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Correlation Analysis of the Currency Market Chaotic Dynamics
A. A. Musaevabc a St. Petersburg State Technological Institute (technical university)
b St. Petersburg Institute for Informatics and Automation of Russian Academy of Sciences (SPIIRAS)
c Public corporation Specialized Engineering Company "Sevzapmontageautomatica"
Abstract:
The problem of interrelations between processes of currency quotations change in the electronic market Forex is discussed. Existence of rather stable correlative relationships is regarded as an ordering factor over the chaotic temporary sequences reflecting dynamics of currency quotations. Results of carried out researches can be considered as a functional platform for regression estimates of currency current cost. So, it can be used for effective market indicators creation.
Keywords:
chaotic processes; correlation analysis; currency market; rate of exchange; currency tools; Forex.
Citation:
A. A. Musaev, “Correlation Analysis of the Currency Market Chaotic Dynamics”, Tr. SPIIRAN, 41 (2015), 200–217
Linking options:
https://www.mathnet.ru/eng/trspy823 https://www.mathnet.ru/eng/trspy/v41/p200
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Statistics & downloads: |
Abstract page: | 161 | Full-text PDF : | 195 |
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