Mercados de agentes computacionales
AbstractLa microestructura de mercado analiza, entre otros aspectos, el impacto que la estructura de mercado o conjunto de reglas que gobiernan el funcionamiento de un mercado tiene sobre el comportamiento de los inversores y los costes que estos inversores sufren a la hora de realizar transacciones. Los mercados financieros de agentes computacionales o mercados financieros artificiales, basados en simulación, emergen como una novedosa y prometedora herramienta para el estudio de la microestructura. Los autores presentan la aplicación de esta técnica para el caso de un mercado financiero donde se negocia un único activo con riesgo.
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Bibliographic InfoPaper provided by Universidad Carlos III de Madrid in its series Open Access publications from Universidad Carlos III de Madrid with number info:hdl:10016/791.
Length: 67 p.
Date of creation: Jan 2005
Date of revision:
Publication status: Published in La Revista de Bolsa de Madrid (2005-01) v.enero, p.63-65
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Web page: http://www.uc3m.es
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