bibtype |
C -
Conference Paper (international conference)
|
ARLID |
0106278 |
utime |
20240103173131.4 |
mtime |
20050324235959.9 |
title
(primary) (eng) |
Learning in heterogeneous agent model with the WOA |
specification |
|
serial |
title
|
Proceedings of the 6th International Scientific Conference on Applications of Mathematics and Statistics in Economy |
page_num |
199-204 |
ISBN |
80-8055-874-4 |
publisher |
place |
Banská Bystrica |
name |
Univerzita Mateja Bela EF |
year |
2003 |
|
|
title
(cze) |
Proces učení v modelu s heterogenními agenty s WOA |
keyword |
efficient markets hypothesis |
keyword |
technical trading rules |
keyword |
heterogeneous agent model with memory |
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 |
project |
project_id |
GA402/01/0034 |
agency |
GA ČR |
ARLID |
cav_un_auth*0008950 |
|
project |
project_id |
GA402/01/0539 |
agency |
GA ČR |
ARLID |
cav_un_auth*0008959 |
|
project |
project_id |
287/2003/A-EK/FSV |
agency |
GA UK |
country |
CZ |
ARLID |
cav_un_auth*0200687 |
|
research |
CEZ:AV0Z1075907 |
abstract
(eng) |
The Efficient Markets Hypothesis provides a theoretical basis for trading rules. Technical trading rules provide a signal of when to buy or sell an asset based on such price patterns to the user. The traders determine whether current conditions call for the acquisition of fundamental information in a forward looking manner rather that relying on past performance. It was shown that an implementation of the learning agents process can significantly change the preferences of trade strategies. |
abstract
(cze) |
Hypotéza efektivních trhů popisuje teoretický základ pro pravidla obchodování. Pravidla technické analýzy poskytují signál, kdy koupit nebo prodat cenný papír na základě cenového vzorku, který je agentovi k dispozici. Agenti na trhu zvažují akvizici tohoto vzorku podle fundamentálních informací, ve smyslu předpovědi, spíše než implementaci procesu učení. Bylo ukázáno, že implementací procesu učení agentů se významně mění preference obchodních strategií agentů |
action |
ARLID |
cav_un_auth*0129871 |
name |
Applications of Mathematics and Statistics in Economy /6./ |
place |
Banská Bystrica |
dates |
04.09.2003-05.09.2003 |
country |
SK |
|
reportyear |
2005 |
RIV |
AH |
permalink |
http://hdl.handle.net/11104/0013460 |
ID_orig |
UTIA-B 20040090 |
arlyear |
2003 |
mrcbU63 |
Proceedings of the 6th International Scientific Conference on Applications of Mathematics and Statistics in Economy 80-8055-874-4 199 204 Banská Bystrica Univerzita Mateja Bela EF 2003 Acta oeconomica. 16 |
|