National Repository of Grey Literature 77 records found  beginprevious64 - 73next  jump to record: Search took 0.01 seconds. 
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.
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.
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.
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.
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.

National Repository of Grey Literature : 77 records found   beginprevious64 - 73next  jump to record:
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2 VÁCHA, Ladislav
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