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

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How to Cite

[1]
“Investigation of the characteristics of foreign exchange”, Proc. SPP, vol. 19, no. 1, pp. SPP-2001-W2B-2, Oct. 2001, Accessed: Apr. 28, 2026. [Online]. Available: https://proceedings.spp-online.org/article/view/SPP-2001-W2B-2