I. Meca Sáez, J. J. López Espin, J. J. Rodríguez Sala, A. Rabasa Dolado

El Mercado FOREX (o mercado de divisas) es un mercado que posibilita el flujo monetario en el comercio internacional. En él las diferentes monedas nacionales cotizan por pares (p.e.: Euro/Dolar), de forma que cada uno de esos pares genera un flujo de datos cuyo estudio se puede abordar desde el enfoque de las series temporales. En el ámbito del trading es habitual usar este mercado para realizar operaciones de inversión y/o especulación (como las bolsas de acciones). Desde hace unos años, gracias al acceso que Internet permite a estas series de datos y a la posibilidad de poner órdenes de compra/venta de forma remota, se han venido investigando diferentes estrategias para especular en estos mercados mediante robots informáticos. En este trabajo presentamos un estado del arte de algunas de las técnicas algorítmicas más conocidas empleadas en la modelización de este tipo de series, así como la comparación y estudio de su eficiencia en la predicción.

Keywords: FOREX, Series Temporales, Trading Algorítmico.

Scheduled

Time series
June 9, 2022  5:10 PM
A11


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