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- Title
MODELO DE AUTÓMATAS CELULARES PARA LA DINÁMICA DE UN MERCADO FINANCIERO: ESTRATEGIAS, IMITACIÓN Y ESTADOS DE ÁNIMO.
- Authors
MARÍA MARTÍNEZ, JUAN JOSÉ
- Abstract
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.
- Subjects
FINANCIAL markets; BUSINESS models; MARKET manipulation; BOUNDED rationality; DECISION making; BUSINESS development
- Publication
Economica (00130419), 2018, Vol 64, Issue 1, p46
- ISSN
0013-0419
- Publication type
Article