Correlation Analysis between Exchange Rate Fluctuations and Oil Price Changes Based on Copula Function

In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the copula function, and applies the algorithm to...

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Bibliographic Details
Published inAdvances in Multimedia Vol. 2022; pp. 1 - 10
Main Author Huang, Xiaodong
Format Journal Article
LanguageEnglish
Published New York Hindawi 04.10.2022
John Wiley & Sons, Inc
Hindawi Limited
Subjects
Algorithms
American dollar
Analysis
Commodities
Commodity futures
Correlation analysis
Costs
Economic crisis
Foreign exchange rates
Machine learning
Oil consumption
Supply & demand
Wage & price controls
United States > US
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Summary:In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the copula function, and applies the algorithm to some practical classification problems. Moreover, this paper improves some defects in the algorithm and combines some new learning frameworks in machine learning to generalize the copula function to a variety of learning models. In addition, this paper studies how to use the coverage algorithm to construct classifiers under various problems and proposes corresponding improvement strategies according to the characteristics of various problems. Finally, this paper builds a correlation analysis algorithm model and uses simulation research to verify that there is a relatively obvious correlation between exchange rate fluctuations and oil price changes.
ISSN:1687-5680
1687-5699
DOI:10.1155/2022/1023725