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  • Search: subject:"heterogeneous agent model with stochastic memory"
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Year of publication
Subject
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heterogeneous agent model with stochastic memory 3 Efficient Markets Hypothesis 2 Fractal Market Hypothesis 2 Worst out Algorithm 2 agents’ trading strategies 2 technical trading rules 2 agents' investment horizons 1 agents' trading strategies 1 agents’ investment horizons 1 wavelet 1 worst out algorithm 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Language
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English 2 Undetermined 1
Author
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Vácha, Lukáš 3 Vošvrda, Miloslav 2 Vosvrda, Miloslav Stephan 1
Institution
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Institut ekonomických studií, Univerzita Karlova v Praze 2
Published in...
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Working Papers IES 2 Czech Economic Review 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Heterogeneous Agents Model with the Worst Out Algorithm
Vosvrda, Miloslav Stephan; Vácha, Lukáš - In: Czech Economic Review 1 (2007) 1, pp. 54-66
Heterogeneous agents’ model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether current conditions call for the acquisition of fundamental information in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005698646
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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
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Cover Image
Heterogeneous Agents Model with the Worst Out Algorithm
Vošvrda, Miloslav; Vácha, Lukáš - Institut ekonomických studií, Univerzita Karlova v Praze - 2005
Heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether current conditions call for the acquisition of fundamental information in a...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005673613
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