Monetary Datum Fractal Analysis Using the Time Series Theory-Reference-Cited by-同舟云学术

Monetary Datum Fractal Analysis Using the Time Series Theory

Published:2023-10-10 Issue:10 Volume:15 Page:1896
ISSN:2073-8994
Container-title:Symmetry
language:en
Short-container-title:Symmetry

Author:

Paun Maria-Alexandra¹^ORCID,Paun Vladimir-Alexandru²,Paun Viorel-Puiu³⁴^ORCID

Affiliation:

1. Division Radio Monitoring and Equipment, Section Market Access and Conformity, Federal Office of Communications (OFCOM), 2501 Bienne, Switzerland

2. Five Rescue Research Laboratory, 75004 Paris, France

3. Physics Department, Faculty of Applied Sciences, University Politehnica of Bucharest, 060042 Bucharest, Romania

4. Academy of Romanian Scientists, 50085 Bucharest, Romania

Abstract

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.

Publisher

MDPI AG

Subject

Physics and Astronomy (miscellaneous),General Mathematics,Chemistry (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2073-8994/15/10/1896/pdf

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