Vacha L., Barunik J., Vosvrda M.: Smart Agents and Sentiment in the Heterogeneous Agent Model
Author(s): | doc. PhDr. Jozef Baruník Ph.D., Mgr. Lukáš Vácha Ph.D., prof. Ing. Miloslav Vošvrda CSc., |
---|---|
Type: | Articles in refereed journals |
Year: | 2010 |
Number: | 81 |
ISSN / ISBN: | 0926-4981 |
Published in: | ERCIM News, No. 81, pp. 39-40 PDF |
Publishing place: | France |
Keywords: | |
JEL codes: | |
Suggested Citation: | Vacha L., Barunik J., Vosvrda M. (2010): Smart Agents and Sentiment in the Heterogeneous Agent Model, ERCIM News, No. 81, pp. 39-40 |
Abstract: | Smart traders’ is a new concept for improving the usual models for future price movements in financial markets. The influence of the proposed smart traders concept is examined with simulations. |