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Smart predictors in the heterogeneous agent model
- 1.0329651 - ÚTIA 2010 RIV DE eng J - Journal Article
Baruník, Jozef - Vácha, Lukáš - Vošvrda, Miloslav
Smart predictors in the heterogeneous agent model.
[Prediktoři v modelu s heterogenními agenty.]
Journal of Economic Interaction and Coordination. Roč. 4, č. 2 (2009), s. 163-172. ISSN 1860-711X. E-ISSN 1860-7128
R&D Projects: GA ČR GP402/08/P207; GA ČR GA402/09/0965
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : Heterogeneous agent model * Market structure * Smart traders * Hurst exponent
Subject RIV: AH - Economics
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.
Rozšíření modelu s heterogenními agenty o informované prediktory
Permanent Link: http://hdl.handle.net/11104/0175629
Number of the records: 1