Institute of Information Theory and Automation

Publication details

Smart predictors in the heterogeneous agent model

Journal Article

Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav


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

research: CEZ:AV0Z10750506

project(s): 46108, GAUK, GP402/08/P207, GA ČR, GA402/09/0965, GA ČR

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

abstract (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.

abstract (cze):

Rozšíření modelu s heterogenními agenty o informované prediktory

RIV: AH

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Last modification: 21.12.2012
Institute of Information Theory and Automation