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Revisiting the El Farol Problem: A Cognitive Modeling Approach
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
Towards modeling surprise in economics and finance: a cognitive science perspective
Is the El Farol more efficient when cognitive rational agents have a larger memory size?
- Davi D'Andréa Baccan, L. Macedo, Elton Sbruzzi
- Computer Science
- IEEE International Conference on Systems, Man…
- 4 December 2014
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
Contributions of Computational Cognitive Modeling to the Understanding of the Financial Markets
- Davi D'Andréa Baccan
- 29 September 2016
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
Financial markets are environments in which a variety of products are negotiated by heterogeneous agents. Expand