Search Results - subject:"Worst out Algorithm"

Fractal Properties of the Financial Market

Vácha, Lukáš - In: Acta Oeconomica Pragensia 2007 (2007) 4, pp. 49-55

worst out algorithm (WOA). The WOA replaces periodically the trading strategies that have the lowest performance level of …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005036335

Wavelet Decomposition of the Financial Market

Vácha, Lukáš; Vošvrda, Miloslav - In: Prague Economic Papers 2007 (2007) 1, pp. 38-54

A heterogeneous agents model with the worst out algorithm was considered for obtaining more realistic market conditions …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005036507

Heterogeneous Agents Model with the Worst Out Algorithm

Vosvrda, Miloslav Stephan; Vácha, Lukáš - In: Czech Economic Review 1 (2007) 1, pp. 54-66

Worst out Algorithm (WOA) is used with considered heterogeneous agents’ model to simulate more realistic market conditions …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005698646

Wavelet Applications to Heterogeneous Agents Model

Vošvrda, Miloslav; Vácha, Lukáš - Institut ekonomických studií, Univerzita Karlova v Praze - 2006

A heterogeneous agent model with the WOA was considered for obtaining more realistic market conditions. The WOA replaces periodically the trading strategies that have the lowest performance level of all strategies presented on the market by the new ones. New strategies that enter on the market...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005067754

Heterogeneous Agents Model with the Worst Out Algorithm

Vošvrda, Miloslav; Vácha, Lukáš - Institut ekonomických studií, Univerzita Karlova v Praze - 2005

Worst out Algorithm (WOA) is used with considered heterogeneous agents’ model to simulate more realistic market conditions …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005673613