Modelo de autómatas celulares para la dinámica de un mercado financiero: estrategias, imitación y estados de ánimo
We present a model of artificial market generated by heterogeneous agents to simulate the stylized facts observed in real markets. This model, from the minimalist approach of a complex system, intended to reproduce these phenomena with minimum cost and generate a parametric heuristic scalable in com...
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| Formato: | Articulo |
| Lenguaje: | Español |
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2018
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| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/71840 https://revistas.unlp.edu.ar/Economica/article/view/6017 |
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| Sumario: | We present a model of artificial market generated by heterogeneous agents to simulate the stylized facts observed in real markets. This model, from the minimalist approach of a complex system, intended to reproduce these phenomena with minimum cost and generate a parametric heuristic scalable in complexity from a stochastic micro-foundation and a price mechanism that includes bounded rationality, imitation, adaptation and moods. |
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