| Presentation | 2018-06-10 Prediction of Foreign Exchange Rates by Trading Records of Clients Kazuto Yano, Tomoya Suzuki, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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-?uctuation risk. If it is possible to foresee the future price movement, FX brokers can make their cover transactions more e?cient. 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 pro?table. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Foreign-Exchange market / Cover transaction / Wisdom of crowds / Business intelligence |
| Paper # | NLP2018-46,CCS2018-19 |
| Date of Issue | 2018-06-01 (NLP, CCS) |
| Conference Information | |
| Committee | NLP / CCS |
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| Conference Date | 2018/6/8(3days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Kyoto Terrsa |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Synchronization, Networks, etc |
| Chair | Norikazu Takahashi(Okayama Univ.) / Mikio Hasegawa(Tokyo Univ. of Science) |
| Vice Chair | Hiroaki Kurokawa(Tokyo University of Tech.) / Makoto Naruse(NICT) / Shigeki Shokawa(Kanagawa Inst. of Tech.) |
| Secretary | Hiroaki Kurokawa(Hiroshima Inst. of Tech.) / Makoto Naruse(Nippon Institute of Tech.) / Shigeki Shokawa(Tokyo City Univ.) |
| Assistant | Masayuki Kimura(Kyoto Univ.) / Yutaka Shimada(Saitama Univ.) / Yuusuke Kawakita(Kanagawa Inst. of Tech.) / Hiroyasu Ando(Univ. of Tsukuba) / Takashi Matsubara(Kobe Univ.) / Ryo Takahashi(AUT) |
| Paper Information | |
| Registration To | Technical Committee on Nonlinear Problems / Technical Committee on Complex Communication Sciences |
|---|---|
| Language | JPN |
| 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 |
| Keyword(4) | Business intelligence |
| 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) |
| Date | 2018-06-10 |
| Paper # | NLP2018-46,CCS2018-19 |
| Volume (vol) | vol.118 |
| Number (no) | NLP-75,CCS-76 |
| Page | pp.pp.103-108(NLP), pp.103-108(CCS), |
| #Pages | 6 |
| Date of Issue | 2018-06-01 (NLP, CCS) |