Information on the complexity of a phenomenon, may be obtained by measuring their levels of libertad.Asimismo that phenomenon paths converge to an attractor set, the degrees of freedom of the system, are the degrees of freedom of atractor. In this article we study the presence of an attractor for the dynamic set in the nancial market and estimate its dimension. They will be used the ideas of reconstruction of attractors using delay coordinates Takes and applications are centeredin the peruvian nancial market.

Information on the complexity of a phenomenon, may be obtained by measuring their levels of libertad.Asimismo that phenomenon paths converge to an attractor set, the degrees of freedom of the system, are the degrees of freedom of atractor. In this article we study the presence of an attractor for the dynamic set in the nancial market and estimate its dimension. They will be used the ideas of reconstruction of attractors using delay coordinates Takes and applications are centeredin the peruvian nancial market.

Transfer of energy from large to small scales in turbulent flows is described as a flux of energy from small wave numbers to large wave numbers in the spectral representation of the Navier-Stokes equation. The problem of resolving the relevant scales in the flow corresponds in the spectral representation to determining the spectral truncation at large wave numbers. The effective number of degrees of freedom in the flow depends on the Reynolds number and a numerical simulation of the Navier Stokes equation for high Reynolds numbers is impractical without some sort of reduction of the number of degrees of freedom. The shell models are constructed to obey the same conservation laws and symmetries as the Navier Stokes equation as an alternative. In this work we present the Sabra shell model for the study of the energy cascade of turbulence and we will show numerically that the energy dissipa...

In the present work it is indicated that the entropy of the information is the most appropriate tool to analyze the behavior of the flow of prices in the financial market. For this, the following points are mentioned: general concepts of chaos theory applied to the financial market, concept of dynamic systems applied to the flow of prices, time series of prices and the entropy of information applied to the flow of prices in the financial market.

In the present work, necessary and sufficient optimality conditions are presented for the solution to a mínimum time problem. These conditions are established by the principle of the Pontryagin maximum, as a necessary and sufficient condition. In addition, the principle of the Pontryagin maximum is used in the search for the solution to an optimal control problem of mechanical origin.