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dc.contributor.authorSafont Andreu, Anna
dc.contributor.otherJiménez Fernández, Eduardo
dc.contributor.otherUniversitat Jaume I. Departament d'Economia
dc.date.accessioned2018-10-11T13:44:06Z
dc.date.available2018-10-11T13:44:06Z
dc.date.issued2018-07-12
dc.identifier.urihttp://hdl.handle.net/10234/176702
dc.descriptionTreball Final de Grau en Economia. Codi: EC1049. Curs acadèmic: 2017/2018ca_CA
dc.description.abstractIn this work, A Genetic Algorithm (GA) is used to study the behavior in a Learning to Forecast Experiment in which short-term expectations have been elicited. In particular, by using the results from a previous experiment with human subjects, the same market is simulated implementing GA. After the training process, the simulation with GAs is able to produce similar results compared to the experiment with human subjects in markets with both negative and positive feedbacks. In addition, simulations in the long-run, i.e. considering 100 and 1000 periods, show a market convergence to the fundamental price of the market and the stability of the GA agents’ predictions. We tested how the simulated price reacts by introducing 3 shocks. Finally, the algorithm is also tested in market shocks. The sudden change in the market conditions shows the capability of the algorithm to rapidly adapt and answer to this changes in order to return to the equilibrium conditions.ca_CA
dc.format.extent40 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherUniversitat Jaume Ica_CA
dc.rightsAtribución-CompartirIgual 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/*
dc.subjectGrau en Economiaca_CA
dc.subjectGrado en Economíaca_CA
dc.subjectBachelor's Degree in Economicsca_CA
dc.subjectHeterogeneous Expectationsca_CA
dc.subjectExperimentca_CA
dc.subjectCoordinationca_CA
dc.subjectConvergenceca_CA
dc.subjectLearning-to-Forecast Experimentca_CA
dc.titleLearning-to-forecast experiment. A simulation approach with genetic algorithmca_CA
dc.typeinfo:eu-repo/semantics/bachelorThesisca_CA
dc.educationLevelEstudios de Gradoca_CA
dc.subject.jelD03ca_CA
dc.subject.jelG12ca_CA
dc.subject.jelC91ca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_CA


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Atribución-CompartirIgual 4.0 Internacional
Except where otherwise noted, this item's license is described as Atribución-CompartirIgual 4.0 Internacional