Machine Learning Algorithm on Assets' Behaviour During and Post Covid Pandemic

Global financial assets behaviour has become highly volatile during the pandemic period, especially the highly risky assets. Financial instruments like cryptocurrencies are basically speculative and the investors basically trade on these anomalies. Even though the entire world has come to standstill these markets were never. In order to understand the market anomalies during the COVID pandemic the popular asset in cryptos which is bitcoin along with the global market index such as S&P 500, Global Crude Oil prices and gold prices daily trading data are taken into consideration during and post covid. Some of the interesting aspects of Machine Learning (ML) such as variety of techniques, parameter selection, nonlinearity and generalization ability make it well suited for the problems of uncertain functional structure. Price prediction of stock markets is a challenging problem because of unpredictable noise and the number of potential variables that may impact on the prices. The research work presented in this paper involves the development of a ML algorithm which will throw light on the price behaviour of these instruments during and post crisis. © 2022 WMSCI.All rights reserved.

Financialisation of agricultural commodity and its trading during COVID-19 pandemic

The establishment of regularised trading exchanges for agricultural commodities attracted every market participant to benefit from their trade. The pandemic has created massive chaos in every asset class, and agri-commodities are no exception. However, the pandemic also taught lessons for the global traders to focus on food produce. Therefore, this paper intends to look at agricultural commodity trading behaviour during this COVID-19 pandemic by looking at the movement of the trade in the agri-futures index and other asset classes, including equity, exchange rates, bullion prices, etc. The results show that all the selected asset classes except the exchange rate are influencing Agridex. In addition, the Agridex returns are influenced by the severity of COVID-19 cases. Therefore, the policymakers should keep this in mind and work to prevent the price rise to an uncontrollable extent because this can lead to stagflation. Copyright © 2021 Inderscience Enterprises Ltd.

Bitcoin prices and rupee-dollar exchange rates during COVID-19

Bitcoin is the primary cryptocurrency in the world that can be stored and traded through the internet. Digital contracts and cryptocurrencies created on blockchains have now been used in exchanging instruments on the networks and are available online readily. This paper’s main objective is to investigate the causal relationship between bitcoin prices and rupee-US dollar exchange during COVID-19. The study used the Granger causality model to study the price behaviour of bitcoin and the rupee-dollar exchange rate. The study found an unidirectional Granger causality existed, where the rupee-US dollar exchange rate affected the bitcoin price in the Indian market during COVID-19. The bitcoins are widely considered as an investment asset in Indian markets, and the rupee-dollar exchange rate has a significant impact on the bitcoin prices. Copyright © 2021 Inderscience Enterprises Ltd.