关键词: 分形, 小波变换, 外汇市场, 插值模型, 迭代算法

Abstract:

in order to analyze and evaluate the tendency of foreign exchange market and to provide decision basis the foreign exchange control,two methods,namely the wavelet transform and the multi.differentiation analysis.are adopted tO reveal a self-similarity and a fractal characteristic of the variation of foreign exchange prices. Then,a fractal interpolation model is put forward for the foreign exchange sequencing ,and an interpolated iterative algo-rithm is presented to predict the tendency of the foreign exchange market.The analysis of practical cases shows that the proposed fractal interpolation method is better than the traditional interpolation methods in the approaching to the foreign exchange curve.it makes possible the prediction of future foreign exchange market

Key words: fractal, wavelet transform , foreign exchange market, interpolation model, iterative algorithm