Original title: Sentiment Patterns in the Heterogeneous Agent Model
Authors: Vácha, Lukáš ; Baruník, Jozef ; Vošvrda, Miloslav
Document type: Research reports
Year: 2008
Language: eng
Series: Research Report, volume: 2224
Abstract: In this paper we extended the original model of heterogeneous agent model by introducting smart traders and changes in the agents sentiment to the model.
Keywords: heterogeneous agent model; market structure; smart traders
Project no.: CEZ:AV0Z10750506 (CEP), GP402/08/P207 (CEP), LC06075 (CEP)
Funding provider: GA ČR, GA MŠk

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/11104/0164747

Permalink: http://www.nusl.cz/ntk/nusl-39301


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports