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Bibliografie

Journal Article

Heterogeneous agent model and numerical analysis of learning

Vošvrda Miloslav, Vácha Lukáš

: Bulletin of the Czech Econometric Society vol.9, 17 (2002), p. 15-22

: CEZ:AV0Z1075907

: GA402/01/0034, GA ČR, GA402/01/0539, GA ČR, IAA7075202, GA AV ČR

: efficient markets hypothesis, technical trading rules, numerical analysis of learning

(eng): The efficient markets hypothesis provides a theoretical basis for trading rules. The traders determine whether current conditions call for the acquisition of fundamental information in a forward looking manner rather than relying on past performance. This paper shows an influence of the learning agents process on a level of agent pattern profitability with numerical analysis.

: 05D

: AH