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The association rule in data mining

What is the association rule in data mining?
Why is the association rule especially important in big data analysis?
How does the association rule allow for more advanced data interpretation?

Sample Solution

ackenzie, 2016). The difficult decision here is based on the total obdurate lack of uncertainty. The currency will continue to be volatile until a clear direction for exit is determined. This uncertainty is evidenced by HSBC who currently forecast that the pound will fall to $1.10 and parity against the Euro by the end of 2017 (Nag and Graham, 2016), whilst Mnyanda (2016) thinks a hard Brexit has already been priced in and the pound could rally 5%. Currency Hedging Considering these different views, hedging the currencies could be an option. Hedging strategies can help an IM reduce and control currency risk within their portfolio. In the short term the US economy could be affected by which ever candidate wins the race to the White House and Europe could be affected through the method at which Britain leaves the EU together with a run of forthcoming Europe wide elections. Schmittmann (2010) examined the benefits of currency hedging for international portfolios. He analysed the exposure in single and multi-country equity and bond portfolios for various investors. The thorough research looked at various hedging strategies over both short and long time horizons to determine any differential in the need to hedge. It was concluded that there was little need to hedge for a UK investor buying equities in Germany based on the strong correlation between the GBP/EURO and the both stock markets. He did however state that “At quarterly horizons, the case for hedging currency risk associated with investments in one foreign country at a time is very strong” (Schmittmann, 2010). Clearly the currency volatility, and double digit devaluation of the pound would back this statement up. A decision to hedge will ultimately be based on the time horizon of investments held. Froot (1993), similarly looked at the need to hedge from a UK investors perspective in the US markets and argued that currency hedges are less useful at reducing real return variance at long horizons than they are at short horizons. Contrary to this is the work of Statman and Fisher (2003), who found that the mean returns and standard deviation of global portfolios with currency hedging were approximately equal to those with unhedged currencies. Given the assumed IM’s investment time horizon to be medium to long term and n

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