Simulating Using Deep Learning The World Trade Forecasting of
Export-Import Exchange Rate Convergence Factor During COVID-19
- URL: http://arxiv.org/abs/2201.12291v1
- Date: Sun, 23 Jan 2022 18:34:55 GMT
- Title: Simulating Using Deep Learning The World Trade Forecasting of
Export-Import Exchange Rate Convergence Factor During COVID-19
- Authors: Effat Ara Easmin Lucky, Md. Mahadi Hasan Sany, Mumenunnesa Keya, Md.
Moshiur Rahaman, Umme Habiba Happy, Sharun Akter Khushbu, Md. Arid Hasan
- Abstract summary: This study predicts global trade using the Long-Short Term Memory.
Time series analysis can be useful to see how a given asset, security, or economy changes over time.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: By trade we usually mean the exchange of goods between states and countries.
International trade acts as a barometer of the economic prosperity index and
every country is overly dependent on resources, so international trade is
essential. Trade is significant to the global health crisis, saving lives and
livelihoods. By collecting the dataset called "Effects of COVID19 on trade"
from the state website NZ Tatauranga Aotearoa, we have developed a sustainable
prediction process on the effects of COVID-19 in world trade using a deep
learning model. In the research, we have given a 180-day trade forecast where
the ups and downs of daily imports and exports have been accurately predicted
in the Covid-19 period. In order to fulfill this prediction, we have taken data
from 1st January 2015 to 30th May 2021 for all countries, all commodities, and
all transport systems and have recovered what the world trade situation will be
in the next 180 days during the Covid-19 period. The deep learning method has
received equal attention from both investors and researchers in the field of
in-depth observation. This study predicts global trade using the Long-Short
Term Memory. Time series analysis can be useful to see how a given asset,
security, or economy changes over time. Time series analysis plays an important
role in past analysis to get different predictions of the future and it can be
observed that some factors affect a particular variable from period to period.
Through the time series it is possible to observe how various economic changes
or trade effects change over time. By reviewing these changes, one can be aware
of the steps to be taken in the future and a country can be more careful in
terms of imports and exports accordingly. From our time series analysis, it can
be said that the LSTM model has given a very gracious thought of the future
world import and export situation in terms of trade.
Related papers
- Modelling Global Trade with Optimal Transport [1.638332186726632]
We use optimal transport and a deep neural network to learn a time-dependent cost function from data.
We show that the global South suffered disproportionately from the war in Ukraine's impact on wheat markets.
We also analyze the effects of free-trade agreements and trade disputes with China.
arXiv Detail & Related papers (2024-09-10T14:31:03Z) - When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments [55.19252983108372]
We have developed a multi-agent AI system called StockAgent, driven by LLMs.
The StockAgent allows users to evaluate the impact of different external factors on investor trading.
It avoids the test set leakage issue present in existing trading simulation systems based on AI Agents.
arXiv Detail & Related papers (2024-07-15T06:49:30Z) - Forecasting, capturing and activation of carbon-dioxide (CO$_2$):
Integration of Time Series Analysis, Machine Learning, and Material Design [0.0]
This study provides a comprehensive time series analysis of daily industry-specific, country-wise CO$$ emissions from January 2019 to February 2023.
The research focuses on the Power, Industry, Ground Transport, Domestic Aviation, and International Aviation sectors in European countries (EU27 & UK, Italy, Germany, Spain) and India.
To identify regular emission patterns, the data from the year 2020 is excluded due to the disruptive effects caused by the COVID-19 pandemic.
arXiv Detail & Related papers (2023-07-25T16:03:44Z) - Human Behavior in the Time of COVID-19: Learning from Big Data [71.26355067309193]
Since March 2020, there have been over 600 million confirmed cases of COVID-19 and more than six million deaths.
The pandemic has impacted and even changed human behavior in almost every aspect.
Researchers have been employing big data techniques such as natural language processing, computer vision, audio signal processing, frequent pattern mining, and machine learning.
arXiv Detail & Related papers (2023-03-23T17:19:26Z) - Macroscopic properties of buyer-seller networks in online marketplaces [55.41644538483948]
We analyze two datasets containing 245M transactions that took place on online marketplaces between 2010 and 2021.
We show that transactions in online marketplaces exhibit strikingly similar patterns despite significant differences in language, lifetimes, products, regulation, and technology.
arXiv Detail & Related papers (2021-12-16T18:00:47Z) - Public Policymaking for International Agricultural Trade using
Association Rules and Ensemble Machine Learning [0.0]
Recent shocks to the free trade regime, especially trade disputes among major economies, raise the need for improved predictions to inform policy decisions.
We present novel methods that predict and associate food and agricultural commodities traded internationally.
arXiv Detail & Related papers (2021-11-15T02:58:03Z) - An Investigation of the Impact of COVID-19 Non-Pharmaceutical
Interventions and Economic Support Policies on Foreign Exchange Markets with
Explainable AI Techniques [8.592266544778262]
Since the onset of the the COVID-19 pandemic, many countries across the world have implemented various non-pharmaceutical interventions (NPIs) to contain the spread of virus.
The pandemic and the associated NPIs have triggered unprecedented waves of economic shocks to the financial markets, including the foreign exchange (FX) markets.
In this work, we investigate the relative impact of NPIs and ESPs with Explainable AI (XAI) techniques.
arXiv Detail & Related papers (2021-11-02T07:02:28Z) - Stock Price Prediction Under Anomalous Circumstances [81.37657557441649]
This paper aims to capture the movement pattern of stock prices under anomalous circumstances.
We train ARIMA and LSTM models at the single-stock level, industry level, and general market level.
Based on 100 companies' stock prices in the period of 2016 to 2020, the models achieve an average prediction accuracy of 98%.
arXiv Detail & Related papers (2021-09-14T18:50:38Z) - Clustering and attention model based for Intelligent Trading [0.7854401572529068]
The foreign exchange market has become a hot issue studied by scholars from all over the world.
Our team chose several pairs of foreign currency historical data and derived technical indicators from 2005 to 2021 as the dataset.
We established different machine learning models for event-driven price prediction for oversold scenario.
arXiv Detail & Related papers (2021-07-06T19:35:13Z) - Cross-lingual Transfer Learning for COVID-19 Outbreak Alignment [90.12602012910465]
We train on Italy's early COVID-19 outbreak through Twitter and transfer to several other countries.
Our experiments show strong results with up to 0.85 Spearman correlation in cross-country predictions.
arXiv Detail & Related papers (2020-06-05T02:04:25Z) - When and How to Lift the Lockdown? Global COVID-19 Scenario Analysis and
Policy Assessment using Compartmental Gaussian Processes [111.69190108272133]
coronavirus disease 2019 (COVID-19) global pandemic has led many countries to impose unprecedented lockdown measures.
Data-driven models that predict COVID-19 fatalities under different lockdown policy scenarios are essential.
This paper develops a Bayesian model for predicting the effects of COVID-19 lockdown policies in a global context.
arXiv Detail & Related papers (2020-05-13T18:21:50Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.