| bibtype |
J -
Journal Article
|
| ARLID |
0329651 |
| utime |
20240103192111.3 |
| mtime |
20090929235959.9 |
| DOI |
10.1007/s11403-009-0051-0 |
| title
(primary) (eng) |
Smart predictors in the heterogeneous agent model |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0329650 |
| ISSN |
1860-711X |
| title
|
Journal of Economic Interaction and Coordination |
| volume_id |
4 |
| volume |
2 (2009) |
| page_num |
163-172 |
|
| title
(cze) |
Prediktoři v modelu s heterogenními agenty |
| keyword |
Heterogeneous agent model |
| keyword |
Market structure |
| keyword |
Smart traders |
| keyword |
Hurst exponent |
| author
(primary) |
| 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*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 |
46108 |
| agency |
GAUK |
| country |
CZ |
|
| project |
| project_id |
GP402/08/P207 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0241655 |
|
| project |
| project_id |
GA402/09/0965 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253176 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We extend the original heterogeneous agent model by introducing the concept of smart traders. The idea of smart traders is based on the endeavor of mar- ket agents to estimate future price movements. |
| abstract
(cze) |
Rozšíření modelu s heterogenními agenty o informované prediktory |
| reportyear |
2010 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0175629 |
| arlyear |
2009 |
| mrcbU63 |
cav_un_epca*0329650 Journal of Economic Interaction and Coordination 1860-711X 1860-7128 Roč. 4 č. 2 2009 163 172 |
|