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rdf:type
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Description
| - Model heterogenních agentů s algoritmem %22nejhorší z kola ven%22 byl uvažován pro získání reálných tržních podmínek. Periodicky se nahrazují tržní strategie, a to tak, že výkonově nejhorší strategie opouští trh a nahrazuje ji jiná běžná strategie. Nové strategie, které vstupují na trh mají obdobnou pravděpodobnostní strukturu jako jejich předchůdci. Tento článek aplikuje vlnovou analýzu pro novou reprezentaci kapitálového trhu. (cs)
- A heterogeneous agents model with the worst out algorithm was considered for obtaining more realistic market conditions. The WOA replaces periodically the trading strategies that have the lowest performance level of all strategies presented on the market by the new ones. New strategies that enter on the market have the same stochastic structure as an initial set of strategies. This paper shows, by wavelets applications, strata influences of the trading strategies with the WOA.
- A heterogeneous agents model with the worst out algorithm was considered for obtaining more realistic market conditions. The WOA replaces periodically the trading strategies that have the lowest performance level of all strategies presented on the market by the new ones. New strategies that enter on the market have the same stochastic structure as an initial set of strategies. This paper shows, by wavelets applications, strata influences of the trading strategies with the WOA. (en)
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Title
| - Wavelet Decomposition of the Financial Market
- Vlnová dekompozice finančního trhu (cs)
- Wavelet Decomposition of the Financial Market (en)
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skos:prefLabel
| - Wavelet Decomposition of the Financial Market
- Vlnová dekompozice finančního trhu (cs)
- Wavelet Decomposition of the Financial Market (en)
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skos:notation
| - RIV/67985556:_____/07:00079209!RIV07-AV0-67985556
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(GA402/04/1026), P(GA402/06/1417), Z(AV0Z10750506), Z(MSM0021620841)
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/67985556:_____/07:00079209
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - agents' trading strategies; heterogeneous agents model with stochastic memory; worst out algorithm; wavelet (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Vošvrda, Miloslav
- Vácha, Lukáš
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http://linked.open...n/vavai/riv/zamer
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issn
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number of pages
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