Iteración fractal de computo IFS en los mercados financieros

Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

ISSN: 1575-605X

Year of publication: 2013

Issue Title: Serie Monografías. Métodos cuantitativos e informática

Volume: 4

Issue: 1

Pages: 223-244

Type: Article

More publications in: Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA


In this paper we present a fractal analysis of prices of shares listed stations in the capital market, we take mathematical modeling tool iterated function systems, our goal is the determination of the Mandelbrot cardioid for setting support and resistance trends in the price range and support the central hypothesis that margin maximization is stochastic stock prices of the stock market in Mexico with international related self Frankfurt, London, Paris, Tokyo and New York and represent them with technical chartists and fractal mapping in their purchasing and selling.

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