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El modelo SFI : propuesta de inclusión de variables informacionales y adaptación de la función de utilidad

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Rojí Ferrari, Salvador (2003) El modelo SFI : propuesta de inclusión de variables informacionales y adaptación de la función de utilidad. [ Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales; nº 11, 2003, ISSN: 2255-5471 ]

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Official URL: http://eprints.ucm.es/6809/




Abstract

Este trabajo propone adaptar el modelo bursátil artificial de Santa Fe en varios puntos resumidos en: sustitución de la función de utilidad exponencial por la potencial, heterogeneidad parcial de dicha función, mejora del proceso de aprendizaje, inclusión de normas de contagio, de creencias, y de influencia informacional, y heterogeneidad de horizontes temporales. El trabajo ofrece una introducción a la Econofísica, las disciplinas ACE y ACF, y los sistemas adaptativos complejos, e incluye otro modelo representativo basados en los agentes como marco para poder analizar el modelo de Santa Fe.


Item Type:Working Paper or Technical Report
Uncontrolled Keywords:Modelos de simulación basados en los agentes, Sistemas adaptativos complejos, Procesos de aprendizaje.
Subjects:Social sciences > Economics > Economics
Series Name:Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales
Volume:2003
Number:11
ID Code:6809
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Deposited On:30 Nov 2007
Last Modified:11 Nov 2015 11:00

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