. "A model of a rational behaviour of a risk averse partially informed non-myopic market maker was proposed, implying an easily tractable and estimable stochastic model of high frequency trade and quote data process, which was subsequently successfully tested by means of data from US electronic markets. High quality outputs in prestigious impacted journals."@en . "asynchronous" . "0"^^ . "1"^^ . "1"^^ . "Hlavn\u00EDm v\u00FDsledkem projektu je model chov\u00E1n\u00ED rizikov\u011B averzn\u00EDho \u010D\u00E1ste\u010Dn\u011B informovan\u00E9ho ne-myopick\u00E9ho tv\u016Frce trhu, jeho\u017E d\u016Fsledkem je lehce odhadnuteln\u00FD podm\u00EDn\u011Bn\u011B gaussovsk\u00FD proces popisuj\u00EDc\u00ED chov\u00E1n\u00ED L1 dat (tj. kotac\u00ED a obchodovan\u00FDch objem\u016F). Model byl \u00FAsp\u011B\u0161n\u011B verifikov\u00E1n za pomoci desetisekundov\u00FDch L1 dat z americk\u00FDch elektronick\u00FDch trh\u016F. Kvalitn\u00ED v\u00FDstupy v presti\u017En\u00EDch impaktovan\u00FDch \u010Dasopisech."@cs . . . . . "asynchronous; trading; mathematical; decision; theory; market; microstructure"@en . " theory" . . . " decision" . " mathematical" . . . "http://www.isvav.cz/projectDetail.do?rowId=GAP402/10/1610"^^ . "Racion\u00E1ln\u00ED rozhodov\u00E1n\u00ED na trz\u00EDch s asynchronn\u00EDm obchodov\u00E1n\u00EDm: teorie a empirick\u00E1 evidence" . . "30"^^ . "2012-12-31+01:00"^^ . "The proposed project consists in mathematical modeling of the rational behaviorof economic economic agents trading asynchronously at a limit order market an approximation of the resulting model, the design of methods of their statistical inference and, finally, their calibration based on empirical financial data."@en . . "30"^^ . " market" . "2010-01-01+01:00"^^ . "Podstatou projektu je vytvo\u0159en\u00ED modelu popisuj\u00EDc\u00EDho finan\u010Dn\u00ED trh s limitn\u00EDmi objedn\u00E1vkami a s asynchronn\u00EDm obchodov\u00E1n\u00EDm s uva\u017Eov\u00E1n\u00EDm racion\u00E1ln\u00EDho chov\u00E1n\u00ED n\u011Bkter\u00FDch agent\u016F, aproximace v\u00FDsledn\u00FDch model\u016F, n\u00E1vrh metod jejich statistick\u00E9ho ov\u011B\u0159ov\u00E1n\u00ED a jejich kalibrace na z\u00E1klad\u011B empirick\u00FDch dat z finan\u010Dn\u00EDch trh\u016F." . "Rational Decision Making at Markets with Asynchronous Trading: Theory and Emprical Evidence"@en . "2012-03-30+02:00"^^ . "GAP402/10/1610" . . " trading" . . . . . "2014-01-30+01:00"^^ . . .