bibtype C - Conference Paper (international conference)
ARLID 0048641
utime 20240111140643.4
mtime 20070103235959.9
title (primary) (eng) Wavelet Applications to Heterogeneous Agents Model
specification
page_count 6 s.
media_type CD
serial
ARLID cav_un_epca*0076799
ISBN 978-80-7043-480-2
title Proceedings of the 24th International Conference Mathematical Methods in Economics 2006
page_num 497-502
publisher
place Plzeň
name University of West Bohemia in Pilsen
year 2006
editor
name1 Lukáš
name2 L.
title (cze) Aplikace waveletu do modelu heterogenních agentů
keyword agent's trading strategies
keyword heterogeneous agent model with stochastic memory
keyword Worst out Algorithm
keyword wavelets
author (primary)
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.
author
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.
source
source_type textový dokument
COSATI 05D
COSATI 12
cas_special
project
project_id GA402/04/1294
agency GA ČR
ARLID cav_un_auth*0001810
research CEZ:AV0Z10750506
abstract (eng) Heterogeneous agents model with the WOA was considered for obtaining more realistic market conditions. This paper shows, by wavelets applications, strata influences of the trading strategies with the WOA.
abstract (cze) Model heterogenních agentů s WOA algoritmem byl uvažován pro vyjádření realističtějších tržních podmínek. Tento článek ukazuje pomocí wavelet aplikace skladbu vlivů obchodních strategií s WOA.
action
ARLID cav_un_auth*0221922
name Mathematical Methods in Economics 2006
place Plzeň
dates 13.09.2006-15.09. 2006
country CZ
reportyear 2010
RIV AH
permalink http://hdl.handle.net/11104/0139235
arlyear 2006
mrcbU56 textový dokument
mrcbU63 cav_un_epca*0076799 Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 978-80-7043-480-2 497 502 Plzeň University of West Bohemia in Pilsen 2006
mrcbU67 Lukáš L. 340