Publication

Exchange Rate Analysis by Nonlinear Time Series Method

Maria-Alexandra Paun
2020
Conference Papers

Abstract

A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using the box-counting method, which allows for a rapid analysis of 2D images on two bits (whiteblack). A perfected version of this method has been employed to investigate the temporal evolution of a currency rate, which has oscillations predominantly on the vertical direction.

Official source

https://infoscience.epfl.ch/entities/publication/4cb97b05-47fe-4b33-9a6f-7efbc9a7491e

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Exchange Rate Analysis by Nonlinear Time Series Method

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