DocumentCode
229301
Title
Fractal dimensionality of the cross rates
Author
Golub, Yuri Ya
Author_Institution
Moscow State Univ. of Printing Arts, Moscow, Russia
fYear
2014
fDate
June 30 2014-July 4 2014
Firstpage
57
Lastpage
58
Abstract
In article the behaviors of fractal dimensionality of time series and fractal dimensionality of the cross rations of two time series is considered. The fractal dimensionality for time series is determined by a Hurst index. Time series of a rate euro in relation to ruble and to dollar is considered.
Keywords
financial data processing; fractals; time series; Hurst index; cross rations; dollar; fractal dimensionality; rate euro; ruble; time series; Art; Educational institutions; Electronic mail; Fractals; Indexes; Printing; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Technologies in Physical and Engineering Applications (ICCTPEA), 2014 International Conference on
Conference_Location
St. Petersburg
Print_ISBN
978-1-4799-5315-8
Type
conf
DOI
10.1109/ICCTPEA.2014.6893274
Filename
6893274
Link To Document