| bibtype |
I -
Internal Report
|
| ARLID |
0311120 |
| utime |
20240103190330.4 |
| mtime |
20090401235959.9 |
| ISBN |
N |
| ISSN |
1801-5999 |
| title
(primary) (eng) |
Wavelet Applications to Heterogeneous Agents Model |
| publisher |
| place |
Praha |
| name |
Fakulta sociálních věd UK |
| pub_time |
2008 |
|
| specification |
|
| edition |
| name |
Pražské sociálně vědní studie |
| part_name |
Economic Series |
| volume_id |
EC-025 |
|
| title
(cze) |
Vlnková analýza modelu heterogenních agentů |
| keyword |
agent's trading strategies, |
| keyword |
heterogeneous agent model with stochastic memory, |
| keyword |
worst out algorithm, wavelet |
| 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. |
|
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
A heterogeneous agent model with the WOA was considered for obtaining more realistic market conditions. This paper shows, by wavelet applications, strata influences of the trading strategies with the WOA. |
| abstract
(cze) |
Model heterogenních agentů s WOA byl uvažován z důvodu vytvoření realističtějšího modelu tržních situací. Pomocí wavelet analýzy jsou ukázány vlivy ztrát na obchodní strategie s WOA. |
| reportyear |
2009 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0162818 |
| arlyear |
2008 |
| mrcbU10 |
2008 |
| mrcbU10 |
Praha Fakulta sociálních věd UK |
| mrcbU12 |
N |
|