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

页数：15

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