Iteración fractal de computo IFS en los mercados financieros

  1. MARÍA- RAMOS ESCAMILLA
  2. MARIA JESUS- SEGOVIA VARGAS
  3. MARTA- MIRANDA GARCÍA
Revista:
Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

ISSN: 1575-605X

Any de publicació: 2013

Títol de l'exemplar: Serie Monografías. Métodos cuantitativos e informática

Volum: 4

Número: 1

Pàgines: 223-244

Tipus: Article

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Altres publicacions en: Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

Resum

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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