Artificial markets under a complexity perspective

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Borradores de Economía; No. 510
Date published
2008-04-18
Date of last update
2008-04-18
Author
Reveiz-Herault, Alejandro
Document language
spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
The focus of this study is to build, from the "bottom-up", a market with artificially intelligent adaptive agents based on the institutional arrangement of the Colombian Foreign Exchange Market (1994-1999) in order to determine simple agents' design, rule
JEL Codes
G1 - General Financial MarketsG39 - Corporate Finance and Governance: OtherG12 - Asset Pricing; Trading Volume; Bond Interest Rates
Keywords
Adaptive agents ; Artificial markets ; Constrained generating procedures ; Fuzzy logic and genetic algorithms ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5527
https://hdl.handle.net/20.500.12134/5527
https://doi.org/10.32468/be.510
https://ideas.repec.org/p/bdr/borrec/510.html
https://ideas.repec.org/p/col/000094/004616.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit