Trading Agents
Mostrando 1-12 de 24 artigos, teses e dissertações.
-
1. SIMULATION AND STOCK TRADING STRATEGIES WITH SOFTWARE AGENTS / SIMULAÇÃO E ESTRATÉGIAS DE NEGOCIAÇÃO DE AÇÕES COM AGENTES DE SOFTWARE
O mercado financeiro tem apresentado grande crescimento na automatização de decisões e execução de estratégias que consigam atingir boas rentabilidades a partir de investimentos realizados. Conseqüentemente, a necessidade de ambientes cada vez mais robustos e confiáveis, que permitam analisar diferentes estratégias de investimentos, tem aumentado. B
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 02/09/2011
-
2. Uma abordagem multi-agente para competição de agentes negociadores em gerenciamento de cadeias de suprimento. / A multi-agent approach to negotiating agents of competition in supply chain management.
This work aimed to design a computational approach to supply chain management problem in the scenario Trading Agent Competition for Supply Chain (TAC-SCM) when disturbances on manufacturing process are considered. Simulations have shown that the decentralized approach based on smart products is promising in terms of robustness of the system of control and pl
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 22/04/2010
-
3. Banks and credit derivatives in a general equilibrium model with incomplete markets and default
We developed a general equilibrium model with incomplete markets and default to study in which conditions banks could appear/be formed. To the banking system be formed endogenously, our model integrate the works of Zame (2007) and Dubey, Geanakoplos e Shubik (2005). The dynamic of the model is the following: the set of Banks or Financial Intermediaries that
Publicado em: 2010
-
4. Modelagem da Bolsa de Valores e dos Agentes de Negociação Aplicando AUML e Tropos / Modeling of the Stock Exchange and Trading Agents Applying Auml and Tropos
O presente trabalho busca, através da metodologia TROPOS, modelar um Sistema Multi-Agente para Bolsa de Valores com o objetivo de realizar negociações entre agentes em uma Bolsa de Valores virtual. Os agentes irão desempenhar a função de investidores na Bolsa de Valores, efetuando operações de compra e venda de ações. Esta modelagem tem o propósit
Publicado em: 2010
-
5. Comercialização de bioeletricidade no ambiente de contratação livre pelas usinas do setor sucroenergético da região de Ribeirão Preto: panorama e análise das ameaças e oportunidades / Comercialitation of bioelectricity in the free contracting environment by the sugar cane mills of the sugar-energy sector from the region of Ribeirão Preto: scenery and analysis of opportunities e threats
In recent years, the Brazilian electricity market has gone through provision crises, due to the greater increase in demand with regard to supplies. Resulting from the lack of infrastructural investments and the concentration of the energy matrix in hydroelectricity, this scenario can be minimized by the bioelectricity coproduced based on sugar cane pulp. How
Publicado em: 2010
-
6. Apreçamento racional de mercadorias utilizando modelo de valor presente para o boi gordo no período de 2001 a 2008
Campbell and Schiller (1987) proposed, within the scope of econometric analysis and cointegration, a powerful tool that enabled the present value model tests to also test market rationality and efficiency. The opportunity offered by the present value model of a substantial and settled fundamental value theory together with a powerful tool kit of empiricaleco
Publicado em: 2010
-
7. LaconiBot: um agente para atuar em leilões do tipo CDA do TAC. / LaconiBot: an agent to act on auction-type CDA in the TAC.
Este trabalho descreveu e avaliou o agente LaconiBot em uma versão modificada do ambiente Trading Agent Competition (TAC) Classic. Tal agente se utiliza de técnicas de Inteligência Artificial voltadas a resolução de alguns problemas encontrados no processo de negociação Continuous Double Auction (CDA) do TAC. Foi utilizado um controlador Fuzzy para re
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/08/2009
-
8. OPÇÕES DE FORA E DISTRIBUIÇÃO DE PODER EM PARCERIAS REPETIDAS COM INFORMAÇÃO PRIVADA / OUTSIDE OPTIONS AND THE LIMITING DISTRIBUTION OF POWER IN REPEATED DECISION TAKING WITH PRIVATE INFORMATION
We introduce ex-post participation constraints in a setting in which, repeatedly, two agents have to take a joint action, cannot resort to side payments, and each period are privately informed about their favorite actions. We derive a number of results. First, we show that, irrespective of how patient the agents are, any mechanism satisfying ex-post particip
Publicado em: 2009
-
9. Experience of solidarity economy cáritas Ceará: the case of network bodegas / Experiência de economia solidária da cáritas do Ceará: o caso da rede bodegas
Economia solidária is sought of social reform into numerous scope of human action and it has remarkable grew up in recent years because its different configurations. My main question is make a research about Rede Bodegas namely Rede de Economia Popular Solidária placed in the State of Ceará. Rede Bodegas that is an instance of and refers to Caritas which
Publicado em: 2009
-
10. EconofÃsica: dinÃmica de agentes heterogÃneos no estudo da volatilidade
We perform a computer simulation study for the volatility within the context of multi-agent dynamics in financial markets. We consider the USDF model of price formation on square lattices and introduce the parameter pF for the fraction of fundamentalist agents present in the system. Then we analysis the influence of these agents on the volatility. The result
Publicado em: 2008
-
11. The dispute for hegemony in the Baía dos Castelhanos area / A disputa pela hegemonia do espaço na baía dos Castelhanos
This work discusses the transformation process of a rural area based on simple mercantile family farming production into a tourism related urban area at Baía dos Castelhanos, Ilhabela. The mercantile family farming production in the 1960s was articulated with the trading market of Santos by intermediary motorboats.The implementation of a road infrastructure
Publicado em: 2008
-
12. RTSCup: testbed for multiagent systems evaluation
The evaluation of any computational system is an important phase of its development process and this is not different to systems that use Artificial Intelligence (AI). For such systems, in particular, there is a trend in employing simulation environments as testbeds, which enable the evaluation of such systems in different test scenarios. The area of interes
Publicado em: 2008