| bibtype |
V -
Research Report
|
| ARLID |
0333256 |
| utime |
20240111140730.0 |
| mtime |
20091210235959.9 |
| title
(primary) (eng) |
Comparing Neural Networks and Regression Models in Asset Pricing Model with Heterogeneous Beliefs |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR, v.v.i |
| pub_time |
2009 |
|
| specification |
| page_count |
8 s. |
| media_type |
www |
|
| edition |
| name |
Research Report |
| volume_id |
2252 |
|
| title
(cze) |
Srovnání modelů regresních a neuronových sítí v modelu oceňování s heterogenními očekáváními |
| keyword |
neural networks |
| keyword |
regression |
| keyword |
adaptive belief system |
| author
(primary) |
| 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. |
|
| author
|
| ARLID |
cav_un_auth*0256729 |
| name1 |
Krtek |
| name2 |
Jiří |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GD402/09/H045 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253998 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The competition of four forecasting strategies in artificial market is studied in this paper. The enviroment of the market is modeled by adaptive belief system. Two neural networks were included in the quaternary of forecasting strategies. They were compared with rule of thumb and linear regression. |
| abstract
(cze) |
V tomto článku je prováděna srovnávací analýza čtyř strategii pro předvídání v umělém finančním trhu. Dvě neuronové sitě obsahují čtveřici předpovědních strategii, které jsou srovnány s lineární regresí a s pravidlem náhody. |
| reportyear |
2010 |
| RIV |
AH |
| mrcbC52 |
4 O 4o 20231122133850.6 |
| permalink |
http://hdl.handle.net/11104/0178287 |
| arlyear |
2009 |
| mrcbTft |
\nSoubory v repozitáři: 0333256.pdf |
| mrcbU10 |
2009 |
| mrcbU10 |
Praha ÚTIA AV ČR, v.v.i |
| mrcbU56 |
pdf |
|