"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 fin.trh\u016F. Pou\u017Eit\u00ED techniky IMF a EMD pro anal\u00FDzu v\u00FDstup\u016F z\u00EDskan\u00FDch ze simula\u010Dn\u00EDch model\u016F. Struktur.z\u00E1klady t\u011Bchto model\u016F jsou nestac.interakce agent\u016F s\u00A0r\u016Fzn\u011B definovan\u00FDmi aktivitami v\u00A0simulovan\u00E9m ekonom.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 roz\u0161\u00ED\u0159it o dal\u0161\u00ED efekty, p\u0159edev\u0161\u00EDm endogenn\u00ED vazby mezi chartisty, fundamentalisty a vlivy centr\u00E1l.banky, chaotick\u00E9ho chov\u00E1n\u00ED,\u00A0slo\u017Eit\u011Bj\u0161\u00ED stavov\u00E9 prostory investor\u016F, a zabudov\u00E1n\u00ED adaptivn\u00EDch a nestac.informa\u010Dn\u00EDch vazeb investor\u016F.Vyu\u017Eit\u00ED informa\u010D.teoret.m\u011Br p\u0159edev\u0161\u00EDm entropie a teorie frakt\u00E1l\u016F pro charakteristiky slo\u017Eitosti podnikov\u00FDch struktur. Numerick\u00E9 experimenty s\u00A0vlastn\u00EDmi frakt\u00E1l.gener\u00E1tory se stoch.perturbacemi., a tvorba sw v\u00A0OOP Java s\u00A0portabilitou na web.Prezentace v\u00FDsledk\u016F v\u00FDzkumu na mezin\u00E1r.konferenc\u00EDch, upevn\u011Bn\u00ED vytvo\u0159en\u00FDch" . " business control" . "Development of math.models based on computer agent-based techniques and theory of deterministic chaotic systems for quantitative analysis of fin.market processes. Structural bases of such models are non-stationary interactions of computer agents with properly defined activities in simulated economic framework. Implementation of IMF a EMD for analysis of issues obtained from simulation models. Numerical models built for simulation of FX rate, and herd behaviour modeling of investors will be rendered as for adopting further effects, e.g. more complex endogeneous relations between chartists, fundamentalists, and cental bank influence, chaotic behaviour, general investor state spaces, and implementation of adaptive and non-steady info links of investors.Implementation of theor.inform.measures, e.g. entropy,\u00A0 and fractals for developing complex characteristics of firm management structures. Analysis of numer.experiments with fractal generators including stoch.perturbations, and development OOP"@en . " financial market processes" . . " dynamic structures" . . "V\u00FDpo\u010Dtov\u00E1 ekonomie - anal\u00FDza a modelov\u00E1n\u00ED proces\u016F finan\u010Dn\u00EDch trh\u016F a dynamick\u00FDch struktur \u0159\u00EDzen\u00ED podniku s vyu\u017Eit\u00EDm techniky po\u010D\u00EDta\u010Dov\u00FDch agent\u016F" . . "Project duration 2009/10, goals fulfilled. Topics: Elaboration of mathematical models for a) quantitative analysis of financial markets based on CA technique, b) analysis of dynamic management structures and marketing structures. Solutions, results, sw: a.1) Generalized class of discrete nonlinear models for numerical simulation of abstract FX rates with 4 types of agents (chartists, fundament"@en . . . . "2015-02-09+01:00"^^ . "Computational economics - analysis and modeling of financial market processes and dynamic business control structures using CA technique"@en . "computational economics" . . "GA402/09/1536" . "2009-01-01+01:00"^^ . "2010-12-31+01:00"^^ . "http://www.isvav.cz/projectDetail.do?rowId=GA402/09/1536"^^ . . . . . "computational economics; financial market processes; business control; dynamic structures; computati"@en . . . . "0"^^ . . "2010-03-31+02:00"^^ . "1"^^ . . . "3"^^ . "0"^^ . "3"^^ . . "Projekt trval 2009/10, c\u00EDle spln\u011Bny. V\u00FDsledky:: 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 dynamick\u00FDch struktur \u0159\u00EDzen\u00ED podnik\u016F a marketingov\u00FDch struktur. \u0158e\u0161en\u00ED, v\u00FDsledky a sw: a.1) Roz\u0161\u00ED\u0159en\u00E1 t\u0159\u00EDda diskr\u00E9tn\u00EDch neline\u00E1rn\u00EDch model\u016F pro numerick\u00E9 simulace abstraktn\u00EDch FX kurz\u016F se 4 typy agent\u016F (chartist\u00E9, fundamentalist\u00E9,"@cs .