| bibtype |
J -
Journal Article
|
| ARLID |
0410989 |
| utime |
20240103182254.0 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Heterogeneous agent model and numerical analysis of learning |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
9 |
| volume |
17 (2002) |
| page_num |
15-22 |
|
| keyword |
efficient markets hypothesis |
| keyword |
technical trading rules |
| keyword |
numerical analysis of learning |
| 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*0101217 |
| name1 |
Vácha |
| name2 |
Lukáš |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
05D |
| cas_special |
| project |
| project_id |
GA402/01/0034 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008950 |
|
| project |
| project_id |
GA402/01/0539 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008959 |
|
| project |
| project_id |
IAA7075202 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0001803 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
The efficient markets hypothesis provides a theoretical basis for trading rules. The traders determine whether current conditions call for the acquisition of fundamental information in a forward looking manner rather than relying on past performance. This paper shows an influence of the learning agents process on a level of agent pattern profitability with numerical analysis. |
| RIV |
AH |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131076 |
| ID_orig |
UTIA-B 20020203 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 9 č. 17 2002 15 22 |
|