The Statistical Analysis about Variation in the Stock Market

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dc.contributor.advisorGuerrero-González, Neilspa
dc.contributor.advisorAgudelo-Aguirre, Alberto Antoniospa
dc.contributor.authorCzerny, Melaniespa
dc.date.accessioned2020-04-01T00:11:27Zspa
dc.date.available2020-04-01T00:11:27Zspa
dc.date.issued2019spa
dc.description.abstractThe key objective of this paper is to investigate patterns in the German Stock Exchange which allows to make predictions about stock price behaviour. To find these patterns, the stock price data is classified and divided into different segments, by making use of Signal Processing, to be more specific, the Moving Average Filter. The methodology is developed on MATLAB with the company Continental AG, which is part of the DAX. The time period examined is 1998 to 2018 on a daily base. The analysis shows that there are patterns in the stock market and that it can be divided into segments.spa
dc.description.abstractEl objetivo clave de este trabajo es investigar patrones en la bolsa alemana el cual nos permite hacer predicciones del comportamiento de los precios del mercado. Para encontrar estos patrones, los precios están clasificados y divididos en diferentes segmentos usando el método Signal Processing, más especifico el Moving Average Filter. La metodología está desarrollada en MATLAB con los datos de la empresa Continental AG, la cual es parte del DAX. La muestra corresponde a 20 años comprendidos entre 1998 y 2018 con periodos diarios. El análisis muestra que hay patrones en el mercado y que se puede dividir en segmentos de comportamiento similar.spa
dc.description.additionalA thesis submitted in fulfilment of the requirements for award of Master of Business Administration (M. Sc.) Double Degree To the European University Viadrina And Universidad Nacional de Colombia.spa
dc.description.degreelevelMaestríaspa
dc.format.extent61spa
dc.format.mimetypeapplication/pdfspa
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/77393
dc.language.isoengspa
dc.publisher.branchUniversidad Nacional de Colombia - Sede Manizalesspa
dc.publisher.departmentDepartamento de Administraciónspa
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dc.rightsDerechos reservados - Universidad Nacional de Colombiaspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.licenseAtribución-SinDerivadas 4.0 Internacionalspa
dc.rights.spaAcceso abiertospa
dc.rights.urihttp://creativecommons.org/licenses/by-nd/4.0/spa
dc.subject.ddc330 - Economía::332 - Economía financieraspa
dc.subject.proposalGerman stock exchangeeng
dc.subject.proposalBolsa de valores - Alemaniaspa
dc.subject.proposalProcesamiento de señalesspa
dc.subject.proposalSignal processingeng
dc.subject.proposalPattern classificationeng
dc.subject.proposalClasificación de patronesspa
dc.subject.proposalPredictioneng
dc.subject.proposalPredicciónspa
dc.titleThe Statistical Analysis about Variation in the Stock Marketspa
dc.typeTrabajo de grado - Maestríaspa
dc.type.coarhttp://purl.org/coar/resource_type/c_bdccspa
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
dc.type.contentTextspa
dc.type.driverinfo:eu-repo/semantics/masterThesisspa
dc.type.versioninfo:eu-repo/semantics/acceptedVersionspa
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2spa

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