Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo

Juan José María Martínez
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Juan José María Martínez: CIETyMA-UNSAM

Económica, 2018, vol. 64, 46-94

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.

Keywords: Financial Markets; Stylized facts; Agent-based models; Simulation. (search for similar items in EconPapers)
JEL-codes: C63 D47 G14 (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:akh:journl:615

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