Institute of Information Theory and Automation

You are here

Bibliography

Research Report

Sentiment Patterns in the Heterogeneous Agent Model

Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav

: ÚTIA AV ČR, (Praha 2008)

: Research Report 2224

: CEZ:AV0Z10750506

: GP402/08/P207, GA ČR, LC06075, GA MŠk

: heterogeneous agent model, market structure, smart traders

(eng): In this paper we extended the original model of heterogeneous agent model by introducting smart traders and changes in the agents sentiment to the model.

: AH

2019-01-07 08:39