Derivation of exchange rate computer-agent models using dynamic clearing conditions

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F06%3A00503090" target="_blank" >RIV/49777513:23510/06:00503090 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Derivation of exchange rate computer-agent models using dynamic clearing conditions
Original language description
Paper presents various dynamic nonlinear models based upon market clearing conditions applied to FX rate. Building of models follow classical concept of computer-agent techniques. Basically, there are two kinds of traders being represented by computer agents applying different trading rules based upon either technical analyses or fundamental ones.
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F05%2F2392" target="_blank" >GA402/05/2392: Computational economics-analysis of financial market processes using computational agents technique and hierarchical management structures modelling</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 24th International Conference on Mathematical Methods in Economics 2006
ISBN
978-80-7043-480-2
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
University of West Bohemia
Place of publication
Pilsen
Event location
Plzeň
Event date
Sep 15, 2006
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000262064700038

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