Big Data Analysis for Structuring FX Market Volatility due to Financial Crises and Exchange Rate Overshooting

Oleh Veres, Pavlo Ilchuk, Olha Kots, Lidiia Bondarenko. Big Data Analysis for Structuring FX Market Volatility due to Financial Crises and Exchange Rate Overshooting. In Natalia Sharonova, Vasyl Lytvyn, Olga Cherednichenko, Yevhen Kupriianov, Olga Kanishcheva, Thierry Hamon, Natalia Grabar, Victoria Vysotska, Agnieszka Kowalska-Styczen, Izabela Jonek-Kowalska, editors, Proceedings of the 5th International Conference on Computational Linguistics and Intelligent Systems (COLINS 2021). Volume I: Main Conference, Lviv, Ukraine, April 22-23, 2021. Volume 2870 of CEUR Workshop Proceedings, pages 1488-1499, CEUR-WS.org, 2021. [doi]

Abstract

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