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首页> 外文会议>Proceedings of the 2007 International Conference on Machine Learning and Cybernetics >A NEW METHOD FOR ANALYZING CORRELATIONS AMONG CURRENCY EXCHANGE RATES
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A NEW METHOD FOR ANALYZING CORRELATIONS AMONG CURRENCY EXCHANGE RATES

机译：分析货币汇率之间相关性的新方法

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The correlation between different currency exchange rates has been studied for many years and a number of techniques have been developed.In this paper, we present a new algorithm to analyze the correlation between exchange rates based on biclustering.This algorithm is comprised of two parts.In the first part, the Fast Hough transform is used to detect the lines in the exchange rate pair space.This phase is also called sub-biclustering and every line identified represents a sub-bicluster.In the second part, the sub-biclusters are combined based on comparison and merging.Experiment results show that this biclustering algorithm is very effective.The bicluster patterns are consistent with the underlying economic reasons.
机译：多年来研究了不同货币汇率之间的相关性，并开发了许多技术。本文提出了一种基于双聚类分析汇率之间相关性的新算法。该算法由两部分组成。第一部分，快速霍夫变换用于检测汇率对空间中的线，此阶段也称为子双簇，识别出的每条线都代表一个子双簇;第二部分，子双簇是实验结果表明，该二类聚类算法非常有效。二类聚类模式与潜在的经济原因相吻合。

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