Investigation of chaotic behavior in Euro-Leu exchange rate

Nonlinear time series analysis developed a set of testaiming to discover a possible occurrence of chaos in time seriesunder study. The main benefit of detecting chaos is that the timeseries is short term predictable. The prediction accuracydecreases in time. A strong evidence of chaotic dynamics is...

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Bibliographic Details
Main Author: Sorin Vlad
Format: Article
Language:English
Published: Stefan cel Mare University of Suceava 2010-01-01
Series:Journal of Applied Computer Science & Mathematics
Subjects:
Online Access:http://www.jacs.usv.ro/getpdf.php?issue=8&paperid=812