Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function
In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the copula function, and applies the algorithm to...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Advances in Multimedia |
| Online Access: | http://dx.doi.org/10.1155/2022/1023725 |
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| _version_ | 1832552925765828608 |
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| author | Xiaodong Huang |
| author_facet | Xiaodong Huang |
| author_sort | Xiaodong Huang |
| collection | DOAJ |
| description | In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the copula function, and applies the algorithm to some practical classification problems. Moreover, this paper improves some defects in the algorithm and combines some new learning frameworks in machine learning to generalize the copula function to a variety of learning models. In addition, this paper studies how to use the coverage algorithm to construct classifiers under various problems and proposes corresponding improvement strategies according to the characteristics of various problems. Finally, this paper builds a correlation analysis algorithm model and uses simulation research to verify that there is a relatively obvious correlation between exchange rate fluctuations and oil price changes. |
| format | Article |
| id | doaj-art-7886b7bb3d9843e6b0c766db956842df |
| institution | Kabale University |
| issn | 1687-5699 |
| language | English |
| publishDate | 2022-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Advances in Multimedia |
| spelling | doaj-art-7886b7bb3d9843e6b0c766db956842df2025-02-03T05:57:30ZengWileyAdvances in Multimedia1687-56992022-01-01202210.1155/2022/1023725Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula FunctionXiaodong Huang0School of Economics and ManagementIn order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the copula function, and applies the algorithm to some practical classification problems. Moreover, this paper improves some defects in the algorithm and combines some new learning frameworks in machine learning to generalize the copula function to a variety of learning models. In addition, this paper studies how to use the coverage algorithm to construct classifiers under various problems and proposes corresponding improvement strategies according to the characteristics of various problems. Finally, this paper builds a correlation analysis algorithm model and uses simulation research to verify that there is a relatively obvious correlation between exchange rate fluctuations and oil price changes.http://dx.doi.org/10.1155/2022/1023725 |
| spellingShingle | Xiaodong Huang Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function Advances in Multimedia |
| title | Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function |
| title_full | Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function |
| title_fullStr | Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function |
| title_full_unstemmed | Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function |
| title_short | Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function |
| title_sort | correlation analysis between exchange rate fluctuations and oil price changes based on copula function |
| url | http://dx.doi.org/10.1155/2022/1023725 |
| work_keys_str_mv | AT xiaodonghuang correlationanalysisbetweenexchangeratefluctuationsandoilpricechangesbasedoncopulafunction |