Scientific journal NRU ITMO
Series "Economics and Environmental Management"
Registration certificate ЭЛ № ФС 77 – 55411 от 17.09.2013
registered by the Federal Inspectorate Service for Communication, Information Technologies and Communication Media

MARCH 2012 (published: 01.03.2012)

Number 1(10)

Home > Issue > Fractal Approach to Exchange Crisis Forecasting

UDC 338.27

Fractal Approach to Exchange Crisis Forecasting

Gafarova E.A., Dobikova D.V.

Nowadays the problem of forecasting the economic crisis is very important. A new approach to exchange crisis forecasting is the fractal analysis. In this article we introduce two fractal dimension estimation methods applying to computer information processing – R/S-analysis and K-method. Fractal approach allows us to forecast periods of instability and currency devaluation.
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Keywords: economic crisis , exchange rate, fractal, fractal dimension, R/S-analysis, K-method, “moving window” method

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