Foreign Exchange Data Crawling and Analysis for Knowledge Discovery Leading to Informative Decision Making
ClassificationComputer science, FinanceStatistics
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AbstractForeign exchange refers to the process of converting/changing money from one currency to another, e.g., from Euro to US dollars. This kind of exchange is valuable and attractive because over time the values of various currencies may change leading to overall gain or loss. The foreign exchange market is growing rapidly and the development in technology has influenced all aspects of our daily life, including trading of foreign currencies. Thus, there has been a major shift to electronic trading which has brought together the need for sophisticated techniques capable of monitoring the market in real time. To contribute to this domain, the research described in this thesis includes the development of a framework that will enable: (1) the acquisition of data from a group of currency trading entities in real time, (2) the ability to rapidly and effectively analyze the data, (3) the ability to stream and visualize historical (previous) and current currency prices in close to real time, and (4) benchmarking every monitored broker to decide whether he/she is a trustable broker. The reported test results demonstrate the applicability and effectiveness of the developed framework. The additional value of the developed framework is attributed to its utilization by a domain expert who has guided the whole development process.
CitationAddam, O. (2014). Foreign Exchange Data Crawling and Analysis for Knowledge Discovery Leading to Informative Decision Making (Unpublished master's thesis). University of Calgary, Calgary, AB. doi:10.11575/PRISM/26211
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