| bibtype |
J -
Journal Article
|
| ARLID |
0315238 |
| utime |
20240111140710.5 |
| mtime |
20081125235959.9 |
| title
(primary) (eng) |
Wavelets and Sentiment in the Heterogeneous Agents Model |
| specification |
| page_count |
16 s. |
| media_type |
pdf |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
15 |
| volume |
25 (2008) |
| page_num |
41-56 |
|
| title
(cze) |
Vlnková analýza a sentiment v modelech heterogenních agentů |
| keyword |
heterogeneous agents model |
| keyword |
market sentiment |
| keyword |
Hurst exponent |
| keyword |
wavelets |
| 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 |
|
| cas_special |
| project |
| project_id |
GP402/08/P207 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0241655 |
|
| project |
| project_id |
GA402/07/1113 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228801 |
|
| project |
| project_id |
GA402/06/0990 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0215013 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The heterogeneous agents approach challenges the traditional representative rational agent framework. Heterogeneity in expectations can lead to market instability and complicated price dynamics. We use wavelets for frequency detection in price time series analysis. |
| abstract
(cze) |
Model heterogenních agentů mění tradiční paradigma racionálních agentů. Heterogenita v očekávání vede k tržní nestabilitě a komplikované tržní dynamice. Užíváme vlnkovou analýzu pro detekci frekvencí v časových řadách cenových indexů. |
| reportyear |
2009 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0165496 |
| arlyear |
2008 |
| mrcbU56 |
www |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 15 č. 25 2008 41 56 |
|