Monetary Datum Fractal Analysis Using the Time Series Theory

被引：2
|
作者：
Paun, Maria-Alexandra [1 ]
Paun, Vladimir-Alexandru [2 ]
Paun, Viorel-Puiu [3 ,4 ]
机构：
[1] Fed Off Commun OFCOM, Div Radio Monitoring & Equipment, Sect Market Access & Conform, CH-2501 Biel, Switzerland
[2] Five Rescue Res Lab, F-75004 Paris, France
[3] Univ Politehn Bucuresti, Fac Appl Sci, Phys Dept, Bucharest 060042, Romania
[4] Acad Romanian Scientists, Bucharest 50085, Romania
来源：
SYMMETRY-BASEL | 2023年 / 15卷 / 10期
关键词：
fractal dimension; time series; directional symmetry; exchange rate; fluctuation prognosis;
D O I：
10.3390/sym15101896
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
The paper will allow the interpretation of exchange rate fluctuations for several international currencies, the EUR-European currency and the CHF-Swiss Franc, respectively. The fractal dimension versus box-counting dimension, together with the fractal dimension versus log scale for CHF and EUR, respectively, are thoroughly presented. The exchange rate time series for CHF and EUR during March-June 2022 were also analyzed. The Hurst exponent H was numerically evaluated. By the application of directional symmetry (DS) statistics, the model efficiency in predicting the direction modification of time series has been verified. Ultimately, the prognosis of EUR-RON and CHF-RON exchange rates of the time series fluctuations for the last months (August-December) of the year 2022 was performed.
引用
收藏
页数：15
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