Borradores de Economia
Número:
495
Publicado:
Clasificación JEL:
G11, G14, G32
Palabras clave:
Portfolio Management, Complexity Theory, Artificial Intelligence
Lo más reciente
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
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This paper approaches active management of baskets of currencies from the perspective of Complexity theory, where the market is analysed as a Complex Adaptive system. A basket of currencies is constructed using objective probabilities (propensities) and a