National Repository of Grey Literature 43 records found  beginprevious34 - 43  jump to record: Search took 0.01 seconds. 
Sentiment Patterns in the Heterogeneous Agent Model
Vácha, Lukáš ; Baruník, Jozef ; Vošvrda, Miloslav
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.
Wavelet Neural Networks Prediction of Central European Stock Markets
Vácha, Lukáš ; Baruník, Jozef
In this paper we apply neural network with denoising layer method for forecasting of Central European Stock Exchanges, namely Prague, Budapest and Warsaw.
Modelování vkusu na finančních trzích
Vácha, Lukáš ; Vošvrda, Miloslav
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.
Aplikace waveletu do modelu heterogenních agentů
Vošvrda, Miloslav ; Vácha, Lukáš
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.
Heterogeneous agent models
Vošvrda, Miloslav ; Vácha, Lukáš
The Efficient Markets Hypothesis provides a theoretical basis for trading rules. Fundamentalists rely on their model employing fundamental information basis to forecasting of the next price period. The traders determine whether current conditions call for the acquisition of fundamental information in a forward looking manners, rather than relying on past performance.
Heterogeneous agent model with memory and asset price behaviour
Vošvrda, Miloslav ; Vácha, Lukáš
The Efficient Markets Hypothesis provides a theoretical basis on which technical trading rules are rejected as a viable trading strategy. Technical trading rules, providing a signal of when to buy or sell asset based on such price patterns to the user, should not be useful for generating excess returns. Technical traders and chartists tend to put little faith in strict efficient markets.

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2 VÁCHA, Ladislav