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	Heterogeneous agent model with memory and asset price behaviour Vošvrda, Miloslav ; Vácha, Lukáš The Efficient Markets Hypothesis provides a theoretical basis on which technical trading rules are rejected as a viable trading strategy. Technical trading rules, providing a signal of when to buy or sell asset based on such price patterns to the user, should not be useful for generating excess returns. Technical traders and chartists tend to put little faith in strict efficient markets. Detailed record
	Four equation model of price dynamics Kodera, Jan A non-linear model of production, capital dynamics, price, and inflation dynamics. Detailed record
	Dynamika rozšířeného Kaldorova modelu s racionálním očekáváním výkonnosti kapitálu a adaptivním očekáváním inflace Kodera, Jan ; Sladký, Karel ; Vošvrda, Miloslav The article deals with non-linear dynamics of an extended Kaldor model including not only (traditional) production and capital stock dynamics, but even interest rate and price dynamics with adaptive expectation of inflation. In the extended model we check equilibrium, its stability or nonstability, orbits of the system and its changes related to changes of the system parameters. The results of the analytical approch and computer modeling are also presented. Detailed record
	Poznámka k úlohám vícekriteriální stochastické optimalizace a silně (strongly) konvexním funkcím Kaňková, Vlasta Multiobjective problems with an operator of mathematical expectation in objective functions and a constraints set depending (generally) on a probability measure are considered. The aim of the paper is to introduce modified assertions on a stability (considered w.r.t. a propbability measures space) of the (properly) efficient points set and the behaviour of the corresponding empirical estimates. To this end at least one component of the objective functions is supposed to be strongly convex. Detailed record
	A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence Kaňková, Vlasta ; Šmíd, Martin Detailed record

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