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Your search keyword '"Alexis Rodriguez Carranza"' showing total 2 results
Start Over Author "Alexis Rodriguez Carranza" Publisher universidad nacional de trujillo
2 results on '"Alexis Rodriguez Carranza"'

1. Analysis of the behavior of the flow of prices in the financial market using the entropy of information

Author

José Luis Ponte Bejarano, Juan Carlos Ponte Bejarano, and Alexis Rodriguez Carranza

Subjects
information entropy, time series of prices, financial market, Applied mathematics. Quantitative methods, T57-57.97, Mathematics, QA1-939
Abstract

In the present work it is indicated that the entropy of the information is the most appropriate tool to analyze the behavior of the flow of prices in the financial market. For this, the following points are mentioned: general concepts of chaos theory applied to the financial market, concept of dynamic systems applied to the flow of prices, time series of prices and the entropy of information applied to the flow of prices in the financial market.

Published
2023
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2. MEASURING THE COMPLEXITY IN THE PERUVIAN FINANCIAL MARKET

Author

Juan C. Ponte Bejarano and Alexis Rodriguez Carranza

Subjects
Phenomenon, Attractor, Degrees of freedom, Calculus, Dimension (data warehouse), Mathematical economics, Mathematics
Abstract

Information on the complexity of a phenomenon, may be obtained by measuring their levels of libertad.Asimismo that phenomenon paths converge to an attractor set, the degrees of freedom of the system, are the degrees of freedom of atractor. In this article we study the presence of an attractor for the dynamic set in the nancial market and estimate its dimension. They will be used the ideas of reconstruction of attractors using delay coordinates Takes and applications are centered in the peruvian nancial market.

Published
2015
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