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

Authors

  • José Luis Ponte Bejarano Instituto de Investigación en Matemáticas, Departamento de Matemáticas, Universidad Nacional de Trujillo, Trujillo, Perú. https://orcid.org/0000-0002-4997-7950
  • Juan Carlos Ponte Bejarano Instituto de Investigación en Matemáticas, Departamento de Matemáticas, Universidad Nacional de Trujillo, Trujillo, Perú.
  • Alexis Rodriguez Carranza Instituto de Investigación en Matemáticas, Departamento de Matemáticas, Universidad Nacional de Trujillo, Trujillo, Perú.

DOI:

https://doi.org/10.17268/sel.mat.2023.01.15

Keywords:

Information entropy, time series of prices, financial market

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.

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Published

2023-07-26

How to Cite

Ponte Bejarano, J. L., Ponte Bejarano, J. C. ., & Rodriguez Carranza, A. (2023). Analysis of the behavior of the flow of prices in the financial market using the entropy of information. Selecciones Matemáticas, 10(01), 164 - 172. https://doi.org/10.17268/sel.mat.2023.01.15

Issue

Vol. 10 No. 01 (2023): January - July

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Articles

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