Borradores de Economia
Número:
495
Publicado:
Clasificación JEL:
G11, G14, G32
Palabras clave:
Portfolio Management, Complexity Theory, Artificial Intelligence
Lo más reciente
Juan Camilo Laborde-Vera
Oscar Iván Ávila-Montealegre, Juan José Ospina-Tejeiro, Anderson Grajales, Mario Andrés Ramos-Veloza
Mario Andrés Ramos-Veloza, Sara Naranjo-Saldarriaga, José Pulido
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