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Trudy SPIIRAN, 2015, Issue 41, Pages 200–217
DOI: https://doi.org/10.15622/sp.41.11
(Mi trspy823)
 

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.
Bibliographic databases:
Document Type: Article
UDC: 621.382
Language: Russian


Citation: A. A. Musaev, “Correlation Analysis of the Currency Market Chaotic Dynamics”, Tr. SPIIRAN, 41 (2015), 200–217
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  • https://www.mathnet.ru/eng/trspy823
  • https://www.mathnet.ru/eng/trspy/v41/p200
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