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Using String Models and Angular Momentum to Analyze Currency Trends

Article arXiv papers · Author: Erik Bartoš et al.
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Summary

This work introduces multidimensional string-based objects as tools for forecasting financial time series. It describes open strings with two endpoints and D2-branes as extensions of an earlier single-endpoint string model, and examines how their properties affect predictor statistics. The proposed representations are intended to support modeling across a range of time-series systems.

The paper also proposes string angular momentum as a way to assess exchange-rate stability alongside historical volatility. It presents demonstration simulations for four currency pairs as evidence of the approach’s application to forecasting. The supplied description does not give performance measures, comparison benchmarks, or enough methodological detail to assess predictive reliability or practical trading value.

Key ideas

  • Multidimensional string objects extend a prior string-based time-series representation.
  • The proposed objects may alter predictor statistics and support varied time-series models.
  • String angular momentum is offered as an additional measure of currency-rate stability.
  • Demonstration simulations cover four currency pairs, but no comparative performance details are provided.

Tags

ForexStatistics
Full text
# Identification of market trends with string and D2-brane maps


# Identification of market trends with string and D2-brane maps









The multi dimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets. The objects are represented by open string with 2-endpoints and D2-brane, which are continuous enhancement of 1-endpoint open string model. We show how new object properties can change the statistics of the predictors, which makes them the candidates for modeling a wide range of time series systems. String angular momentum is proposed as another tool to analyze the stability of currency rates except the historical volatility. To show the reliability of our approach with application of string models for time series forecasting we present the results of real demo simulations for four currency exchange pairs.

Shown in full with attribution under the source's licence. Licence: abstract CC0

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.