Wavelet Applications to Heterogeneous Agents Model
Year of publication: |
2006-04
|
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Authors: | Vošvrda, Miloslav ; Vácha, Lukáš |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | agents’ trading strategies | heterogeneous agent model with stochastic memory | worst out algorithm | wavelet |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2006/21 15 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G14 - Information and Market Efficiency; Event Studies ; D84 - Expectations; Speculations |
Source: |
-
Heterogeneous Agents Model with the Worst Out Algorithm
Vosvrda, Miloslav Stephan, (2007)
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Heterogeneous Agents Model with the Worst Out Algorithm
Vošvrda, Miloslav, (2005)
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Wavelet Decomposition of the Financial Market
Vácha, Lukáš, (2007)
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Heterogeneous Agents Model with the Worst Out Algorithm
Vošvrda, Miloslav, (2005)
-
Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy
Vošvrda, Miloslav, (2005)
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Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
Vošvrda, Miloslav, (2006)
- More ...