. . "http://www.isvav.cz/projectDetail.do?rowId=GA402/05/2392"^^ . . . "5"^^ . "GA402/05/2392" . . "5"^^ . "V\u00FDpo\u010Dtov\u00E1 ekonomie-anal\u00FDza proces\u016F finan\u010Dn\u00EDch trh\u016F pomoc\u00ED techniky po\u010D\u00EDta\u010Dov\u00FDch agent\u016F a modelov\u00E1n\u00ED hierarchick\u00FDch struktur \u0159\u00EDzen\u00ED podniku" . "0"^^ . . . . "1"^^ . "Development of mathematical models built upon computer agent-based techniques and theory of deterministic chaotic systems for quantitative analysis of financial market processes. Structural bases of such models are non-stationary interactions of computeragents having different defined activities within simulated economic framework. Numerical investigation of developed models (in particular, simulations of FX rate, and investors' herding behaviour) in order to study their properties and applicability ranges. Development and usage of mathematical models built upon theory of fractals for analysis of hierarchical management and marketing structures. Numer.experiments with fractal generator with stoch.perturbations. Usage of software packages JMSL (VNI, Inc.) and Matlab (MathWorks, Inc.) for numerical implementation of built models and development new ones in form of own application and applet classes in OOP language Java (J2SE, Sun, Inc.) in order to maintain their web portability. Data processing and"@en . . . . "Zpracov\u00E1n\u00ED matematick\u00FDch model\u016F zalo\u017Een\u00FDch na technice po\u010D\u00EDta\u010Dov\u00FDch agent\u016F a teorii deterministick\u00FDch chaotick\u00FDch syst\u00E9m\u016F pro kvantitativn\u00ED anal\u00FDzu proces\u016F finan\u010Dn\u00EDch trh\u016F. Strukturn\u00EDmi z\u00E1klady t\u011Bchto model\u016F jsou nestacion\u00E1rn\u00ED interakce agent\u016F s r\u016Fzn\u011B definovan\u00FDmi aktivitami v simulovan\u00E9m ekonom.prost\u0159ed\u00ED. Numerick\u00E9 vy\u0161et\u0159ov\u00E1n\u00ED vytvo\u0159en\u00FDch model\u016F (nap\u0159. simulace FX kurzu, houfn\u00EDho chov\u00E1n\u00ED investor\u016F) s c\u00EDlem studia jejich vlastnost\u00ED a aplika\u010Dn\u00EDch r\u00E1mc\u016F. Zpracov\u00E1n\u00ED a vyu\u017Eit\u00ED matematick\u00FDch model\u016F zalo\u017Een\u00FDch na teorii frakt\u00E1lu pro anal\u00FDzu hierarchick\u00FDch struktur \u0159\u00EDzen\u00ED podniku a marketingov\u00FDch struktur. Numerick\u00E9 experimenty s vlastn\u00EDm frakt\u00E1ln\u00EDm gener\u00E1torem se stochastick\u00FDmi perturbacemi. Vyu\u017Eit\u00ED sw JMSL (VNI, Inc.) a Matlab (MathWorks, Inc.) pronumerickou implementaci vytvo\u0159en\u00FDch model\u016F i tvorbu nov\u00FDch, a to ve form\u011B aplika\u010Dn\u00EDch a apletov\u00FDch t\u0159\u00EDd v OOP jazyce Java (J2SE, Sun, Inc.) s c\u00EDlem jejich portability na web. Zpracov\u00E1n\u00ED a vyhodnocov\u00E1n\u00ED probl\u00E9mov\u011B orientovan\u00FDch dat pomoc\u00ED sw STATISTICA" . . "0"^^ . . "Computational economics-analysis of financial market processes using computational agents technique and hierarchical management structures modelling"@en . . . . . "Elaboration of mathematical models for a) quantitative analysis of financial markets based upon CA technique, b) analysis of hierarchical management structures and marketing structures - as follows:a.1) generalized class of discrete nonlinear models for"@en . . "Neuvedeno."@en . "Tvorba matematick\u00FDch model\u016F vytvo\u0159en\u00FDch a) technikou po\u010D\u00EDta\u010Dov\u00FDch agent\u016F pro kvantitativn\u00ED anal\u00FDzu finan\u010Dn\u00EDch trh\u016F, b) pro anal\u00FDzu hierarchick\u00FDch struktur \u0159\u00EDzen\u00ED podnik\u016F a marketing.struktur \u00A0- zpracov\u00E1ny n\u00E1sleduj\u00EDc\u00ED modely: a.1) roz\u0161\u00ED\u0159en\u00E1 t\u0159\u00EDda diskr\u00E9tn"@cs . . . "2007-10-16+02:00"^^ .