Número:
495
Publicado:
Clasificación JEL:
G11, G14, G32
Palabras clave:
Portfolio Management, Complexity Theory, Artificial Intelligence
Lo más reciente
Lukas Delgado-Prieto, Andrea Sofía Otero-Cortés, Andrés Calderón
Julián Andrés Parra-Polanía, Carmiña Ofelia Vargas-Riaño
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