dc.creator | Talero Sarmiento, Leonardo Hernán | |
dc.creator | Duarte Duarte, Juan Benjamín | |
dc.creator | Garcés Carreño, Laura Daniela | |
dc.date.accessioned | 2018-06-26T20:43:54Z | |
dc.date.available | 2018-06-26T20:43:54Z | |
dc.date.created | 2018-06-26T20:43:54Z | |
dc.date.issued | 2017-06-20 | |
dc.identifier | Talero Sarmiento, L. H., Duarte Duarte, J. B. & Garcés Carreño, L. D. (2017). La complejidad del mercado bursátil latinoamericano a partir de un modelo autómata celular conductual. Revista Apuntes del CENES. 36(64), 199-223. DOI: https://doi.org/10.19053/01203053.v36.n64.2017.5421. http://repositorio.uptc.edu.co/handle/001/2051 | |
dc.identifier | 0120-3053 | |
dc.identifier | 2256-5779 En línea | |
dc.identifier | https://repositorio.uptc.edu.co/handle/001/2051 | |
dc.identifier | 10.19053/01203053.v36.n64.2017.5421 | |
dc.description.abstract | La presente investigación busca evaluar el nivel de complejidad del mercado latinoamericano, mediante la construcción de un modelo autómata celular. Para ello se estudian seis índices bursátiles: COLCAP, IPSA,
MERVAL, MEXBOL, SPBLPGPT e IBOV, en el periodo 2004-2016. Estas series son analizadas a partir de su comportamiento estadístico, el ajuste de retornos y la estimación de su grado de complejidad. Este último es
contrastado posteriormente con el nivel de complejidad obtenido mediante la simulación de un mercado bursátil artificial, y se concluye que los mercados latinoamericanos, a pesar de presentar diferencias, suelen tener tendencias similares, ya que su grado de complejidad no puede ser pronosticado por un modelo autómata celular conductual basado netamente en la imitación. | |
dc.description.abstract | The aim of this research is to evaluate the complexity level of Latin-American stock market using a cellular automaton model. For this purpose six indexes are studied: COLCAP, IPSA, MERVAL, MEXBOL, SPBLPGPT
and IBOV respectively, during the period 2004 and 2016. The series are analyzed from their statistical behavior, adjustment of returns and estimation of its complexity. The last one is contrasted with the complexity level obtained simulating an artificial stock market model. Concluding that although Latin-American stock markets present differences they have similar tendencies and their complexity level cannot be predicted by a purely behavioral cellular automaton model. | |
dc.description.abstract | Esta pesquisa visa avaliar o nível de complexidade do mercado da América Latina através da construção de um modelo de autômato celular; para isto e feito o estúdio de seis series de ações; COLCAP, IPSA , MERVA,
MEXBOL , SPBLPGPT e IBOV entre 2004-2016: Estas séries são analisados a partir do seu comportamento estatístico, o ajuste de retornos e estimativa da sua complexidade. Este último é então contrastado com o nível
de complexidade obtida através da simulação de um mercado de ações artificial, concluindo que os mercados da América Latina, apesar de ter diferenças, muitas vezes têm tendências semelhantes e que a sua complexidade não pode ser prevista por um modelo de autômato celular puramente comportamental. | |
dc.language | spa | |
dc.publisher | Universidad Pedagógica y Tecnológica de Colombia | |
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dc.rights | https://creativecommons.org/licenses/by-nc/4.0/ | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | Atribución-NoComercial 4.0 Internacional (CC BY-NC 4.0) | |
dc.rights | http://purl.org/coar/access_right/c_abf2 | |
dc.rights | Copyright (c) 2017 Universidad Pedagógica y Tecnológica de Colombia | |
dc.source | https://revistas.uptc.edu.co/index.php/cenes/article/view/5421/5669 | |
dc.title | La complejidad del mercado bursátil latinoamericano a partir de un modelo autómata celular conductual | |
dc.type | Artículo de revista | |