Número:
495
Publicado:
Clasificación JEL:
G11, G14, G32
Palabras clave:
Portfolio Management, Complexity Theory, Artificial Intelligence
Lo más reciente
Martha Rosalba López-Piñeros, Eduardo Sarmiento G.
Diego A. Rodríguez-Pinilla, Luis Eduardo Castellanos-Rodríguez, Andrea López-Rodríguez, María del Pilar Esguerra Umaña
David Rios, Alex Pérez, Jaime Carabali, Luis Meneses
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