Počet záznamů: 1
Smart Agents and Sentiment in the Heterogeneous Agent Model
- 1.0342463 - ÚTIA 2011 RIV FR eng J - Článek v odborném periodiku
Vácha, Lukáš - Baruník, Jozef - Vošvrda, Miloslav
Smart Agents and Sentiment in the Heterogeneous Agent Model.
ERCIM News. -, č. 81 (2010), s. 39-40. ISSN 0926-4981. E-ISSN 1564-0094
Grant CEP: GA ČR(CZ) GA402/09/0965; GA ČR GP402/08/P207
Grant ostatní: GAUK(CZ) GAUK 46108
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: Smart traders * price movements * smart traders concept
Kód oboru RIV: AH - Ekonomie
http://library.utia.cas.cz/separaty/2010/E/vacha-smart agents and sentiment in the heterogeneous agent model.pdf
Smart traders is a new concept for improving the usual models for future price movements in financial markets. The influence of the proposed smart traders concept is examined with simulations.
Trvalý link: http://hdl.handle.net/11104/0185194
Počet záznamů: 1