Original title: An Energy Decomposition of the Financial Market
Authors: Vácha, Lukáš ; Vošvrda, Miloslav
Document type: Research reports
Year: 2006
Language: eng
Series: Research Report, volume: 2171
Keywords: agents' trading strategies; heterogenous agents model with stochastic memory; wavelet; worst out algorithm
Project no.: CEZ:AV0Z10750506 (CEP), GA402/04/1026 (CEP), GA402/06/1417 (CEP), 454/2004/A-EK FSV
Funding provider: GA ČR, GA ČR, GA UK

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0135457

Permalink: http://www.nusl.cz/ntk/nusl-35627


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports
 Record created 2011-07-01, last modified 2024-01-26


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