Diagnosis of the predictive power of fundamental analysis and signal extraction techniques.

Authors

  • Fidel de la Oliva de Con Universitu of Havana
  • Alejandro García Figal University of Havana

Keywords:

exchange rates, currency market, macroeconomic indicators, signals

Abstract

The objective of this work is to make a diagnosis of the predictive power of the selected techniques, applying them in an ex-post prediction of the trend of the euro-dollar exchange rate (EUR / USD) to compare the results with the reality occurred, checking the reliability of the selected techniques.

Author Biographies

Fidel de la Oliva de Con, Universitu of Havana

Doctor en Ciencias Económicas (2001), Máster en Finanzas (1997) y Profesor Titular de la Universidad de la Habana con 30 años de experiencia en docencia e investigaciones. Tiene formación posgraduada en Suiza y España. Coordinador del programa de Doctorado en Ciencias Contables y Financieras de esta universidad (2014), vicedecano de la Facultad de Contabilidad y Finanzas (2011-2017), vicepresidente de la Comisión Científico de la Carrera homónima (2011), Presidente del Consejo Científico de la Facultad (2002-2018), nominado a Académico Titular de la Academia de Ciencias de Cuba (2018). Ha impartido docencia, conducido investigaciones o desarrollado trabajos de consultoría en varias universidades y organizaciones de Cuba, Ecuador, Bolivia, Haití y Martinica. Es consultor del Programa de Naciones Unidas para el Desarrollo (PNUD).

Alejandro García Figal, University of Havana

Licenciado en Contabilidad y Finanzas (2019), profesor adiestrado de la Universidad de la Habana.

References

Doctor en Ciencias Económicas (2001), Máster en Finanzas (1997) y Profesor Titular de la Universidad de la Habana con 30 años de experiencia en docencia e investigaciones. Tiene formación posgraduada en Suiza y España. Coordinador del programa de Doctorado en Ciencias Contables y Financieras de esta universidad (2014), vicedecano de la Facultad de Contabilidad y Finanzas (2011-2017), vicepresidente de la Comisión Científico de la Carrera homónima (2011), Presidente del Consejo Científico de la Facultad (2002-2018), nominado a Académico Titular de la Academia de Ciencias de Cuba (2018). Ha impartido docencia, conducido investigaciones o desarrollado trabajos de consultoría en varias universidades y organizaciones de Cuba, Ecuador, Bolivia, Haití y Martinica. Es consultor del Programa de Naciones Unidas para el Desarrollo (PNUD).

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Published

30-06-2019

How to Cite

de la Oliva de Con, F., & García Figal, A. (2019). Diagnosis of the predictive power of fundamental analysis and signal extraction techniques. Cuban Magazine of Finance and Prices, 3(2), 32–43. Retrieved from https://www.mfp.gob.cu/revista/index.php/RCFP/article/view/05_V3N22019_FOCyAGF

Issue

Vol. 3 No. 2 (2019): abril - junio

Section

Research articles

License

Copyright (c) 2019 Fidel de la Oliva de Con, Alejandro García Figal

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