Trading Agents
Mostrando 13-24 de 24 artigos, teses e dissertações.
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13. Pacta sunt servanda? Quebra dos contratos de soja verde / Pacta sunt servanda ? Breach of Soybean Forward Contracts
The development of the soybean agribusiness complex in Brazil took place, in part, as a consequence of credit alternative forms, such as the soybean anticipated sale by contracts. The problems which have motivated this study were the contractual breaches during an expressive increase of price and their judicial decisions. Descriptive and econometric analysis
Publicado em: 2008
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14. Estratégias mercadológicas da cadeia agroexportadora de frango de corte do Brasil
The objective of this paper was to identify and discuss the market strategies of the agri-exporting poultry chain in Brazil. The study was based on the focus enterprises (industries), which are the agents coordinating the diverse supply chains belonging to the poultry sector. An interview following a semi-structured script was made with six executives: two b
Publicado em: 2008
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15. SOBRE O COMPORTAMENTO ENDÓGENO DO MERCADO DE AÇÕES: SIMULAÇÕES E EXPERIMENTOS / ON THE ENDOGENOUS BEHAVIOUR OF THE STOCK MARKET: SIMULATION AND EXPERIMENTS
We develop a multi-agent based model of stock market and simulate it numerically. The agents are heterogeneous and risk-averse, adopting trading strategies deriving from technical analysis. The fluctuations are driven by a stochastic component in agent´s investment. The model is able to capture the stylized facts observed empirically in the stock markets in
Publicado em: 2006
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16. An agent for electronic simultaneous heterogeneous auctions with inter-related goods / Um agente para leilões eletronicos simultaneos heterogeneos com bens inter-relacionados
Software agents play an important role in the electronic commerce because they allow negotiation and increase the degree of automation. To reach theil
Publicado em: 2006
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17. Planejamento do "mix energÃtico" de geraÃÃo de energia elÃtrica no Brasil : uma avaliaÃÃo da aplicabilidade de otimizaÃÃo linear multiobjetivo no contexto do novo modelo institucional do setor elÃtrico
This dissertation was developed having as premisse to be including and to allow easy understanding of the displayed, preventing, however, the superficiality. It composes of three independent parts that complete themselves, in the case, the chapters 2, 3 and 4, which can be read in the order where to desire, after the introduction of Chapter 1. Each part woul
Publicado em: 2005
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18. A SEQUENTIAL MODEL OF ENDOGENOUS COLLATERAL / UM MODELO SEQUENCIAL DE COLATERAL ENDÓGENO
This paper develops and establishes the existence of equilibrium for a sequential model with two stages, incomplete financial markets, credit risk and endogenous collateral. In the first stage, by choosing the collateral, according to a predetermined and exogenously given rule, the agents issue personalized securities that will be traded in the second stage
Publicado em: 2004
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19. ECONOMIC REGULATION IN THE BRAZILIAN ELECTRIC POWER SUPPLY SECTOR: A METHODOLOGY FOR DEFINING PRODUCTION EFFICIENCY FRONTIER AND ESTIMATING THE X-FACTOR / REGULAÇÃO ECONÔMICA NO SETOR ELÉTRICO BRASILEIRO: UMA METODOLOGIA PARA DEFINIÇÃO DE FRONTEIRAS DE EFICIÊNCIA E CÁLCULO DO FATOR X PARA EMPRESAS DISTRIBUIDORAS DE ENERGIA ELÉTRICA
In recent years, the electric power supply sector has undergone major structural changes in a variety of regions throughout the planet. These changes are due to restructuring processes taking place in the energy sector towards the increase of quality and efficiency. In Brazil, it was created agencies responsible for the sector, in order to foster and regulat
Publicado em: 2004
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20. Financial risk monitoring and transaction costs in coffee & soybean trading companies and processors
This study characterizes the use of risk monitoring mechanisms by coffee and soybean trading and processing companies. It also investigates the role these mechanisms play in the mitigation of certain transaction costs associated to bounded rationality, information asymmetry, and business opportunism in negotiations involving derivatives. The results presente
Revista de Economia e Sociologia Rural. Publicado em: 2003-03
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21. Factors that describe a successful rural entrepreneur. / Caracterização dos fatores relacionados ao sucesso de um empreendedor rural.
In order to identify the factors that describe a successful rural entrepreneur, three focus groups were conduced with farmers and extension agents of the Wheat Cooperative of Alto Jacui Cotrijal at Não-Me-Toque, Rio Grande do Sul State. Several variables were suggested as playing important roles in explaining why a farmer is considered successful or not,
Publicado em: 2002
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22. A STOCHASTIC MODEL FOR THE NUMBER OF TRANSACTIONS IN THE BRAZILIAN CAPITAL MARKET: WITH APPLICATION IN SIMULATING DAILY RETURNS OF STOCK IN THE FRAMEWORK OF A TIME DEFORMATION MODEL / UM MODELO ESTOCÁSTICO PARA O NÚMERO DE NEGÓCIOS COM AÇÕES DO MERCADO DE CAPITAIS BRASILEIRO: COM APLICAÇÃO EM SIMULAÇÃO DE RETORNOS DIÁRIOS ATRAVÉS DE DEFORMAÇÃO TEMPORAL
This thesis proposes a new stochastic model for the daily number of transactions with stocks in the Brazilian capital market. The model, which we call ZINB-HF (Zero ¿ Inflated Negative Binomial Harvey- Fernandes), is an extension of a local scale model for count data. In it, the daily number of transactions follows a serially correlated negative binomial di
Publicado em: 2000
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23. Modeling the stylized facts in finance through simple nonlinear adaptive systems
Recent work on adaptive systems for modeling financial markets is discussed. Financial markets are viewed as evolutionary systems between different, competing trading strategies. Agents are boundedly rational in the sense that they tend to follow strategies that have performed well, according to realized profits or accumulated wealth, in the recent past. Sim
National Academy of Sciences.
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24. Short-memory traders and their impact on group learning in financial markets
This article highlights several issues from simulating agent-based financial markets. These all center around the issue of learning in a multiagent setting, and specifically the question of whether the trading behavior of short-memory agents could interfere with the learning process of the market as whole. It is shown in a simple example that short-memory tr
National Academy of Sciences.