Pricing is one of the major aspects of decision making in supply chain. In the previous works mostly a centralized environment is considered indicating the retailers cannot independently apply their decisions on the pricing strategy. Although in a two-echelon decentralized environment it may be possible that supply chain contributors have encountered with different market power situations which...

We investigate triangular arbitrage within the spot foreign exchange market using highfrequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with larger numbers of opportunities with shorter mean durations occurring during mor...

Foreign Exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will he very helpful. In this paper we try to create such a system with a Genetic Algorithm engine to emulate trader behaviour on the Fo...

Empirical studies on covered interest arbitrage suggest that the interest rate parity condition does not always hold during times of turbulence in the foreign exchange markets, implying market inefficiency. This paper considers two different approaches [Taylor (1989) and Clinton (1988)] to measuring deviations from interest rate parity for a period of turbulence in the foreign exchange markets ...

Financial technology (Fintech), including a series of advanced technologies such as big data, artificial intelligence and block-chain, has been gradually applied to various industries after years development will become the major driver future financial industry. As one largest markets in world, traditional foreign exchange service industry is entering era fintech, bringing new vitality market ...

The foreign exchange market gives a great impetus to economic development and is one of the most critical parts financial market. global daily turnover in markets (FOREX) has exceeded USD 6.7 billion. At same time, speculation qualitative its development. Of course, it can partially destabilize situation with quotations due their ignorance, but cases, also helpful for general state These concep...