Comportamiento Accionario según el Análisis de Fourier
Article Sidebar
Main Article Content
Abstract
Este artículo presenta herramientas muy precisas, enespecial el análisis de Fourier (Carr y Madan, 1999), que seutilizan en otras disciplinas con resultados prácticos, como laingeniería, para analizar el comportamiento del precio de lasacciones en la bolsa, tanto en inversiones a largo plazo como amuy corto plazo. El concepto es aplicable al estudio de señalesdigitalizadas así como al mercado de divisas o a la bolsa devalores. Dada la actual crisis económica, es vital conocer lamayor cantidad de información posible a la hora de tomar unadecisión de inversión. Mucha de esta información se encuentraen el precio mismo y su historial. Se cuestiona, además, laimportancia de la velocidad de muestreo del precio de la accióna la hora de tomar decisiones de inversión de muy corto plazo,así como la de los parámetros calculados sobre estos datos. Coneste fin se emplean técnicas usadas en ingeniería para estudiarseñales, tales como la transformada discreta de Fourier, losfiltros y la teoría de muestreo.
ABSTRACT
This article presents very precise tools, specifically a Fourieranalysis (Carr and Madan, 1999) used with practical results inother disciplines such as engineering, to analyze the behavior ofshare prices in stock markets, in long as well as in really shortterms. The concept is applicable to the study of digital signalsas well as in the currency or stock markets. Due to the currenteconomic crisis, it is paramount to know the greatest amountof information in order to make an investment decision. Muchof this information is in the share price and its history. Theimportance of the speed of sampling of share prices at thetime of making very short term investment decisions is alsoquestioned, as well as the parameters calculated from thesedata. To this end techniques used in engineering to studysignals, such as the discrete Fourier transform, filters andsampling theory are used.
Article Details
The digital version of the journal is registered under the BY-NC-ND 4.0 Creative Commons license. Therefore, this work may be copy and redistribute the material in any medium or format, as long as you give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
The authors keep the copyright and give the journal the right of the first publication and the possibility of editing, reproducing, distributing, exhibiting and communicating in the country and abroad through printed and electronic means. On the other hand, the author declares to assume the commitment on any litigation or claim related to the rights of intellectual property, exonerating of responsibility to the Business School of the Costa Rica Institute of Technology.