Přejít k hlavnímu obsahu
Czech
English
Ústav teorie informace a automatizace
Jste zde
Domů
Vyhledávání
Hledat
O ústavu
Domů
Výzkum
Výuka
Lidé
Struktura
Časopis Kybernetika
GDPR info
GEP info
Život ústavu
Informace
Návody
Aktivity
Semináře
Knihovna
Výpočetní středisko
Intranet
Přihlášení
Přístup k mailu
Covid - evidence testů
Lemon
Rezervace tělocvičny
Poštovní konference
Rezervace poslucháren
Bibliografie
GP402/08/P207
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
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
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
Baruník Jozef
,
Vácha Lukáš
:
Monte Carlo-Based Tail Exponent Estimator
,
IES Working Paper vol.2010, 6 (2010), p. 1-26
[2010]
Download
Vácha Lukáš
,
Baruník Jozef
,
Vošvrda Miloslav
:
Smart Agents and Sentiment in the Heterogeneous Agent Model
,
ERCIM News, 81 (2010), p. 39-40
[2010]
Download
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
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]
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
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
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
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
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]
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
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
Vácha Lukáš
,
Baruník Jozef
,
Vošvrda Miloslav
:
Smart Predictors in the Heterogeneous Agent Model
,
ÚTIA AV ČR, (Praha 2008)
Research Report 2222
[2008]
Vácha Lukáš
,
Baruník Jozef
,
Vošvrda Miloslav
:
Sentiment Patterns in the Heterogeneous Agent Model
,
ÚTIA AV ČR, (Praha 2008)
Research Report 2224
[2008]
Vácha Lukáš
,
Baruník Jozef
:
Wavelet Neural Networks Prediction of Central European Stock Markets
,
ÚTIA AV ČR, (Praha 2008)
Research Report 2225
[2008]
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]
07.01.2019 - 08:39