TY - JFULL AU - M. A. Torkamani and S. Mahmoodzadeh and S. Pourroostaei and C. Lucas PY - 2007/7/ TI - Chaos Theory and Application in Foreign Exchange Rates vs. IRR (Iranian Rial) T2 - International Journal of Economics and Management Engineering SP - 264 EP - 269 VL - 1 SN - 1307-6892 UR - https://publications.waset.org/pdf/914 PU - World Academy of Science, Engineering and Technology NX - Open Science Index 6, 2007 N2 - Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom. ER -