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Simulación de mercados financieros

Authors: Montero Montero, Aarón;

Simulación de mercados financieros

Abstract

Este proyecto tiene como objetivo reproducir el marco de estudio del artículo Price manipulation in an experimental asset market, un estudio sobre la influencia que puede tener un agente manipulador, un robot que realiza operaciones bursátiles con la intención de distorsionar el mercado y así tratar de obtener un beneficio de sus operaciones, sobre el comportamiento del resto de brokers. Permitiendo así continuar con el trabajo de Helena Veiga y Marc Vorsatz, simulando en esta ocasión el comportamiento de los brokers humanos. Para dicha tarea, emplearemos la aplicación de simulación en fase de desarrollo SDLPS, elaborada por el LCFIB y dirigida por Pau Fonseca i Casas, la cual nos permite realizar simulaciones mediante el uso de diagramas que sigan el estándar definido por el Specification and Description Language (SDL), un lenguaje formal de la ITU. (Doldi, 2003) Nuestro proyecto consistirá, por tanto, en construir un modelo de simulación mediante diagramas SDL, el cual funcionará sobre SDLPS proporcionandonos unos resultados, sobre los cuales validaremos nuestro modelo de simulación y estableceremos nuestras conclusiones.

Country
Spain
Keywords

Capital market -- Computer simulation, SDL, :Economia i organització d'empreses [Àrees temàtiques de la UPC], Mercats financers -- Simulació per ordinador, Àrees temàtiques de la UPC::Economia i organització d'empreses, SDLPS, Specification and Description Language

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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