This work presents a novel method of reconstructing some relevant characteristics of exchange rate time series by the superposition of two components: a mostly deterministic one, the chaos game as expressed by the Yuan/USD exchange rate and a purely stochastic one, Gaussian white noise. We...

In this paper, we present an analysis of the self-similar characteristics of the temporal series describing the daily exchange rate of the Romanian currency unit “Leu” (ROL) with respect to the US Dollar (USD). The relevance of this investigation consists in the exchange rate being a proper...