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  • Cílem navrhovaného projektu je tvorba a ověření nového modelu chování finančního trhu. Navržený model by měl zohledňovat heterogenitu agentů, nesynchronicitu jejich akcí, strukturu trhu (tj. pravidla, podle kterých se obchoduje), kromě toho by měl reflektovat problematiku likvidity. Návrh též počítá s empirickým ověřováním platnosti modelu a se statistickými odhady jeho parametrů. (cs)
  • The goal of the proposed project is the construction and the verification of a new model of a financial market's behavior. The model is aimed to assume the heterogeneity of the agents and the non-synchronicity of the agents' actions, to consider the microstructure of the market (i.e. the rules according to which the market is functioning) and to take the liquidity of the market into account. The model should also be in an accordance with the empirical data. (en)
Title
  • Mathematical modeling of the microstructure of the financial markets with the non-synchronous trading (en)
  • Matematické modelování mikrostruktury finančních trhů s nesynchronním obchodováním (cs)
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  • market microstructure; financial markets; non-synchronous trading (en)
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