RT Report
T1 El modelo SFI : propuesta de inclusión de variables informacionales y adaptación de la función de utilidad
A1 Rojí Ferrari, Salvador
AB 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.
PB Facultad de Ciencias Económicas y Empresariales. Decanato
SN 2255-5471
YR 2003
FD 2003
LK https://hdl.handle.net/20.500.14352/64483
UL https://hdl.handle.net/20.500.14352/64483
LA spa
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RD 5 may 2024