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Bibliografie

GP402/08/P207

  1. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavHow do skilled traders change the structure of the market , International Review of Financial Analysis vol.23, 1 (2012), p. 66-71 [2012] Download DOI: 10.1016/j.irfa.2011.06.011
  2. Baruník Jozef, Vácha LukášMonte Carlo-based tail exponent estimator , Physica. A : Statistical Mechanics and its Applications vol.389, 21 (2010), p. 4863-4874 [2010] Download DOI: 10.1016/j.physa.2010.06.054
  3. Baruník Jozef, Vácha LukášMonte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  4. Baruník Jozef, Vácha Lukáš, Vošvrda MiloslavSmart predictors in the heterogeneous agent model , Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172 [2009] DOI: 10.1007/s11403-009-0051-0
  5. Vácha Lukáš, Vošvrda MiloslavWavelets and Sentiment in the Heterogeneous Agents Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 41-56 [2008] Download

  1. Baruník Jozef, Vácha Lukáš, Krištoufek LadislavComovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , 28th International Conference on Mathematical Methods in Economics 2010, p. 12-17 , Eds: Houda Michal, Friebelová Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  2. Vácha Lukáš, Baruník JozefWhat does the wavelet analysis tell us about the Central European stock markets behavior during the crisis? , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 7-12 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
  3. Baruník Jozef, Vácha LukášNeural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting , Proceedings of 26th International Conference Mathematical Methods in Economics 2008, p. 1-6 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) [2008] Download
  4. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavSmart Predictors in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2222 [2008]
  5. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavSentiment Patterns in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2224 [2008]
  6. Vácha Lukáš, Baruník JozefWavelet Neural Networks Prediction of Central European Stock Markets, ÚTIA AV ČR, (Praha 2008) Research Report 2225 [2008]
  7. Vácha Lukáš, Baruník JozefWavelet Neural Networks Prediction of Central European Stock Markets , Quantitative Methods in Economics: Multiple Criteria Decision making XIV, p. 291-297 , Eds: Reiff Sladký, Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV, (Tatranská Lomnica, SK, 05.07.2008-07.07.2008) [2008]