Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/68907
Title: Analysis of financial markets: technical analysis against time series
Author: Guardia Berdiell, Arnau
Director: Vives i Santa Eulàlia, Josep, 1963-
Keywords: Mercat financer
Tesis
Anàlisi de sèries temporals
Preus
Models economètrics
Financial market
Theses
Time-series analysis
Pricing
Econometric models
Issue Date: 15-Jul-2015
Abstract: Financial Markets are studied in different ways, in this piece of work we study and compare two of the most common types of analysis: Technical Analysis and Time Series. The first one is focused on the evolution of market prices, mainly through the use of graphics. It tries to find chart patterns, with the purpose of predicting future trends of prices. In the second type of analysis we will study the data and we will try to find a model that adjusts the best possible way to the data given. The purpose is to find a model to with we can extrapolate the data in the future, and then, make it operational in the market. The goal of my work is to study Technical Analysis and Time Series separately. Finally, I intend to compare them and try to choose which one is more productive.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2015, Director: Josep Vives i Santa Eulàlia
URI: http://hdl.handle.net/2445/68907
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques
Programari - Treballs de l'alumnat

Files in This Item:
File Description SizeFormat 
memoria.pdfMemòria980.12 kBAdobe PDFView/Open
codi_font.zipCodi font1.18 MBzipView/Open


This item is licensed under a Creative Commons License Creative Commons