Evidence of chaos and nonlinear dynamics in the Peruvian financial market

الأصل · EN

Physicists experimentalists use a large number of observations of a phenomenon, where are the unknown equations that describe it, in order to play the dynamics and obtain information on their future behavior. In this article we study the possibility of reproducing the dynamics of the phenomenon using only a measurement scale. The Whitney immersion theorem ideas are presented and generalization of Sauer for fractal sets to rebuild the asymptotic behaviour of the phenomena and to investigate, chaotic behavior evidence in the reproduced dynamics. The applications are made in the financial market which are only known stock prices.