Adaptive FOREX Geocoding System for Currency Market Monitoring

Foreign exchange market, also known as Forex is a currency trading market spread all around the globe. There are multiple factors that effect the exchange rates in currency market. Considering these factors in development of a trading algorithm will result in more accurate trading decisions. The proposed research that will be covered by the activities of the intern will thus include the development of a model which has flexibility in dealing with multiple attributes in real time for foreign exchange. The new and improved model which will take into an account the geospatial location of the news and the temporal spatial correspondence between the news and the cities of their origin will be developed. Investigating the relationship between geospatial news location and currency markets using newly developed machine intelligence algorithms is at the core of the proposed internship. The novel methodology will be based on building a highdimensional weighted autocorrelation model between real-time news and their spatio-temporal geographic locations. This would require development of sophisticated methods in the areas of data mining, geocoding and spatio-temporal pattern matching.

Faculty Supervisor:

Marina Gavrilova

Student:

Hossein Talebi

Partner:

Winsor Global Financial Inc.

Discipline:

Computer science

Sector:

University:

University of Calgary

Program: