conference paper
Exchange Rate Analysis by Nonlinear Time Series Method
January 1, 2020
Tim 19 Physics Conference
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.
Type
conference paper
Web of Science ID
WOS:000539152000011
Author(s)
Date Issued
2020-01-01
Publisher
Publisher place
Melville
Published in
Tim 19 Physics Conference
ISBN of the book
978-0-7354-1974-2
Series title/Series vol.
AIP Conference Proceedings
Volume
2218
Start page
030004
Subjects
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
| Event name | Event place | Event date |
Timisoara, ROMANIA | May 29-31, 2019 | |
Available on Infoscience
June 25, 2020
Use this identifier to reference this record