Question
provide the complete programming codes you use as an Appendix to the submitted solutions. The strength of trade relationships between pairs of countries (A,B) and
provide the complete programming codes you use as an Appendix to the submitted solutions.
The strength of trade relationships between pairs of countries (A,B) and (C,D) is reflected in the dependency of currency exchange rates (currency A / currency B) with (currency C / currency D). Mutual information between exchange rates (A/B) and (C/D) can be a measure of such dependency.
Consider the following currencies: Euro (EUR), US Dollar(USD), British Pound (GBR), Japan Yen (JPY) and Australian Dollar (AUD). You are given the daily exchange rates over one year (365 days) for the following: x1: (EUR/USD), x2: (GBR/USD), x3: (EUR/JPY), x4: (EUR/AUD), x5: (USD/JPY). The problem is to find the pairwise mutual information between these sequences of exchange rates and the measure of their independencies. This means that we would like to compute: I(xi ; xj) and Dindp(i,j) = 1 - 2 I(xi ; xj) / ( H(xi) + H(xj)) for i = 1..5 and j = 1..5
Input Data:
Synthetic Exchange Rates for 5 pairs of currencies over one year are given in a text file exchrate.txt. In the file, all recorded rates are multiplied by 100. To get true rates, divide each by 100. The figure shows a plot of the provided exchange rates.
find attached file
# Synthetic Exchange Rates for 5 pairs of currencies over one year
# All recorded rates are multiplied by 100.
# To get true rates, divide each by 100.
# name: x
# type: matrix
# rows: 365
# columns: 5
# column 1:EUR/USD, column 2: GBR/USD, column 3: EUR/JPY, column 4: EUR/AUD, Column 5: USD/JPY
132 167 14551 178 11885
122 137 13593 157 11408
104 125 11676 153 10278
122 131 13235 136 9822
107 129 11030 166 10257
117 137 12058 159 9457
130 163 14024 143 9262
116 132 12533 156 10169
133 154 13361 165 11041
141 151 15774 153 11701
148 171 14928 152 10202
117 136 11372 177 10572
135 155 13517 159 9687
135 148 15113 164 10351
108 148 9883 168 10795
96 105 10203 162 9060
106 135 11211 158 10560
133 153 13525 121 10090
134 156 15032 156 10512
110 136 11485 170 9554
115 140 12724 154 10317
137 156 14424 169 8805
136 153 14323 161 9735
139 164 14245 166 11632
116 140 12746 144 9844
128 145 14679 156 9126
123 158 13001 137 8350
131 150 13493 149 10672
108 139 11952 177 9588
115 131 11661 132 10001
119 138 11741 136 10912
116 133 12057 147 11136
103 119 10858 155 11931
135 147 13748 169 11095
116 139 12160 142 10524
111 130 11684 169 9119
128 154 11692 194 10377
137 148 14912 146 11832
123 154 12882 137 12273
118 140 12810 136 10449
126 136 12826 174 11577
108 119 11463 151 9793
106 136 10832 163 9470
122 137 12613 134 11657
126 129 13859 171 10027
148 176 15799 135 11364
141 169 14670 133 9234
122 153 12354 159 10571
91 119 10646 160 9085
121 151 13413 183 11424
119 139 12956 143 11921
124 130 12313 158 9706
111 133 12106 165 12137
125 149 13872 184 10635
134 132 13574 153 9579
130 148 14225 175 9885
116 129 12659 146 11098
131 142 13866 172 11873
121 132 12348 127 9524
108 138 12564 143 9749
140 159 15172 155 10249
129 137 13663 162 12163
127 149 13580 147 10155
125 130 12428 151 10331
126 147 13991 163 12596
119 135 13216 119 10789
145 159 15154 186 11095
114 141 11299 174 11493
137 153 15129 187 11448
124 131 13966 162 10556
127 132 12887 163 10374
106 132 11316 147 10895
134 142 14374 159 10930
114 137 12908 182 10762
122 153 12371 147 10533
119 125 12549 166 11022
108 126 10903 128 11060
118 138 13009 150 10609
125 137 13097 174 10615
101 124 9485 153 11313
119 129 11644 180 10186
114 145 11791 155 9883
123 156 13120 156 12757
122 136 12871 160 10091
137 159 15336 145 12473
118 134 12616 137 9179
124 150 13089 156 9039
133 154 13162 151 9120
106 128 12103 173 11311
127 155 12507 176 9696
137 162 13849 168 10079
109 131 10848 164 11257
112 124 12020 137 9151
113 123 11655 151 10093
121 143 12842 148 12123
114 130 11678 165 12221
103 121 11305 165 11375
134 158 15433 111 11033
125 161 14231 168 9740
129 138 14022 174 11357
129 143 13006 133 9555
88 106 9843 147 10699
128 145 14110 163 12297
128 144 12286 150 12375
134 139 12725 156 11822
134 155 13150 190 10401
112 137 10932 161 11116
125 151 12514 193 9128
139 171 14628 116 9064
107 123 11425 156 11600
112 121 12158 142 11474
101 119 10361 165 10257
116 141 11512 165 10541
135 154 13737 146 11547
134 148 14431 141 10958
122 139 13170 151 10060
134 154 14088 134 10260
128 147 13650 182 10587
136 171 13824 168 9059
120 137 12195 186 9345
129 144 13566 160 10863
143 170 13583 153 11618
131 151 13693 169 10290
136 161 13665 148 9829
117 147 12383 178 10358
97 117 9688 141 11415
131 140 14494 149 10438
113 138 12323 175 12062
113 148 12525 150 11839
124 134 12622 183 10673
117 152 12070 169 10793
124 147 13683 113 9030
113 139 12362 173 10682
118 141 12705 137 11769
122 153 12681 156 10236
131 132 13756 153 10716
138 143 15062 153 8484
133 160 14349 151 9304
125 159 12986 175 10614
124 144 13041 142 10389
114 132 12507 150 10640
111 130 11724 157 10033
127 143 12462 126 10845
130 148 13245 159 9958
125 134 13263 144 8587
114 143 11828 176 12350
119 138 12257 173 10047
113 134 12434 192 11174
118 150 11464 173 9469
146 157 14617 186 8970
125 131 13105 152 10596
139 168 14446 152 10169
131 144 14037 138 10841
96 112 10999 163 11492
114 127 12291 144 9743
145 162 14506 144 9992
115 139 12903 136 10735
126 143 14454 148 10355
107 134 12064 145 10603
134 143 13821 140 10048
125 146 12942 147 10431
108 136 10990 170 10449
110 133 11772 189 9816
121 124 12919 138 13170
135 155 14199 158 11529
128 153 14464 144 11123
116 134 11746 169 10332
144 148 14204 159 9881
116 133 12671 174 9124
148 172 15409 137 11583
123 144 13330 133 9837
110 118 11558 148 9199
123 146 12901 139 10293
106 123 11846 147 8062
118 140 12955 160 9364
128 151 13178 139 10037
116 142 12865 171 10438
135 155 14662 160 8001
125 158 13959 138 8756
108 121 12426 145 10902
121 145 12970 150 11048
121 142 13331 131 11310
119 133 12526 159 8975
122 147 13212 150 9879
118 124 12748 178 9192
127 145 12551 151 9547
119 131 13553 163 7376
128 150 14024 153 10466
120 121 12943 141 9127
112 129 12743 151 11664
98 115 10382 139 9823
113 142 12400 193 11633
115 131 13335 178 10041
111 130 12415 127 10592
134 156 13588 189 12085
129 153 13063 179 10268
103 131 10486 174 11790
133 161 13128 155 10763
123 133 13890 146 9859
119 145 13223 150 9478
104 117 10108 139 9519
120 147 12468 155 9327
106 113 10923 169 10196
115 134 12673 141 10992
120 130 12204 152 8756
121 143 13799 166 8071
128 132 13449 154 10015
114 135 11605 180 9598
116 137 12878 121 11349
111 138 12983 135 8814
108 143 11007 172 11162
117 138 11669 131 11547
114 135 12945 184 10479
119 137 12293 152 8390
126 146 13397 158 12015
133 157 13526 130 12300
127 141 13759 149 9707
127 152 15067 175 9429
99 126 9872 153 8289
139 151 14899 139 11069
99 105 11197 131 10662
131 146 14000 165 9730
134 164 13748 168 10782
130 161 13682 191 10803
116 142 12411 174 10015
122 132 12047 158 10068
129 153 13058 146 11308
104 119 11201 168 10888
130 149 13704 175 10899
128 150 13728 166 10347
106 128 11184 167 10602
107 137 10336 156 11744
127 139 13199 154 8689
134 159 13866 139 9590
118 133 13300 151 9955
114 126 12405 138 8163
124 146 13496 155 9612
128 149 12268 165 8609
141 166 15233 153 10719
117 138 12258 142 11617
136 167 13540 153 9553
129 139 12250 157 11576
115 140 11827 131 11620
117 137 13395 170 10081
90 118 9650 165 10956
126 152 13288 181 11520
128 136 11933 172 11449
100 117 11203 150 11506
97 100 10272 165 11134
118 138 11142 182 9626
122 140 12273 176 10879
120 149 12532 149 9828
128 157 13661 155 9544
110 123 11083 155 10879
112 127 12014 171 10126
139 161 13393 139 10251
121 141 12187 143 8169
125 137 13173 190 10910
126 159 12969 136 11027
113 129 12109 151 12277
129 147 13880 194 9685
125 161 14313 158 10593
127 154 13929 159 9743
132 150 15050 157 9435
129 169 13647 188 9948
128 144 12410 160 9149
121 121 12238 155 9373
116 144 13504 160 9253
116 125 13112 158 12577
108 124 11568 144 9961
135 146 13884 165 11240
115 133 11275 185 10979
120 139 12371 165 9792
127 139 13284 143 11171
126 151 12716 139 8814
105 124 12154 174 10121
101 112 10934 169 10376
122 131 13051 163 10036
127 158 14294 170 11688
129 143 13127 162 9706
122 140 12728 173 9944
138 168 14840 140 10744
136 169 14259 148 9099
125 147 13920 155 8670
108 138 11948 153 9422
106 125 11221 136 8556
128 151 13938 166 10964
116 136 12642 157 9485
123 157 12721 180 11550
133 153 14321 161 9916
109 124 12620 188 10243
119 141 11315 142 10584
122 136 12294 136 11169
107 124 11783 150 10693
124 145 12982 146 9245
108 124 11719 175 9982
118 135 13377 169 9215
133 169 13240 156 9446
104 129 9512 158 9930
118 149 12233 152 10952
140 160 14532 178 8202
121 153 12504 171 10949
116 151 11581 171 11120
126 157 12697 156 10359
114 133 12006 157 10383
125 138 12469 138 10286
138 168 13439 132 9915
114 147 13278 165 10003
137 148 14446 190 10552
123 133 13264 179 11166
125 149 13402 167 8823
117 145 12023 161 9806
100 118 11593 195 12062
134 163 13307 161 11608
104 134 10943 173 9244
131 134 14542 165 10452
135 167 14188 137 9836
142 164 15045 155 12673
130 147 13895 150 11350
117 122 13090 129 9870
127 146 13070 194 11812
133 143 13520 155 10230
119 137 11872 169 9714
134 145 14509 169 9751
121 149 11730 166 10004
114 136 12425 157 10052
130 155 13931 153 10264
123 146 12727 139 10723
138 162 14445 166 9478
115 136 12344 137 9951
133 142 14068 167 9634
111 123 11605 185 10248
106 123 11311 168 11539
115 137 12796 161 10307
112 125 12701 198 9487
126 152 12888 150 10136
132 156 13323 118 9451
135 150 13124 150 10382
118 144 11832 194 11174
122 144 12142 165 10466
131 138 14304 144 10040
127 132 13342 171 10526
127 131 13699 143 10833
98 115 11493 162 10908
110 125 11815 167 9318
123 134 13527 166 10758
109 141 11304 173 9969
122 153 12431 162 9738
117 149 10927 160 11428
118 131 13195 150 9296
116 142 12629 142 9946
135 146 15494 166 10278
127 144 13252 151 12230
114 117 12897 155 11904
100 132 11593 171 10233
110 133 11171 139 9739
126 142 13631 169 10520
118 127 12345 165 10987
114 151 11187 145 9182
128 155 13247 163 12600
131 131 12756 152 11489
135 145 13712 145 10961
138 152 13156 159 9620
133 153 13933 175 11035
104 135 10795 159 11029
Exchange Rates (1 year) EUR/USD Pumparan oyununa darila ang mapanganin 8:8 0 100 200 300 400 GBR/USD 1.8 1.6 1.4 1.2 1 0 a temerahanamuil Maighamns why whithana 100 200 300 400 EUR/JPY Morsham 0 100 200 300 400 EUR/AUD to important window.alwww.laws y hand 0 100 200 300 400 USD/JPY paco-N 000000 EMM "Anhin lemon Mary, Muthahah marathon 100 300 400 200 Days The two matrices: (X,Y) X3 X1 X2 X4 XS X1 X2 UL X3 X4 X5 Dinge X3 X1 X2 X4 X5 Average X1 X2 X3 X4 X5 Average Analysis of findings from these two matrices. Exchange Rates (1 year) EUR/USD Pumparan oyununa darila ang mapanganin 8:8 0 100 200 300 400 GBR/USD 1.8 1.6 1.4 1.2 1 0 a temerahanamuil Maighamns why whithana 100 200 300 400 EUR/JPY Morsham 0 100 200 300 400 EUR/AUD to important window.alwww.laws y hand 0 100 200 300 400 USD/JPY paco-N 000000 EMM "Anhin lemon Mary, Muthahah marathon 100 300 400 200 Days The two matrices: (X,Y) X3 X1 X2 X4 XS X1 X2 UL X3 X4 X5 Dinge X3 X1 X2 X4 X5 Average X1 X2 X3 X4 X5 Average Analysis of findings from these two matricesStep by Step Solution
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Mastering PostgreSQL 12 Advanced Techniques To Build And Administer Scalable And Reliable PostgreSQL Database Applications
Authors: Hans-Jurgen Schonig
3rd Edition
1838988823, 978-1838988821
