| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0411002 |
| utime |
20240103182254.8 |
| mtime |
20060210235959.9 |
| ISBN |
80-8069-114-2 |
| title
(primary) (eng) |
Heterogeneous agent model with learning |
| publisher |
| place |
Nitra |
| name |
Slovak Agricultural University |
| pub_time |
2002 |
|
| specification |
|
| serial |
| title
|
Quantitative Methods in Economics. (Multiple Criteria Decision Making 11) |
| page_num |
269-280 |
| editor |
|
|
| keyword |
efficient market hypothesis |
| keyword |
trading rules |
| keyword |
asset price behavior |
| 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 |
GA402/00/0439 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008931 |
|
| project |
| project_id |
GA402/01/0034 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008950 |
|
| 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. Technical trading rules provide a signal of when to buy or sell asset based on such price patterns to the user. Technical traders tend to put little faith in strict efficient markets. Fundamentalists rely on their model employing fundamental information basis to forecasting of the next price period. An influence of the learning agents process on a level of agent pattern profitability is shown. |
| action |
| ARLID |
cav_un_auth*0212992 |
| name |
Quantitative Methods in Economics /11./ |
| place |
Nitra |
| country |
SK |
| dates |
05.12.2002-06.12.2002 |
|
| RIV |
AH |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131089 |
| ID_orig |
UTIA-B 20020216 |
| arlyear |
2002 |
| mrcbU10 |
2002 |
| mrcbU10 |
Nitra Slovak Agricultural University |
| mrcbU12 |
80-8069-114-2 |
| mrcbU63 |
Quantitative Methods in Economics. (Multiple Criteria Decision Making 11) 269 280 |
| mrcbU67 |
Magáthová V. 340 |
|