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Smart Agents and Sentiment in the Heterogeneous Agent Model
- 1.0325504 - ÚTIA 2010 RIV CZ eng J - Journal Article
Vácha, Lukáš - Baruník, Jozef - Vošvrda, Miloslav
Smart Agents and Sentiment in the Heterogeneous Agent Model.
[Pohotoví agenti a sentiment v modelu heterogennich agentů.]
Prague Economic Papers. Roč. 18, č. 3 (2009), s. 209-219. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA MŠMT(CZ) LC06075; GA ČR GP402/08/P207; GA ČR(CZ) GA402/09/0965
Institutional research plan: CEZ:AV0Z10750506
Keywords : heterogeneous agent model * market structure * smart traders * Hurst exponent
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vacha-smart agents and sentiment in the heterogeneous agent model.pdf
Permanent Link: http://hdl.handle.net/11104/0172888
Number of the records: 1