaars ◽  
Jan M. Baert ◽  
Jolien Van Malderen ◽  
Eric W. M. Stienen ◽  
Judy Shamoun-Baranes ◽  
...  
Keyword(s):  
Parental Care ◽  
Parental Investment ◽  
Time Frame ◽  
Gps Tracking ◽  
Nest Attendance ◽  
Time Intervals ◽  
Foraging Effort ◽  
Levels Of Care ◽  
Larus Fuscus ◽  
Underlying Processes

Abstract Background Parental care benefits the offspring, but comes at a cost for each parent, which in biparental species gives rise to a conflict between partners regarding the within-pair distribution of care. Pair members could avoid exploitation by efficiently keeping track of each other’s efforts and coordinating their efforts. Parents may, therefore, space their presence at the nest, which could also allow for permanent protection of the offspring. Additionally, they may respond to their partner’s previous investment by co-adjusting their efforts on a trip-to-trip basis, resulting in overall similar parental activities within pairs. Methods We investigated the coordination of parental care measured as nest attendance and foraging effort in the Lesser black-backed gull (Larus fuscus), a species with long nest bouts that performs extended foraging trips out of sight of their partner. This was achieved by GPS-tracking both pair members simultaneously during the entire chick rearing period. Results We found that the timing of foraging trips (and hence nest attendance) was coordinated within gull pairs, as individuals left the colony only after their partner had returned. Parents did not match their partner’s investment by actively co-adjusting their foraging efforts on a trip-by-trip basis. Yet, pair members were similar in their temporal and energetic investments during chick rearing. Conclusion Balanced investment levels over a longer time frame suggest that a coordination of effort may not require permanent co-adjustment of the levels of care on a trip-to-trip basis, but may instead rather take place at an earlier stage in the reproductive attempt, or over integrated longer time intervals. Identifying the drivers and underlying processes of coordination will be one of the next necessary steps to fully understand parental cooperation in long-lived species.

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