Escudo de la República de Colombia
Sistema Nacional de Biliotecas - Repositorio Institucional Universidad Nacional de Colombia Biblioteca Digital - Repositorio Institucional UN Sistema Nacional de Bibliotecas UN

Modeling of investment strategies in stocks markets: an approach from multi agent based simulation and fuzzy logic

Escobar Garcés, Alejandro and Moreno Cadavid, Julián and Múnera Álvarez, Sebastián Fernando (2010) Modeling of investment strategies in stocks markets: an approach from multi agent based simulation and fuzzy logic. Dyna; Vol. 77, núm. 163 (2010); 211-221 DYNA; Vol. 77, núm. 163 (2010); 211-221 2346-2183 0012-7353 .

Texto completo

[img]
Vista previa
PDF
473kB

URL oficial: http://revistas.unal.edu.co/index.php/dyna/article...

Resumen

This paper presents a simulation model of a complex system, in this case a financial market, using a Multi-Agent Based Simulation approach. Such model takes into account microlevel aspects like the Continuous Double Auction mechanism, which is widely used within stock markets, as well as investor agents reasoning who participate looking for profits. To model such reasoning several variables were considered including general stocks information like profitability and volatility, but also some agent’s aspects like their risk tendency. All these variables are incorporated throughout a fuzzy logic approach trying to represent in a faithful manner the kind of reasoning that nonexpert investors have, including a stochastic component in order to model human factors.

Tipo de documento:Artículo - Article
Información adicional:Derechos de autor reservados
Palabras clave:MABS, Stock Market, Continuous Double Auction, Fuzzy Logic.
Unidad administrativa:Revistas electrónicas UN > Dyna
Código ID:27684
Enviado por : Dirección Nacional de Bibliotecas STECNICO
Enviado el día :27 Junio 2014 18:53
Ultima modificación:20 Junio 2018 02:10
Ultima modificación:20 Junio 2018 02:10
Exportar:Clic aquí
Estadísticas:Clic aquí
Compartir:

Solamente administradores del repositorio: página de control del ítem

Vicerrectoría de Investigación: Número uno en investigación
Indexado por:
Indexado por Scholar Google WorldCat DRIVER Metabiblioteca OAIster BASE BDCOL Registry of Open Access Repositories SNAAC Red de repositorios latinoamericanos eprints Open archives La referencia Tesis latinoamericanas OpenDOAR CLACSO
Este sitio web se ve mejor en Firefox