| bibtype |
J -
Journal Article
|
| ARLID |
0082432 |
| utime |
20240103184143.4 |
| mtime |
20070525235959.9 |
| title
(primary) (eng) |
Heterogeneous Agents Model with the Worst Out Algorithm |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0082431 |
| ISSN |
1802-4696 |
| title
|
AUCO Czech Economic Review |
| part_title |
Acta Universitatis Carolinae - OECONOMICA |
| volume |
1 (2007) |
| page_num |
54-66 |
|
| title
(cze) |
Model heterogenních agentů s algoritmem nejhorší z kola ven |
| keyword |
Efficient Markets 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*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. |
|
| cas_special |
| project |
| project_id |
LC06075 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0227048 |
|
| project |
| project_id |
GA402/06/0990 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0215013 |
|
| project |
| project_id |
454/2004/A-EK/FSV |
| agency |
GA UK |
| country |
CZ |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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 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 predikátory je uvažován. Fundamentalisti spoléhají na svůj model obsahující fundamentální informace tvořící základ pro předpovědi budoucího vývoje. Chartisti určují, zda současné podmínky jsou vhodné pro aplikaci informací od fundamentalistů nebo jestli se mají orientovat na minulý vývoj výkonnosti trhu. |
| reportyear |
2007 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0145990 |
| arlyear |
2007 |
| mrcbU63 |
cav_un_epca*0082431 AUCO Czech Economic Review Acta Universitatis Carolinae - OECONOMICA 1802-4696 I č. 1 2007 54 66 |
|