Title :
Fractal dimensionality of the cross rates
Author_Institution :
Moscow State Univ. of Printing Arts, Moscow, Russia
fDate :
June 30 2014-July 4 2014
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;
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
DOI :
10.1109/ICCTPEA.2014.6893274
