| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0085472 |
| utime |
20240111140649.4 |
| mtime |
20070910235959.9 |
| title
(primary) (eng) |
Moods Modelling on the Financial Markets |
| specification |
| page_count |
7 s. |
| media_type |
CD ROM |
|
| serial |
| ARLID |
cav_un_epca*0085522 |
| ISBN |
978-80-248-1457-5 |
| ISBN |
978-80-248-1458-2 |
| title
|
Proceedings of the Mathematical Methods in Economics |
| page_num |
1-7 |
| publisher |
| place |
Ostrava |
| name |
Technical University of Ostrava |
| year |
2007 |
|
|
| title
(cze) |
Modelování vkusu na finančních trzích |
| keyword |
efficient markets hypothesis |
| keyword |
fractal market hypothesis |
| keyword |
mood on the financial market |
| 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. |
|
| source |
| source_type |
textový soubor |
| source_size |
163 kB |
|
| cas_special |
| project |
| project_id |
GD402/03/H057 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0010985 |
|
| project |
| project_id |
GA402/06/1417 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0213949 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Heterogeneous agents model with the stochastic forecasts 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. This paper shows an influence of the mood change on the financial market structure. This feature is simulated by changing of the forecast structure trend. |
| abstract
(cze) |
Uvažuje se model heterogenních agentů s formulováním stochastických předpovědí. Fundamentalisté spoléhají na svůj model založený na fundamentální informaci pro předpověď budoucího cenového vývoje. Charchisté určují, zda současné podmínky obsahují fundamentální informaci a spoléhají na formy minulých predikcí. Tento paper ukazuje vliv změny sentimentu na strukturu ve finančních trzích. Tento jev je simulován pomocí změn struktury trendu předpovědi. |
| action |
| ARLID |
cav_un_auth*0229816 |
| name |
Mathematical Methods in Economics |
| place |
Ostrava |
| dates |
04.09.2007-06.09.2007 |
| country |
CZ |
|
| reportyear |
2010 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0004122 |
| arlyear |
2007 |
| mrcbU56 |
textový soubor 163 kB |
| mrcbU63 |
cav_un_epca*0085522 Proceedings of the Mathematical Methods in Economics 978-80-248-1457-5 1 7 Ostrava Technical University of Ostrava 2007 |
|