the paper examines for the first time the foreign exchange intervention policy in foreign exchange market of iran. and in this framework, the study designs and simulates the foreign exchange intervention model in iran. in the first section, the paper shows that the injection of oil revenues directly to economy and also the absence of potent structure of output are inclusively caused the central...

this paper investigates empirically the effect of volatility of the exchange rate of the u.s. dollar vis-à-vis the euro on u.s. stock market volatility while controlling for a number of drivers of stock return volatility. using a garch(1, 1) model and using weekly data covering the period from the week of january 1, 1999 through the week of january 25, 2010, it is found that the 9/11 terrorist ...

In a universe with a single currency, there would be no foreign exchange market, no foreign exchange rates, and no foreign exchange. Over the past twenty-five years, the way the market has performed those tasks has changed enormously. The need for intelligent monitoring systems has become a necessity to keep track of the complex forex market. The vast currency market is a foreign concept to the...

the successful key of trading in the forex market is the selection of correct exchange in proper time based on an exact prediction of future exchange rate. foreign exchange rates are affected by many correlated economic, political and even psychological factors. therefore, in order to achieve a profitable trade these factors should be considered. the application of intelligent techniques for fo...

We model the exchange of commodities that are contingent upon each other when traders place mostly limit orders Examples include a market of nancial futures where future spreads are also traded a market of mutual funds and stocks a market of options and stocks under the viewpoint that they are both combinations of Arrow Debreu securities We prove that consistent prices are optimal We develop a ...

Abstract Today's lifestyle has led to a significant increase in referrals medical centers diagnose various diseases. To this end, over the past few years, researchers have turned new diagnostic methods, including data mining and artificial intelligence, intending facilitate detection process reliability. The high volume of available can be considered one main problems using these methods. optim...

We show that the problem of finding an ǫ-approximate Nash equilibrium of an n× n two-person games can be reduced to the computation of an (ǫ/n)-approximate market equilibrium of a Leontief economy. Together with a recent result of Chen, Deng and Teng, this polynomial reduction implies that the Leontief market exchange problem does not have a fully polynomial-time approximation scheme, that is, ...