Fractal Properties of the Financial Market
Year of publication: |
2007
|
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Authors: | Vácha, Lukáš |
Published in: |
Acta Oeconomica Pragensia. - Vysoká Škola Ekonomická v Praze, ISSN 1805-4951. - Vol. 2007.2007, 4, p. 49-55
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | agents' trading strategies | heterogeneous agents model with stochastic memory | worst out algorithm | mood change |
Extent: | text/html |
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Type of publication: | Article |
Language: | English |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Wavelet Decomposition of the Financial Market
Vácha, Lukáš, (2007)
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Heterogeneous Agents Model with the Worst Out Algorithm
Vošvrda, Miloslav, (2005)
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Dynamical Agents' Strategies and the Fractal Market Hypothesis
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