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GP402/08/P207

  1. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  How 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 Lukáš, Vošvrda Miloslav :  Tail Behavior of the Central European Stock Markets during the Financial Crisis , AUCO Czech Economic Review vol.4, 3 (2010), p. 282-294 [2010] Download
  3. Baruník Jozef, Vácha Lukáš :  Monte 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
  4. Baruník Jozef, Vácha Lukáš :  Monte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  5. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  Smart Agents and Sentiment in the Heterogeneous Agent Model , ERCIM News, 81 (2010), p. 39-40 [2010] Download
  6. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Tail Behavior of the Central European Stock Markets during the Financial Crisis , IES Working Papers vol.2010, 4 (2010), p. 1-17 [2010] Download
  7. Baruník Jozef, Vácha Lukáš :  Wavelet Analysis of Central European Stock Market Behaviour During the Crisis , IES Working Papers vol.2009, 23 (2009), p. 1-14 [2009]
  8. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Smart 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
  9. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  Smart Agents and Sentiment in the Heterogeneous Agent Model , Prague Economic Papers vol.18, 3 (2009), p. 209-219 [2009] Download
  10. Vácha Lukáš, Vošvrda Miloslav :  Wavelets 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 Ladislav :  Comovement 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. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Power Law Behavior of the Central European Stock Markets During the Financial Crisis, ÚTIA AV ČR, (Praha 2009) Research Report 2268 [2009]
  3. Vácha Lukáš, Baruník Jozef :  What 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
  4. 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
  5. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  Smart Predictors in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2222 [2008]
  6. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  Sentiment Patterns in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2224 [2008]
  7. Vácha Lukáš, Baruník Jozef :  Wavelet Neural Networks Prediction of Central European Stock Markets, ÚTIA AV ČR, (Praha 2008) Research Report 2225 [2008]
  8. 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]
2019-01-07 08:39
Institute of Information Theory and Automation