"0"^^ . . . . . "Tvorba matematick\u00FDch model\u016F pro kvantitativn\u00ED anal\u00FDzu finan\u010Dn\u00EDch trh\u016F - zpracov\u00E1ny dva typy model\u016F s\u00A0vyu\u017Eit\u00EDm techniky po\u010D\u00EDta\u010Dov\u00FDch agent\u016F: 1) t\u0159\u00EDda neline\u00E1rn\u00EDch model\u016F pro numerick\u00E9 simulace abstrakt. FX kurz\u016F vznikla z\u00A0p\u016Fvodn\u00EDho diskr\u00E9t. nelin.modelu r"@cs . . . . . . "1"^^ . . . "V\u00FDpo\u010Dtov\u00E1 ekonomie - aplikace metod dynamiky syst\u00E9m\u016F k anal\u00FDze proces\u016F finan\u010Dn\u00EDch trh\u016F a hierarchick\u00FDch struktur \u0159\u00EDzen\u00ED podniku - druh\u00E1 etapa." . . . "0"^^ . . "Elaboration of mathematical models for quantitative analysis of financial markets - two types of models proposed: 1) class of nonlinear models for numerical simulation of FX rates (discrete CA-oriented models) stemmed from the original model by two main"@en . "Neuvedeno."@en . . . "Development and usage of mathematical models based upon theory of deterministic chaotic systems for quantitative analysis of financial market processes. Structural bases of these models are non-stationary interactions of agents having different economically defined activities. Development and usage of mathematical models based upon theory of fractals for analysis of hierarchical management structures. Usage of software package Matlab (MathWorks, Inc.) for implemention of the developed models. Development of own software packages implementing the elaborated methods in object-oriented language Java, focusing upon platform independent applications and Internet applets. The problem oriented data collection for identification and verification of proposed analytic models. Data processing and evaluation of the collected data files by statistical software package STATISTICA (StatSoft, Inc.). All mentioned software packages are at our disposal at the Faculty of Economics, University of West Bohemia"@en . . "9"^^ . "GA402/03/0667" . "Computational economics - application of syst\u00E9m dynamics approach to analysis of financial market processes and hierarchical management structures - 2"@en . "Zpracov\u00E1n\u00ED a vyu\u017Eit\u00ED matematick\u00FDch model\u016F zalo\u017Een\u00FDch na teorii deterministick\u00FDch chaotick\u00FDch syst\u00E9m\u016F pro prov\u00E1d\u011Bn\u00ED kvantitativn\u00ED anal\u00FDzy proces\u016F finan\u010Dn\u00EDch trh\u016F. Struktur\u00E1ln\u00EDmi z\u00E1klady t\u011Bchto model\u016F jsou nestacion\u00E1rn\u00ED interakce agent\u016F s rozd\u00EDln\u00FDmi ekonomicky definovan\u00FDmi aktivitami. Zpracov\u00E1n\u00ED a vyu\u017Eit\u00ED matematick\u00FDch model\u016F zalo\u017Een\u00FDch na teorii frakt\u00E1l\u016F pro anal\u00FDzu hierarchick\u00FDch struktur \u0159\u00EDzen\u00ED podnik\u016F. Vyu\u017Eit\u00ED bal\u00EDku software Matlab finny MathWorks, Inc., pro tvorbu matematick\u00FDch model\u016F. V\u00FDvoj vlastn\u00EDho software implementuj\u00EDc\u00EDho zpracovan\u00E9 modely ve v\u00FDvojov\u00E9m prost\u0159ed\u00ED objektov\u011B orientovan\u00E9ho jazyka Java, s vyu\u017Eit\u00EDm zam\u011B\u0159en\u00FDm na tvorbu platformov\u011B nez\u00E1visl\u00FDch aplikac\u00ED a aplet\u016F pro Internet. Sb\u011Br probl\u00E9mov\u011B orientovan\u00FDch dat se zam\u011B\u0159en\u00EDm na identifikaci a ov\u011B\u0159en\u00ED navr\u017Een\u00FDch analytick\u00FDch model\u016F. Statistick\u00E9 zpracov\u00E1n\u00ED a vyhodnocen\u00ED sebran\u00FDch dat pomoc\u00ED statistick\u00E9ho software STATISTICA firmy StatSoft, Inc. V\u0161echny uveden\u00E9 bal\u00EDky software jsou k dispozici na FEK, Z\u010CU. Udr\u017Eov\u00E1n\u00ED odborn\u00FDch" . "9"^^ . . "2008-06-02+02:00"^^ . "http://www.isvav.cz/projectDetail.do?rowId=GA402/03/0667"^^ . .