Publication detail

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.

Partners

Deloitte
Česká Spořitelna

Sponsors

CRIF
McKinsey
Patria Finance
EY