  We study dynamics of a simulated world with stock and money, driven by the
externally given processes which we refer to as sentiments. The considered
sentiments influence the buy/sell stock trading attitude, the perceived price
uncertainty, and the trading intensity of all or a part of the market
participants. We study how the wealth of market participants evolves in time in
such an environment. We discuss the opposite perspective in which the
parameters of the sentiment processes can be inferred a posteriori from the
observed market behavior.
