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Bibliography

Conference Paper (international conference)

Wavelet Applications to Heterogeneous Agents Model

Vošvrda Miloslav, Vácha Lukáš

: Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 497-502 , Eds: Lukáš L.

: Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09. 2006)

: CEZ:AV0Z10750506

: GA402/04/1294, GA ČR

: agent's trading strategies, heterogeneous agent model with stochastic memory, Worst out Algorithm, wavelets

(eng): Heterogeneous agents model with the WOA was considered for obtaining more realistic market conditions. This paper shows, by wavelets applications, strata influences of the trading strategies with the WOA.

(cze): Model heterogenních agentů s WOA algoritmem byl uvažován pro vyjádření realističtějších tržních podmínek. Tento článek ukazuje pomocí wavelet aplikace skladbu vlivů obchodních strategií s WOA.

: 05D, 12

: AH

2019-01-07 08:39