Context Fractal Market Price Policy

Abstract

In this paper we present geometric modeling fractal stations prices of Capital Markets in Paris, Frankfurt, London, Tokyo, New York and Mexico. The goal of this paper is to achieve a better return on investments made in time Ex Ante and to serve as references in time iterative Ex Post. In order to achieve this objective, we use the methodology of geographic information systems and implement GIS’F fractal analysis of recurrence via Harmonic, Fourier series, unlike terms, three dimensional sphere and Fresnel diffraction fields of action of the market for their buying and selling functions.