Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5107573 | Contaduría y Administración | 2017 | 16 Pages |
Abstract
The main objective in this paper is developing a cellular automaton model where interact more than one kind of broker, where the use and exchange of information between the investors explain the complexity through the Hurst coefficient estimation, this, represents an efficient or random market when the value is equal to 0.5. Due to the variants proposed in this research it can be determined that should exist a rational component in the simulator in order to generate an efficient behavior.
Keywords
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Social Sciences and Humanities
Business, Management and Accounting
Accounting
Authors
Juan Benjamin Duarte Duarte, Leonardo Hernán Talero Sarmiento, Katherine Julieth Sierra Suárez,