| bibtype |
J -
Journal Article
|
| ARLID |
0040863 |
| utime |
20240103182713.7 |
| mtime |
20060906235959.9 |
| title
(primary) (eng) |
Heterogenous Agents Model with the Worst Out Algorithm |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0040862 |
| ISSN |
1801-5999 |
| title
|
Prague Social Science Studies |
| part_title |
Economic Series |
| volume |
8 (2006) |
| page_num |
3-19 |
| publisher |
|
|
| title
(cze) |
Model heterogenních agentů s algoritmem nejhorší z kola ven |
| keyword |
efficient market hypothesis |
| keyword |
fractal market hypothesis |
| keyword |
agents' investment horizons |
| keyword |
agents' trading strategies |
| keyword |
technical trading rules |
| keyword |
heterogeneous agent model with stochastic memory |
| keyword |
Worst out algorithm |
| author
(primary) |
| ARLID |
cav_un_auth*0101217 |
| name1 |
Vácha |
| name2 |
Lukáš |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101230 |
| name1 |
Vošvrda |
| name2 |
Miloslav |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
05D |
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
A heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether the current conditions call for the acquisition of fundamental information in a forward looking manner rather than relying on the past performance. |
| abstract
(cze) |
Model heterogenních agentů se stochastickými modely víry je analyzován. Fundamentalisté spoléhají na model který drží fundamentální model pro predikci příští ceny, chartisté určují zda současné podmínky pro nákup cenných papírů je možné odvodit z informací z fundamentálního modelu a historického chování trhu. |
| reportyear |
2007 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0134491 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0040862 Prague Social Science Studies Economic Series 1801-5999 - č. 8 2006 3 19 Prague |
|