Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/15513 |
Resumo: | Agent-Based Modelling is an approach for complex systems used to search for answers beginning with the analisis and construction of small components and their interactions. The observed results of the simulations are aggregated and derive from the combination of actions e interferences occurring in the microscopic level of the model. Thereby, leads to a bottom-up simulation. By meeting all the requirements, Financial Markets are perfect systems to use these models. This work implements an Agent-Based Financial Market Model composed by diverse agents interacting by themselves through a Dealing Center to trade two assets and counts on the service of Market Makers to promote market liquidity as seen in real markets. For this model to work, two types of agents that manage portfolios with both assets simultaneously are developed. The first one uses the Markowitz model meanwhile the second one uses Asset-Spread analysis techniques. Another contribution from this model is the analysis about the Objective Function on Assets Returns in the place of analysis on Prices. |
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Monch, ErichEscolas::EESPCosta, Oswaldo Luiz do ValleMarques, Alessandro MartimPinto, Afonso de Campos2016-02-23T20:09:31Z2016-02-23T20:09:31Z2016-01-26MONCH, Erich. Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016.http://hdl.handle.net/10438/15513Agent-Based Modelling is an approach for complex systems used to search for answers beginning with the analisis and construction of small components and their interactions. The observed results of the simulations are aggregated and derive from the combination of actions e interferences occurring in the microscopic level of the model. Thereby, leads to a bottom-up simulation. By meeting all the requirements, Financial Markets are perfect systems to use these models. This work implements an Agent-Based Financial Market Model composed by diverse agents interacting by themselves through a Dealing Center to trade two assets and counts on the service of Market Makers to promote market liquidity as seen in real markets. For this model to work, two types of agents that manage portfolios with both assets simultaneously are developed. The first one uses the Markowitz model meanwhile the second one uses Asset-Spread analysis techniques. Another contribution from this model is the analysis about the Objective Function on Assets Returns in the place of analysis on Prices.A abordagem de Modelos Baseados em Agentes é utilizada para trabalhar problemas complexos, em que se busca obter resultados partindo da análise e construção de componentes e das interações entre si. Os resultados observados a partir das simulações são agregados da combinação entre ações e interferências que ocorrem no nível microscópico do modelo. Conduzindo, desta forma, a uma simulação do micro para o macro. Os mercados financeiros são sistemas perfeitos para o uso destes modelos por preencherem a todos os seus requisitos. Este trabalho implementa um Modelo de Mercado Financeiro Baseado em Agentes constituído por diversos agentes que interagem entre si através de um Núcleo de Negociação que atua com dois ativos e conta com o auxílio de formadores de mercado para promover a liquidez dos mercados, conforme se verifica em mercados reais. Para operação deste modelo, foram desenvolvidos dois tipos de agentes que administram, simultaneamente, carteiras com os dois ativos. O primeiro tipo usa o modelo de Markowitz, enquanto o segundo usa técnicas de análise de spread entre ativos. Outra contribuição deste modelo é a análise sobre o uso de função objetivo sobre os retornos dos ativos, no lugar das análises sobre os preços.porPreçosMercadoEconomiaFinançasMercado financeiroAlgoritmos genéticosMétodos de simulaçãoEnsaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticosinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALDissertação de Mestrado - Erich Mönch - Final.pdfDissertação de Mestrado - Erich Mönch - Final.pdfapplication/pdf2025973https://repositorio.fgv.br/bitstreams/503dd0a9-363b-4d8d-8d35-0cee5d3bba1f/downloadde38aaf148f9e182e4795ab354285845MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/26652562-e555-465f-b477-b5b56d45ea83/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTDissertação de Mestrado - Erich 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dc.title.por.fl_str_mv |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
title |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
spellingShingle |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos Monch, Erich Preços Mercado Economia Finanças Mercado financeiro Algoritmos genéticos Métodos de simulação |
title_short |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
title_full |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
title_fullStr |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
title_full_unstemmed |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
title_sort |
Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos |
author |
Monch, Erich |
author_facet |
Monch, Erich |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Costa, Oswaldo Luiz do Valle Marques, Alessandro Martim |
dc.contributor.author.fl_str_mv |
Monch, Erich |
dc.contributor.advisor1.fl_str_mv |
Pinto, Afonso de Campos |
contributor_str_mv |
Pinto, Afonso de Campos |
dc.subject.por.fl_str_mv |
Preços Mercado |
topic |
Preços Mercado Economia Finanças Mercado financeiro Algoritmos genéticos Métodos de simulação |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Finanças Mercado financeiro Algoritmos genéticos Métodos de simulação |
description |
Agent-Based Modelling is an approach for complex systems used to search for answers beginning with the analisis and construction of small components and their interactions. The observed results of the simulations are aggregated and derive from the combination of actions e interferences occurring in the microscopic level of the model. Thereby, leads to a bottom-up simulation. By meeting all the requirements, Financial Markets are perfect systems to use these models. This work implements an Agent-Based Financial Market Model composed by diverse agents interacting by themselves through a Dealing Center to trade two assets and counts on the service of Market Makers to promote market liquidity as seen in real markets. For this model to work, two types of agents that manage portfolios with both assets simultaneously are developed. The first one uses the Markowitz model meanwhile the second one uses Asset-Spread analysis techniques. Another contribution from this model is the analysis about the Objective Function on Assets Returns in the place of analysis on Prices. |
publishDate |
2016 |
dc.date.accessioned.fl_str_mv |
2016-02-23T20:09:31Z |
dc.date.available.fl_str_mv |
2016-02-23T20:09:31Z |
dc.date.issued.fl_str_mv |
2016-01-26 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
MONCH, Erich. Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/15513 |
identifier_str_mv |
MONCH, Erich. Ensaios sobre mercados artificiais com dois ativos utilizando algoritmos genéticos. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2016. |
url |
http://hdl.handle.net/10438/15513 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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FGV |
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FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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