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conference paper

Exchange Rate Analysis by Nonlinear Time Series Method

Dragomir, Dragos-Alin
•
Paun, Maria-Alexandra  
•
Paun, Vladimir-Alexandru
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January 1, 2020
Tim 19 Physics Conference
18th Physics Conference (TIM) of the West-University-of-Timisoara

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.

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Type
conference paper
DOI
10.1063/5.0001030
Web of Science ID

WOS:000539152000011

Author(s)
Dragomir, Dragos-Alin
Paun, Maria-Alexandra  
Paun, Vladimir-Alexandru
Paun, Viorel-Puiu
Date Issued

2020-01-01

Publisher

AMER INST PHYSICS

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

Physics, Applied

•

Physics

•

fractal analysis

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SCI-STI-CD  
Event nameEvent placeEvent date
18th Physics Conference (TIM) of the West-University-of-Timisoara

Timisoara, ROMANIA

May 29-31, 2019

Available on Infoscience
June 25, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/169598
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