Original title: Heterogeneous Agents Model with the Worst Out Algorithm
Authors: Vácha, Lukáš ; Vošvrda, Miloslav
Document type: Research reports
Year: 2005
Language: eng
Series: Research Report, volume: 91.
Keywords: agent's investment horizont; efficient markets hypothesis; fractal market hypothesis; heterogeneous agent model with stochastic memory; technical trading rules
Project no.: CEZ:AV0Z10750506 (CEP), GA402/04/1294 (CEP), 454/2004/AEK/FSV
Funding provider: 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/11104/0131990

Permalink: http://www.nusl.cz/ntk/nusl-35178


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