Borradores de Economia
Número:
495
Publicado:
Clasificación JEL:
G11, G14, G32
Palabras clave:
Portfolio Management, Complexity Theory, Artificial Intelligence
Lo más reciente
Remesas, crecimiento y convergencia económica regional: evidencia para los departamentos de Colombia
Clark Granger, Jhorland Ayala-García, Fabio Montenegro Aparicio
Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia
Diana Ricciulli-Marin, Mateo Uribe-Castro
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