Filters
Wavelets and sentiment in the heterogeneous agent model
The paper concerns a heterogeneous agent model, with is an extension of the Brock and Hommes model. The heterogeneous agents approach challenges the traditional representative rational agent
AH - Ekonomie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Firms formation and growth in the model with heterogeneous agents and monitoring
Agent-based computational model of firms formation and growth in the model with heterogeneous agents and monitoring....
AH - Ekonomie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Smart agents and sentiment in the heterogeneous agent model
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 market agents to estimate future price movements....
AH - Ekonomie
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Heterogeneous agent model with the worst out algorithm
Heterogeneous agents model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period....
AH - Ekonomie
- 2005 •
- O
Rok uplatnění
O - Ostatní výsledky
Smart predictors in the heterogeneous agent model
This article discusses the extension of 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 p...
AH - Ekonomie
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Wavelet Applications to Heterogeneous Agents Model
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....
AH - Ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Wavelets and Sentiment in the Heterogeneous Agents Model
The heterogeneous agents approach challenges the traditional representative rational agent framework. Heterogeneity in expectations can lead to market instability and complicated price dynamics. We use wavelets for...
AH - Ekonomie
- 2008 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Heterogenous Agents Model with the Worst Out Algorithm
A heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine ...
AH - Ekonomie
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Heterogeneous Agents Model with the Worst Out Algorithm
Heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine wh...
AH - Ekonomie
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Projection methods for economies with heterogeneous agents
In this paper we develop a general methodology for solving models with heterogeneous agents by projection methods. Our approach is solely based on the functional forms of agents? optimal policy rules and on a funct...
AH - Ekonomie
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
- 1 - 10 out of 194 103