An application of fractal wavelet to interpolation model for foreign exchange market investment prediction

摘要

An investigation into foreign exchange market, by using wavelet change and multi-differentiation method, reveals that the variation of foreign exchange prices is characterized by self-similarity and fractal. The foreign exchange data fluctuate at regular intervals, which indicates there is certain random rule governing all these seemingly arbitrary data. This paper adopts the fractal interpolation model and successfully approaches this random curve. By using fractal interpolation and wavelet, an iterated interpolation structure for exchange market prediction is constructed.