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Contributions of Computational Cognitive Modeling to the Understanding of the Financial Markets
The financial markets are complex, dynamic, and strategic socio-economic systems in which a great number of heterogeneous market participants interact by essentially buying and selling assets of
Revisiting the El Farol Problem: A Cognitive Modeling Approach
In three computer experiments, a number of features of the agent-based model namely the relationship between beliefs and strategies, emotions of cognitive agents, as well as other aspects of market dynamics are investigated.
Is the El Farol more efficient when cognitive rational agents have a larger memory size?
This paper establishes a relationship between agents and strategies, by defining the degree of belief of agents in the correctness of strategies, and devise a concept of rationality inspired in cognitive emotion theories, by conceptualizing the belief threshold by which agents must change its current strategy.
On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical
The cognitive surprise “felt” by an agent relying on a popular risk management tool known as Value-at-Risk (VaR) historical is computed using the S&P500 index from 26-11-1990 to 01-07-2009 to address the problem of risk management from the cognitive science perspective.
Coffee Machine: a social virtual environment for informal collaboration.
This research presents an investigation of what are the features of informal collaborations, including the understanding of awareness, public and private spaces, and how to deal with the tradeoff between providing awareness information and securing the privacy of individuals.