28 August 2022 to 1 September 2022
Serbian Academy of Sciences and Arts – SASA
Europe/Belgrade timezone

Mechanical Analysis of Dollar Index Trend

S12-PSSAP-202
29 Aug 2022, 18:00
1h 30m
Restaurant (Serbian Academy of Sciences and Arts - SASA)

Restaurant

Serbian Academy of Sciences and Arts - SASA

Board: S12-PSSAP-202
Poster presentation S12 Physics of Socioeconomic Systems and Applied Physics Poster session

Speaker

Dragana Malivuk Gak (University of Banja Luka, Faculty of Natural Sciences and Mathematics)

Description

In this paper is presented a mechanical analysis of dollar index trend, as one of the possibilities of a new review of data obtained on the stock market exchange. The close values of the dollar index on every first day of the month from January 1, 1971 to January 1, 2021 has been considered as coordinates of unit mass particle. Dollar index close values time series were transformed to the time dependent force parameters using Newton’s second law. According to the force parameters values obtained after solving nonlinear differential equations, the behavior of the system can be roughly predicted.

References:
1. J. P. Bouchaud and M. Potters, Theory of Financial Risks: From Statistical Physics to risk management, Cambridge University Press (2000)
2. Zoran Rajilic et al., J. Phys.: Conf. Ser. 1814 012004 (2021)

Primary authors

Dragana Malivuk Gak (University of Banja Luka, Faculty of Natural Sciences and Mathematics) Zoran Rajilic (University of Banja Luka, Faculty of Natural Sciences and Mathematics)

Presentation materials