"2008-04-25+02:00"^^ . "http://www.isvav.cz/projectDetail.do?rowId=GA402/07/1228"^^ . . "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 models built for simulation of FX rate, and modelling herding behaviour of investors will be rendered as for adopting further effects, e.g. more complex endogenous relations between chartists and fundamentalists, and more general investor state spaces. Implementation of theoretical information measures of fractals for developing complex characteristics of firm management structures. Analysis of numerical experiments with fractal generators including stochastic perturbations, and development OOP Java web portable sw packages. Presenting issues of our research on int.conferences, tightening established professional links, and organization of the"@en . . . . . . "2009-10-22+02:00"^^ . . "1"^^ . "system dynamics" . "Elaboration of math.models for a) quantitative analysis of fin.markets based on CA technique, b) analysis of hierarchical management structures and marketing structures - as follows: a.1) generalized class of discrete nonlinear models for numerical simul"@en . . "3"^^ . . "0"^^ . . "3"^^ . "Tvorba matem.model\u016F vytvo\u0159en\u00FDch a) technikou po\u010D\u00EDta\u010Dov\u00FDch agent\u016F (CA) pro kvantitativn\u00ED anal\u00FDzu fin.trh\u016F, b) pro anal\u00FDzu hierarch.struktur \u0159\u00EDzen\u00ED podnik\u016F a marketing.struktur - zpracov\u00E1ny modely: a.1) roz\u0161\u00ED\u0159en\u00E1 t\u0159\u00EDda diskr\u00E9tn\u00EDch nelin.model\u016F pro numer.si"@cs . . "0"^^ . . "2007-01-01+01:00"^^ . " modelling" . . . "Computational economics - analysis of financial market processes using CA technique and hierarchical management structures modelling - 2-nd stage"@en . . . "2008-12-31+01:00"^^ . "Zpracov\u00E1n\u00ED matem.model\u016F zalo\u017Een\u00FDch na technice po\u010D\u00EDta\u010D.agent\u016F a teorii determinist.chaotick\u00FDch syst\u00E9m\u016F pro kvantitat.anal\u00FDzu proces\u016F fin.trh\u016F. Strukturn\u00EDmi z\u00E1klady t\u011Bchto model\u016F jsou nestac.interakce agent\u016F s r\u016Fzn\u011B definovan\u00FDmi aktivitami v simulovan\u00E9m ekonomick\u00E9m prost\u0159ed\u00ED. Vytvo\u0159en\u00E9 numer.modely zam\u011B\u0159en\u00E9 na simulace sm\u011Bnn\u00FDch kurz\u016F a modelov\u00E1n\u00ED houfn\u00EDho chov\u00E1n\u00ED investor\u016F na akciov\u00FDch trz\u00EDch je t\u0159eba roz\u0161\u00ED\u0159it o dal\u0161\u00ED efekty, p\u0159edev\u0161\u00EDm slo\u017Eit\u011Bj\u0161\u00ED endogenn\u00ED vazby mezi chartisty a fundamenatlisty, mo\u017Enosti chaotick\u00E9ho chov\u00E1n\u00ED, a slo\u017Eit\u011Bj\u0161\u00ED stavov\u00FDch prostory investor\u016F. Vyu\u017Eit\u00ED informa\u010Dn\u011B teoretick\u00FDch m\u011Br teorie frakt\u00E1l\u016F pro charakteristiky slo\u017Eitosti podnikov\u00FDch struktur. Numerick\u00E9 experimenty s vlastn\u00EDmi frakt\u00E1l.gener\u00E1tory se stoch.perturbacemi, a tvorba sw v OOP Java s portabilitou na web. Prezentace v\u00FDsledk\u016F v\u00FDzkumu na mezin\u00E1r.konferenc\u00EDch, upevn\u011Bn\u00ED vytvo\u0159en\u00FDch profesion\u00E1ln\u00EDch vazeb, a organizace semin\u00E1\u0159e V\u00FDpo\u010Dtov\u00E1 Ekonomie na Z\u010CU v Plzni, podzim 2008, s t\u00E9maty: procesy fin.trh\u016F, hierarchick\u00E9" . . . "system dynamics; financial markets; modelling; computer agents techniques"@en . "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 - 2. etapa" . " financial markets" . "GA402/07/1228" .