Moods Modelling on the Financial Markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F07%3A00085472" target="_blank" >RIV/67985556:_____/07:00085472 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Moods Modelling on the Financial Markets
Original language description
Heterogeneous agents model with the stochastic forecasts formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether current conditions call for the acquisition of fundamental information in a forward looking manner rather than relying on the past performance. This paper shows an influence of the mood change on the financial market structure. This feature is simulated by changing of the forecast structure trend.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2007
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the Mathematical Methods in Economics
ISBN
978-80-248-1457-5
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 4, 2007
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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