dc.creator | Reveiz-Herault, Alejandro |
dc.date.created | 2008-04-18 |
dc.date.issued | 2008-04-18 |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5527 |
dc.description.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 |
dc.format.mimetype | PDF |
dc.language.iso | spa |
dc.publisher | Banco de la República |
dc.relation.ispartof | Documentos de Trabajo |
dc.relation.ispartofseries | Borradores de Economía |
dc.relation.isversionof | Borradores de Economía; No. 510 |
dc.rights.accessRights | Open Access |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ |
dc.title | Artificial markets under a complexity perspective |
dc.type | Working Paper |
dc.subject.jel | G1 - General Financial Markets |
dc.subject.jel | G39 - Corporate Finance and Governance: Other |
dc.subject.jel | G12 - Asset Pricing; Trading Volume; Bond Interest Rates |
dc.subject.keyword | Adaptive agents |
dc.subject.keyword | Artificial markets |
dc.subject.keyword | Constrained generating procedures |
dc.subject.keyword | Fuzzy logic and genetic algorithms |
dc.subject.lemb | Mercado financiero -- Colombia -- 1994-1999 |
dc.subject.lemb | Bolsa de valores -- Colombia -- 1994-1999 |
dc.subject.lemb | Mercado de capitales -- Colombia -- 1994-1999 |
dc.type.spa | Documentos de trabajo |
dc.rights.spa | Acceso abierto |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 |
dc.subject.jelspa | G39 - Gobierno y financiación de la empresa: Otros |
dc.subject.jelspa | G1 - Mercados financieros en general |
dc.subject.jelspa | G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos |
dc.type.hasversion | Published Version |
dc.coverage.sucursal | Bogotá |
dc.relation.doi | https://doi.org/10.32468/be.510 |
dc.rights.disclaimer | 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. |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/510.html |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/004616.html |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5527 |
dc.source.handleRepec | RePEc:col:000094:004616 |
dc.source.handleRepec | RePEc:bdr:borrec:510 |