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
page_count 6 s.
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