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Bibliografie

Journal Article

Smart predictors in the heterogeneous agent model

Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav

: Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172

: CEZ:AV0Z10750506

: 46108, GAUK, GP402/08/P207, GA ČR, GA402/09/0965, GA ČR

: Heterogeneous agent model, Market structure, Smart traders, Hurst exponent

: 10.1007/s11403-009-0051-0

(eng): 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.

(cze): Rozšíření modelu s heterogenními agenty o informované prediktory

: AH