Wavelet Applications to Heterogeneous Agents Model
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References listed on IDEAS
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More about this item
Keywordsagents’ trading strategies; heterogeneous agent model with stochastic memory; worst out algorithm; wavelet;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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