بررسی دوره ای در نرخ ارز یورو-ایالات متحده آمریکا با استفاده از هماهنگی محلی و ماتریس های تصادفی

The purpose of this study was to detect latent periodicity in the presence of deletions or insertions in the analyzed data, when the points of deletions or insertions are unknown. A mathematical method was developed to search for periodicity in the numerical series, using dynamic programming and random matrices. The developed method was applied to search for periodicity in the Euro/Dollar (Eu/$) exchange rate. Period length equal to 24 and 25 h were found. The reasons for the existence of the periodicity in the financial time series are discussed. The results can find application in computer systems, for the purpose of forecasting exchange rates.