MODELING OF INVESTMENT STRATEGIES IN STOCKS MARKETS: AN APPROACH FROM MULTI AGENT BASED SIMULATION AND FUZZY LOGIC
This paper presents a simulation model of a complex system, in this case a financial market, using a MultiAgent 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 age...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2010-01-01
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| Series: | Dyna |
| Online Access: | http://www.redalyc.org/articulo.oa?id=49615099023 |