Investigation of the characteristics of foreign exchange

Authors

  • Patricia Arielle Castro ⋅ PH National Institute of Physics, University of the Philippines Diliman
  • Johnrob Bantang ⋅ PH National Institute of Physics, University of the Philippines Diliman
  • May Lim ⋅ PH National Institute of Physics, University of the Philippines Diliman
  • Christopher Monterola ⋅ PH National Institute of Physics, University of the Philippines Diliman
  • Jerrold Garcia ⋅ PH Department of Physics, Ateneo de Manila University
  • Caesar Saloma ⋅ PH National Institute of Physics, University of the Philippines Diliman

Abstract

The dynamics of foreign exchange of several countries are studied using autocorrelation, delta plots, and S-map. It was shown that foreign exchange is not purely random, but its underlying rule is possibly masked by a random component of comparable magnitude. The question of whether the deterministic component of foreign exchange is nonlinear is still unanswered.

SPP 2001 Proceedings Cover

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Published

2001-10-24

Issue

2001: Proceedings of the 19th Samahang Pisika ng Pilipinas Philippine Physics Congress

Section

Complex Systems

Copyright Information

© 2001 Patricia Arielle Castro, Johnrob Bantang, May Lim, Christopher Monterola, Jerrold Garcia, Caesar Saloma
Copyright License Agreement for Full Articles

How to Cite

[1]
PA Castro, J Bantang, M Lim, C Monterola, J Garcia, and C Saloma, Investigation of the characteristics of foreign exchange, in Proceedings of the 19th Samahang Pisika ng Pilipinas Philippine Physics Congress (Philippines, 2001), SPP-2001-W2B-2. URL: https://proceedings.spp-online.org/article/view/SPP-2001-W2B-2
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