Browsing by Author "Hansen, L.L."

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A Comparison of Clustering Algorithms in Categorizing Economic Events Based on the Behavior of Exchange Rates

Pathberiya, H.A.; Hansen, L.L.; Tilakaratne, C.D.; Lokupitiya, R.S. (2016-04-04)

Cluster analysis is used to identify dissimilar subgroups of objects out of a set of objects based on a combination of rules. In the light of cluster analysis, it is possible to treat dissimilar individuals in an ...
Modeling the EURUSD Return Volatility on the Days of Simultaneous Releases of Economic Indicators Unemployment Rate and Non-farm Payroll

Pathberiya, H.A.; Tilakaratne, C.D.; Hansen, L.L. (2015-09-25)

Among the currencies traded in the foreign exchange (Forex) market, Euro against the US Dollar (EUR/USD) remains as one of the dominant currency pairs. This study examines the disparities in the behavior of EUR/USD return ...

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