Research Report

An Energy Decomposition of the Financial Market

Vácha Lukáš, Vošvrda Miloslav

: ÚTIA AV ČR, (Praha 2006)

: Research Report 2171

: CEZ:AV0Z10750506

: GA402/04/1026, GA ČR, GA402/06/1417, GA ČR, 454/2004/A-EK FSV, GA UK

: agents' trading strategies, heterogenous agents model with stochastic memory, worst out algorithm, wavelet

: 05D

: AH