  The multi dimensional string objects are introduced as a new alternative for
an application of string models for time series forecasting in trading on
financial markets. The objects are represented by open string with 2-endpoints
and D2-brane, which are continuous enhancement of 1-endpoint open string model.
We show how new object properties can change the statistics of the predictors,
which makes them the candidates for modeling a wide range of time series
systems. String angular momentum is proposed as another tool to analyze the
stability of currency rates except the historical volatility. To show the
reliability of our approach with application of string models for time series
forecasting we present the results of real demo simulations for four currency
exchange pairs.
