Mathematical and Statistical Methods for Actuarial Sciences and Finance

A pattern recognition algorithm 259

01−Jul−20041.15 01−Oct−2004 01−Jan−2005

1.2

1.25

1.3

1.35

1.4

Time

Euro−Dollar exchange rate

01−Jul−20071.3 01−Oct−2007 01−Jan−2008

1.35

1.4

1.45

1.5

Euro−Dollar exchange rate

01−Jul−2007 01−Oct−2007 01−Jan−2008

0

0.2

0.4

Time

Profit

Fig. 2.Trading phase using as training period the second semester of 2004

01−Jan−20061.18 01−Apr−2006 01−Jul−2006

1.2

1.22

1.24

1.26

1.28

1.3

Time

Euro−Dollar exchange rate

01−Jul−20071.3 01−Oct−2007 01−Jan−2008

1.4

1.5

Euro−Dollar exchange rate

01−Jul−2007 01−Oct−2007 01−Jan−2008

0

Time

Profit

Fig. 3.Trading phase using as training period the first semester of 2006