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GA402/06/1417

  1. Šmíd Martin :  Probabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  2. Vošvrda Miloslav, Baruník Jozef :  Modelování Krachů na kapitálových trzích: Aplikace teorie stochastických katastrof , Politická ekonomie vol.2008, 6 (2008), p. 759-771 [2008] Download
  3. Baruník Jozef :  How Do Neural Networks Enhance the Predictability of Central European Stock Returns? , Finance a úvěr-Czech Journal of Economics and Finance vol.58, p. 359-376 [2008] Download
  4. Šmíd Martin :  Price Tails in the Smith and Farmer's Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 31-40 [2008] Download
  5. Vácha Lukáš :  Fractal Properties of the Financial Market , Acta Oeconomica Pragensia, 4 (2007), p. 49-55 [2007]
  6. Šmíd Martin :  Are Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 [2007]
  7. Šmíd Martin :  On Uselessness of Limit Orders , Bulletin of the Czech Econometric Society vol.2007, 24 (2007), p. 45-57 [2007]
  8. Vošvrda Miloslav, Vácha Lukáš :  Wavelet Decomposition of the Financial Market , Prague Economic Papers vol.16, 1 (2007), p. 38-54 [2007]

  1. Baruník Jozef, Vácha Lukáš :  Neural 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
  2. Baruník Jozef, Vošvrda Miloslav :  Stochastic Cusp Catastrophe Application to Stock Market Crashes Modeling, ÚTIA AV ČR, (Praha 2008) Research Report 2223 [2008]
  3. Vácha Lukáš, Baruník Jozef :  Wavelet Neural Networks Prediction of Central European Stock Markets, ÚTIA AV ČR, (Praha 2008) Research Report 2225 [2008]
  4. Vácha Lukáš, Baruník Jozef :  Wavelet 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]
  5. Kaňková Vlasta :  Multistage Stochastic Programs via Stochastic Parametric Optimization , Operations Research Proceedings 2007, p. 63-68 , Eds: Kalcsics Joerg, Nickel Stefan, Annual International Conference of the German Operations Research Society (GOR), (Saarbruecken, DE, 05.09.2007-07.09.2007) [2008]
  6. Šmíd Martin :  Probabilistic Properties of the Continuous Double Auction - Uniform Case, ÚTIA AV ČR, (Praha 2008) Research Report 2216 [2008]
  7. Kaňková Vlasta :  Empirical Estimates via Stability in Stochastic Programming, ÚTIA AV ČR, (Praha 2007) Research Report 2192 [2007]
  8. Šmíd Martin :  Reduction of the Smith /& Farmers' Model, ÚTIA AV ČR, (Praha 2007) Research Report 2188 [2007]
  9. Vácha Lukáš, Vošvrda Miloslav :  Moods Modelling on the Financial Markets , Proceedings of the Mathematical Methods in Economics, p. 1-7, Mathematical Methods in Economics, (Ostrava, CZ, 04.09.2007-06.09.2007) [2007]
  10. Kaňková Vlasta :  Multistage Stochastic Programming Problems; Stability and Approximation , Operations Research Proceedings 2006, p. 595-600 , Eds: Waldmann Karl-Heinz, Stocker Ulrike M., Annual International Conference of the German Operations Research Society (GOR), (Karlsruhe, DE, 06.09.2006-08.09.2006) [2007]
  11. Šmíd Martin :  Dynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2177 [2006]
  12. Šmíd Martin :  Dynamic Behavior of a Rational Agent at a Limit Order Market, UTIA AV ČR, (Sydney 2006) [2006] Download
  13. Vácha Lukáš, Vošvrda Miloslav :  An Energy Decomposition of the Financial Market, ÚTIA AV ČR, (Praha 2006) Research Report 2171 [2006]
  14. Šmíd Martin :  Optimal Strategies at a Limit Order Market , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 1-4 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  15. Šmíd Martin :  On Markov Properties of Limit Order Markets , Prague Stochastics 2006, p. 1-10 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  16. Šmíd Martin :  Behavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 [2006]
2019-01-07 08:39
Institute of Information Theory and Automation