Original title: Heterogeneous agent models
Authors: Vošvrda, Miloslav ; Vácha, Lukáš
Document type: Papers
Conference/Event: Výpočtová ekonomie, Plzeň (CZ), 2002-11-22
Year: 2003
Language: eng
Abstract: 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.
Keywords: asset price behaviour; efficient markets hypothesis; technical trading rules
Project no.: CEZ:AV0Z1075907 (CEP), GA402/01/0539 (CEP), GA402/01/0034 (CEP), IAA7075202 (CEP)
Funding provider: GA ČR, GA ČR, GA AV ČR
Host item entry: Výpočtová ekonomie. Sborník semináře

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/11104/0131331

Permalink: http://www.nusl.cz/ntk/nusl-35023


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