PoS - Proceedings of Science
Volume 427 - 11th International Conference of the Balkan Physical Union (BPU11) - S12-PSSAP Physics of Socioeconomic Systems and Applied Physics
Mechanical Analysis of Dollar Index Trend
D. Malivuk Gak* and Z. Rajilic
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Published on: October 02, 2023
Abstract
The paper presents a mechanical analysis of the U.S. Dollar Index trend, as one of possibilities of a new review of data obtained on the currency market. The close values of the U.S. Dollar Index on every first day of the month from January 1, 1971 to January 1, 2021 and weekly values of the U.S. Dollar Index from January 3, 2021 to November 13, 2022 have been considered as coordinates of unit mass particles. The Dollar index close values time series were transformed to the time dependent force parameters using Newton’s Second Law. According to the force parameter values obtained after solving differential equations, the behavior of the system can be roughly predicted.
DOI: https://doi.org/10.22323/1.427.0220
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