Original title: Wavelet Applications to Heterogeneous Agents Model
Translated title: Aplikace waveletu do modelu heterogenních agentů
Authors: Vošvrda, Miloslav ; Vácha, Lukáš
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2006, Plzeň (CZ), 2006-09-13 / 15.09. 2006
Year: 2006
Language: eng
Abstract: [eng] [cze]
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. 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.
Keywords: agent's trading strategies; heterogeneous agent model with stochastic memory; wavelets; Worst out Algorithm
Project no.: CEZ:AV0Z10750506 (CEP), GA402/04/1294 (CEP)
Funding provider: GA ČR
Host item entry: Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, ISBN 978-80-7043-480-2

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/11104/0139235

Permalink: http://www.nusl.cz/ntk/nusl-36181


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers