Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index

DOI10.1016/j.physa.2022.127686OpenAlexW4281708854MaRDI QIDQ2170562

Guozhu Jia, Yong Lin, Renyu Wang, Xingyue Gong

Publication date: 6 September 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127686

zbMATH Keywords

Baidu indexSTLLSTMMF-DCCAUSD/CNY exchange rate

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Multifractal detrended fluctuation analysis of nonstationary time series
• Composite leading search index: a preprocessing method of internet search data for stock trends prediction
• Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
• Deep learning with long short-term memory networks for financial market predictions
• MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
• MULTIFRACTAL CROSS WAVELET ANALYSIS
• A New Forecasting Model for USD/CNY Exchange Rate

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