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National Repository of Grey Literature

182 records found  173 - 182  jump to record:

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	Chování středoevropských trhů počas finanční krize Baruník, Jozef ; Vácha, Lukáš ; Vošvrda, Miloslav In the paper we research statistical properties of the Central European stock markets. Detailed record
	Výběrové vlastnosti Odhadů Hurstova exponentu na datech s težkými chvosty Baruník, Jozef ; Krištoufek, Ladislav We show how the sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails in the data. Detailed record
	Neuronové Sítě jako semiparametrická metoda oceňování opcí Baruník, Jozef ; Baruníková, M. We study the ability of artificial neural networks to price the European style call and put options on the S&P 500 index. Detailed record
	Waveletová analýza trhů střední evropy během krize Vácha, Lukáš ; Baruník, Jozef In the proposed paper we would like to test for the different reactions of the stock markets to current financial crisis. We will focus on the Central European stock markets, namely Czech, Polish, Hungarian and compare them to German and U.S. benchmark stock markets. Detailed record
	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 Detailed record
	Neuronové sítě s Waveletovým filtrem: Aplikace na akciové indexy střední evropy a jejich predikce Baruník, Jozef ; Vácha, Lukáš Wavelet Neural Network prediction of Central European stock market returns series. Detailed record
	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. Detailed record
	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. Detailed record
	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. Detailed record
	Wavelet Neural Networks Prediction of Central European Stock Markets Vácha, Lukáš ; Baruník, Jozef In this paper we apply neural network with denoising layer method for forecasting of Central European Stock Exchanges, namely Prague, Budapest and Warsaw. Detailed record

National Repository of Grey Literature : 182 records found   173 - 182  jump to record:

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2	Baruník, Jozef,

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