Davi D'Andréa Baccan

Publications5
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Citations10
Highly Influential Citations0
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Revisiting the El Farol Problem: A Cognitive Modeling Approach
TLDR
We investigate, compare, and discuss a number of features of our agent-based model namely the relationship between beliefs and strategies, emotions of cognitive agents, as well as other aspects of market dynamics. Expand
  • 4
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Towards modeling surprise in economics and finance: a cognitive science perspective
  • 3
Is the El Farol more efficient when cognitive rational agents have a larger memory size?
TLDR
We develop a concept of rationality inspired in cognitive emotion theories, by conceptualizing the belief threshold by which agents must change its current strategy. Expand
  • 2
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… Expand
On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical
TLDR
Financial markets are environments in which a variety of products are negotiated by heterogeneous agents. Expand
  • 1