The Complexity of Latin-American Stock Market using a Behavioral Cellular Automaton Model

The aim of this research is to evaluate the complexity level of Latin-American stock market using a cellular automaton model. For this purpose six indexes are studied: COLCAP, IPSA, MERVAL, MEXBOL, SPBLPGPT and IBOV respectively, during the period 2004 and 2016. The series are analyzed from their st...

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Autores:
Tipo de recurso:
http://purl.org/coar/resource_type/c_7070
Fecha de publicación:
2017
Institución:
Universidad Pedagógica y Tecnológica de Colombia
Repositorio:
RiUPTC: Repositorio Institucional UPTC
Idioma:
spa
OAI Identifier:
oai:repositorio.uptc.edu.co:001/11960
Acceso en línea:
https://revistas.uptc.edu.co/index.php/cenes/article/view/5421
https://repositorio.uptc.edu.co/handle/001/11960
Palabra clave:
behavioral finance
underlying principles
computational techniques
simulation modeling.
finanzas conductuales
principios subyacentes
técnicas computacionales
modelado y simulación.
Rights
License
http://creativecommons.org/licenses/by-nc-sa/4.0