Czech
English
Ústav teorie informace a automatizace
Jste zde
Bibliografie
Journal Article
Smart predictors in the heterogeneous agent model
, ,
: 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
(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