import forexPosterWebP from '../static/media/forex.jpg?format=webp'; import forexPosterJpeg from '../static/media/forex.jpg?format=jpg'; import forexMp4 from '../static/media/mp4/forex.mp4'; import forexWebM from '../static/media/webm/forex.webm'; import { Video } from '../page/basics/video/video'; export const forexTimelineElement = { title: `Predicting foreign exchange rates`, date: `2019 autumn`, figure: new Video({ posterWebP: forexPosterWebP, posterJpeg: forexPosterJpeg, mp4: forexMp4, webm: forexWebM, invertButton: true, }), description: ` From the animation, we can see that my implementation does a somewhat acceptable job at predicting (blue graph) the EUR/USD rates (green graph). `, more: [ ` In a nutshell, the algorithm (written in Python using NumPy, SciPy, and Flask) predicts in the frequency domain. The steps are the following: smoothing the input values, differentiating, applying a short-time Fourier-transformation with overlapped (and Hanning-windowed) windows, extrapolating and then applying the inverse of these transformations to the resulting values. `, ` Of course, there is still plenty of room for improvement, but even with this simple algorithm a mostly profitable trading strategy is viable. In my free time I may put more work into it. `, ], links: [], };