National Repository of Grey Literature 111 records found  beginprevious68 - 77nextend  jump to record: Search took 0.01 seconds. 
Výkonnost kapitálových trhů a relativní entropie Tsalise
Vošvrda, Miloslav
The concept of the capital market efficiency is a central notion in the financial markets theory. This notion is generally useful to describe a capital market in which is relevant information.
Aplikace teorie katastrof typu CUSP na akciove trhy USA
Baruník, Jozef ; Vošvrda, Miloslav
The CUSP catastrophe model explains the crash of stock exchanges much better than alternative linear and logistic models. On the data U.S. staock markets we demonstrate that the crash of October 19, 1987 may be better explained by cusp catastropohe theory, which is not true for the crash of Sept.11, 2001
Stochastic Cusp Catastrophe Application to Stock Market Crashes Modeling
Baruník, Jozef ; Vošvrda, Miloslav
The paper is one of the first attempts to fit the cusp catastrophe theory to stock market data.
Smart Predictors in the Heterogeneous Agent Model
Vácha, Lukáš ; Baruník, Jozef ; Vošvrda, Miloslav
In this paper we extended the original model of heterogeneous agent model by introducting smart traders concept.
Sentiment Patterns in the Heterogeneous Agent Model
Vácha, Lukáš ; Baruník, Jozef ; Vošvrda, Miloslav
In this paper we extended the original model of heterogeneous agent model by introducting smart traders and changes in the agents sentiment to the model.
Modelování vkusu na finančních trzích
Vácha, Lukáš ; Vošvrda, Miloslav
Heterogeneous agents model with the stochastic forecasts formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether current conditions call for the acquisition of fundamental information in a forward looking manner rather than relying on the past performance. This paper shows an influence of the mood change on the financial market structure. This feature is simulated by changing of the forecast structure trend.
Aplikace waveletu do modelu heterogenních agentů
Vošvrda, Miloslav ; Vácha, Lukáš
Heterogeneous agents model with the WOA was considered for obtaining more realistic market conditions. This paper shows, by wavelets applications, strata influences of the trading strategies with the WOA.
Goodwinův predator-prey model s endogenním technologickým procesem
Vošvrda, Miloslav ; Kodera, Jan
Contemporary economics contains mainly two approaches for an explanation of fluctuations of economic activity indicators. A purpose of this paper is to derive from traditional Goodwin's model the predator-prey model with the specific function for technological progress.

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