| bibtype |
J -
Journal Article
|
| ARLID |
0325504 |
| utime |
20240111140720.2 |
| mtime |
20090622235959.9 |
| title
(primary) (eng) |
Smart Agents and Sentiment in the Heterogeneous Agent Model |
| specification |
| page_count |
11 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0290424 |
| ISSN |
1210-0455 |
| title
|
Prague Economic Papers |
| volume_id |
18 |
| volume |
3 (2009) |
| page_num |
209-219 |
| publisher |
| name |
Vysoká škola ekonomická v Praze |
|
|
| title
(cze) |
Pohotoví agenti a sentiment v modelu heterogennich agentů |
| keyword |
heterogeneous agent model |
| keyword |
market structure |
| keyword |
smart traders |
| keyword |
Hurst exponent |
| 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*0242028 |
| name1 |
Baruník |
| name2 |
Jozef |
| 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 |
LC06075 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0227048 |
|
| project |
| project_id |
GP402/08/P207 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0241655 |
|
| project |
| project_id |
GA402/09/0965 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0253176 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In this paper we extend the original heterogeneous agent model by introducing smart traders and changes in agents' sentiment. The main result of the simulations is that the probability distribution functions of the price deviations change significantly when smart traders are added to the model, and they also change significintly when changes in sentiment are introduced. |
| abstract
(cze) |
V článku je rozšířen původní model heterogenních agentů zavedením pohotových obchodníků a změn sentimentu agentů. Hlavní výsledek simulací je nalezení pravděpodobnostního rozdělení funkcí cen odchylek významných změn, v případě že pohotoví agenti vstoupí do modelu a současně jsou uvažovány významné změny jejich sentimentu. |
| reportyear |
2010 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0172888 |
| mrcbT16-q |
4 |
| mrcbT16-s |
0.000 |
| mrcbT16-y |
0 |
| mrcbT16-x |
0 |
| arlyear |
2009 |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0290424 Prague Economic Papers 1210-0455 2336-730X Roč. 18 č. 3 2009 209 219 Vysoká škola ekonomická v Praze |
|