Artificial markets under a complexity perspective

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Borradores de Economía; No. 510

Date published

2008-04-18

Date

2008-04-18

Authors

Reveiz-Herault, Alejandro

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ISBN

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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

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

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JEL Codes

G1 - General Financial Markets

Temática

Keywords

Keywords

Adaptive agents , Artificial markets , Constrained generating procedures , Fuzzy logic and genetic algorithms

Citation

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https://repositorio.banrep.gov.co/handle/20.500.12134/5527
 https://hdl.handle.net/20.500.12134/5527
 https://ideas.repec.org/p/bdr/borrec/510.html
 https://doi.org/10.32468/be.510

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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito