About: Computer agent-based models for FX rate simulation in Java     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Článek je soustředěn na formulaci modelů sestrojených na bázi počítačových agentů pro simulaci abstraktního směnného kurzu. V zásadě jsou uvedeny dva typy agentů, pomocí nichž je model sestrojen – jde o chartisty a fundamentalisty. Chartisté využívají technickou analýzu k predikci pohybů směnného kurzu na finančních trzích. Naopak fundamenatlisté používají fundamentální analýzu ke konstrukci své predikce pohybů směnného kurzu. Zvláštní pozornost je věnována definici různých clearingových podmínek, které lze aplikovat na abstraktní směnné finanční trhy. Podrobně jsou prezentovány výsledky numerických simulací. (cs)
  • The paper is focused upon formulation of computer agent-based models for simulation of abstract foreign exchange rate. Basically, two types of agents are introduced to build the model - the chartists and fundamentalists ones. The chartists support technical analysis to predict movements of FX rate on financial market. On the contrary, the fundamentalists support fundamental analysis to make their prediction of future movements of FX rate. Special attention is devoted to the definition of various clearing conditions applicable at abstract foreign exchange money markets. Results of numerical simulation experiments are presented in more details.
  • The paper is focused upon formulation of computer agent-based models for simulation of abstract foreign exchange rate. Basically, two types of agents are introduced to build the model - the chartists and fundamentalists ones. The chartists support technical analysis to predict movements of FX rate on financial market. On the contrary, the fundamentalists support fundamental analysis to make their prediction of future movements of FX rate. Special attention is devoted to the definition of various clearing conditions applicable at abstract foreign exchange money markets. Results of numerical simulation experiments are presented in more details. (en)
Title
  • Modely sestavené na bázi počítačových agentů pro simulaci směnného kurzu v Javě (cs)
  • Computer agent-based models for FX rate simulation in Java
  • Computer agent-based models for FX rate simulation in Java (en)
skos:prefLabel
  • Modely sestavené na bázi počítačových agentů pro simulaci směnného kurzu v Javě (cs)
  • Computer agent-based models for FX rate simulation in Java
  • Computer agent-based models for FX rate simulation in Java (en)
skos:notation
  • RIV/49777513:23510/03:00000010!RIV08-GA0-23510___
http://linked.open.../vavai/riv/strany
  • 49
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/03/0667)
http://linked.open...iv/cisloPeriodika
  • 0
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 601921
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23510/03:00000010
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • computer agent-based models; abstract foreign exchange rate; financial markets; technical analysis; fundamental analysis simulation models (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CA - Kanada
http://linked.open...ontrolniKodProRIV
  • [FFC99489DC44]
http://linked.open...i/riv/nazevZdroje
  • IIAS-Transactions on Systems Research and Cybernetics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Lukáš, Ladislav
issn
  • 1609-8625
number of pages
http://localhost/t...ganizacniJednotka
  • 23510
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software