Lecturas en finanzas - Learning and Institutional Factors in a Market with Artificially Intelligent Adaptive Agents: A case study of the Colombian Foreign Exchange Market

Autores

Identificador

1072864

Fecha de publicación

2001

Forma obra

Tesis

Lugar de producción

Bogotá: Banco de la República, 2001

Nota de edición

Digitalización realizada por la Biblioteca Virtual del Banco de la República (Colombia)

Materias

Ciencias sociales; Ciencias sociales / Economía; Ciencias sociales / Economía / Economía internacional
O - Desarrollo económico, cambio tecnológico y crecimiento; O3 - Cambio tecnológico, investigación y desarrollo (i+d); O32 - Gestión de la innovación tecnológica y de la i + d
Agentes adaptativos; Inteligencia artificial; Mercados internacionales; Mercados de valores; Política económica; Macroeconomía

Notas

Colombia
Derechos reservados - Banco de la República
Gerencia Técnica
Lecturas en finanzas (1999-2009)
The focus of this study is to build, from the “bottom-up”, a market with artificially intelligent adaptative agents based on the institutional arrangement –monetary policy, regulations, trading conventions– of the Colombian Foreign Exchange Market prevailing between December 1994 and September 1999 in order to determine simple agents´ design, rules and interactions that are sufficient to create interesting behaviours at the macroscopic level – emerging patterns that replicate the properties of the time series from the case study. Tomado del resumen de este documento
Introduction: Motivation for and Intended Contribution of the Thesis. Pág. 1 Chapter 1: Artificial Adaptative Agent Models in Economics. Pág. 6 Chapter 2: A Complexity perspective in Financial Markets. Pág. 35 Chapter 3: Building Financial Markets with Artificially Intelligent Agents: A Soft Computing Approach. Pág. 66 Chapter 4: Preliminary Analysis ans Statistical Tools. Pág. 145 Chapter 5. Case Study: The Colombian Foreign Exchange Market. Pág. 163 Chapter 6. Artificial Market Results and Conclusions. Pág. 210 Chapter 7. Conclusions and Implications for Future Research. Pág. 241 References. Pág. 248

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Enlaces

Revéiz Herault, Alejandro C. Lecturas en finanzas - Le...

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@Misc{BVMC:1072864, author = {Revéiz Herault, Alejandro C.}, title = {Lecturas en finanzas - Learning and Institutional Factors in a Market with Artificially Intelligent Adaptive Agents: A case study of the Colombian Foreign Exchange Market}, url = {https://www.cervantesvirtual.com/obra/lecturas-en-finanzas--learning-and-institutional-factors-in-a-market-with-artificially-intelligent-adaptive-agents-a-case-study-of-the-colombian-foreign-exchange-market-1072864} }