Abstract
In many business applications, it is important to analyze correlations between currency exchange rates. In this Chapter, we develop a technique for bicluster analysis of the rates. Our method is able to extract coherent cluster patterns from a subset of time points and a subset of currencies. Experimental results show that our method is very effective. The bicluster patterns are consistent with the underlying economic reasons.
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Li, H., Yan, H. (2008). Bicluster Analysis of Currency Exchange Rates. In: Prasad, B. (eds) Soft Computing Applications in Business. Studies in Fuzziness and Soft Computing, vol 230. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-79005-1_2
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DOI: https://doi.org/10.1007/978-3-540-79005-1_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-79004-4
Online ISBN: 978-3-540-79005-1
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