Short-term predictions in forex trading

A. Muriel

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 190-193

Abstract: Using a kinetic equation that is used to model turbulence (Physica A, 1985–1988, Physica D, 2001–2003), we redefine variables to model the time evolution of the foreign exchange rates of three major currencies. We display live and predicted data for one period of trading in October, 2003.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:190-193

DOI: 10.1016/j.physa.2004.06.114

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