About: New Approaches to Monitoring and Forecasting Financial Markets     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Projekt, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • Nové teoretické směry analýzy kapitálových trhů. (cs)
  • The proposed research is aimed to contribute to understanding the factors influencing prices on financial markets. We plan to focus to changes in the fundamentals of financial assets, speculation, market sentiments and various shocks like unexpected changes of interest rates, policies, or criminal activities resulting in short-term fluctuations and even long-term swings between the periods of bull and bear markets. For a long term, the financial economics has been dominated by the efficient market hypothesis which was unable to capture these phenomena and thus it was unable to yield robust predictions. In our research, we plan to use approaches connecting quantitative analysis and behavioral approaches, namely the prospect theory, heterogeneous agents modeling and nonlinear dynamics approaches such as the catastrophe theory with bifurcations, which allow the existence of multiple equilibria and sunspot effects. The result of our research could be theories and models linking the macroeconomic prices variables, the evolution of financial markets, and the above mentioned ``un-systematic'' factors. The resulting methods and models will be applied, tested and calibrated on both well-established and emerging markets. Impacts of capital markets bifurcations on monetary macroeconomic equilibrium will be analyzed as well. (en)
Title
  • New Approaches to Monitoring and Forecasting Financial Markets (en)
  • Nové přístupy pro monitorování a predikci na kapitálových trzích (cs)
http://linked.open...vai/cislo-smlouvy
http://linked.open...avai/druh-souteze
http://linked.open...domain/vavai/faze
http://linked.open...vavai/hlavni-obor
http://linked.open...vavai/id-aktivity
http://linked.open.../vavai/id-souteze
http://linked.open...n/vavai/kategorie
http://linked.open...vai/klicova-slova
  • heterogenní agenti; behaviorální finance; bifurkace; cusp katastrofy; wavelety; neuronové sítě (en)
http://linked.open...avai/konec-reseni
http://linked.open...nujicich-prijemcu
http://linked.open...avai/poskytovatel
http://linked.open...avai/start-reseni
http://linked.open...ai/statni-podpora
http://linked.open...vavai/typProjektu
http://linked.open...ai/uznane-naklady
http://linked.open...ai/pocet-prijemcu
http://linked.open...cet-spoluprijemcu
http://linked.open...ai/pocet-vysledku
http://linked.open...ku-zverejnovanych
is http://linked.open...ain/vavai/projekt of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software