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  • Search: subject:"memory length"
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Year of publication
Subject
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agent-based stock market 2 asset pricing 2 heterogeneous trader 2 memory length 2 Agent-based modeling 1 Agentenbasierte Modellierung 1 Aktienmarkt 1 Anlageverhalten 1 Artificial Neural Network 1 Behavioural finance 1 Börsenkurs 1 CAPM 1 Economic Profitability 1 Financial Markets 1 Genetic Algorithm 1 Heterogeneous Agents 1 Memory Length 1 Share price 1 Statistical Accuracy 1 Stock Trading Strategies 1 Stock market 1 Theorie 1 Theory 1 Time Horizons 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Pyo, Dong-Jin 2 Hayward, Serge 1
Institution
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Society for Computational Economics - SCE 1
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1 Computing in Economics and Finance 2004 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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A multi-factor model of heterogeneous traders in a dynamic stock market
Pyo, Dong-Jin - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-24
. Stock return volatility is increasing in memory length when the information set of a trader includes only the fundamental of …
Persistent link: https://www.econbiz.de/10011988815
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Cover Image
A multi-factor model of heterogeneous traders in a dynamic stock market
Pyo, Dong-Jin - In: Cogent economics & finance 5 (2017) 1, pp. 1-24
. Stock return volatility is increasing in memory length when the information set of a trader includes only the fundamental of …
Persistent link: https://www.econbiz.de/10011887519
Saved in:
Cover Image
Heterogeneous Agents Past and Forward Time Horizons in Setting Up a Computational Model
Hayward, Serge - Society for Computational Economics - SCE - 2004
Price forecasting and trading strategies modelling are examined with major international stock indexes under different time horizons. Results demonstrate that an accurate prediction is equally important as a stable saving rate for long-term survivability. The best economic performances are...
Persistent link: https://www.econbiz.de/10005345247
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