Exchange Rate determination: Four-Force Currency Dynamic Structural Math’s Model

Nowadays, international currency market fluctuation like a gambling market, conventional theory may not be sophisticate enough to explain the market situation, and most importantly market is not solely developed from the market itself, but rather from the dominated force to determinate. So, in order to understand more about the market sentiment. We advocate Exchange rate dynamics should be observe by emerge from the interplay of multiple competing forces rather than solely from an open market. This study proposes the Four-Force Currency Dynamic Math’s Model, analyzing interactions among G7 strategic actions, central bank interventions, hedge fund speculation, and citizen expectations to predict currency trajectories. Our model reinterprets the J-curve effect through force dominance hierarchies, compatible with the Marshall-Lerner condition, offering predictive power for exchange rate movements.