Lukáš Vácha

Journal articles

1. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Smart Agents and Sentiment in the Heterogeneous Agent Model , Prague Economic Papers vol.18, 3 (2009), p. 209-219 (2009) Download
2. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav: Smart predictors in the heterogeneous agent model , Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172 (2009)
3. Baruník Jozef, Vácha Lukáš: Wavelet Analysis of Central European Stock Market Behaviour During the Crisis , IES Working Papers vol.2009, 23 (2009), p. 1-14 (2009)
4. Vácha Lukáš, Vošvrda Miloslav: Wavelets and Sentiment in the Heterogeneous Agents Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 41-56 (2008) Download
5. Vácha Lukáš: Fractal Properties of the Financial Market , Acta Oeconomica Pragensia, 4 (2007), p. 49-55 (2007)
6. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous Agents Model with the Worst Out Algorithm , Czech Economic Review, 1 (2007), p. 54-66 (2007)
7. Vošvrda Miloslav, Vácha Lukáš: Wavelet Decomposition of the Financial Market , Prague Economic Papers vol.16, 1 (2007), p. 38-54 (2007)
8. Vácha Lukáš, Vošvrda Miloslav: Heterogenous Agents Model with the Worst Out Algorithm , Prague Social Science Studies, 8 (2006), p. 3-19 (2006)
9. Vácha Lukáš, Vošvrda Miloslav: Dynamical agents' strategies and the fractal market hypothesis , Prague Economic Papers vol.14, 2 (2005), p. 172-179 (2005)
10. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous Agent Model with Memory and Asset Price Behaviour , Prague Economic Papers vol.12, 2 (2003), p. 155-168 (2003)
11. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous agent model and numerical analysis of learning , Bulletin of the Czech Econometric Society vol.9, 17 (2002), p. 15-22 (2002)

Other publications

1. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav: Power Law Behavior of the Central European Stock Markets During the Financial Crisis, ÚTIA AV ČR, (Praha 2009) Research Report 2268 (2009)
2. Vácha Lukáš, Baruník Jozef: What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis? , Proceedings of 27th International Conference Mathematical Methods in Economics 2009 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) (2009) Download
3. Baruník Jozef, Vácha Lukáš: Neural Networks with Wavelet Based Denoising Layer: Application to Central European Stock Market Forecasting , Proceedings of 26th International Conference Mathematical Methods in Economics 2008 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) (2008) Download
4. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Sentiment Patterns in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2224 (2008)
5. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav: Smart Predictors in the Heterogeneous Agent Model, ÚTIA AV ČR, (Praha 2008) Research Report 2222 (2008)
6. Vácha Lukáš, Vošvrda Miloslav: Wavelet Applications to Heterogeneous Agents Model, Fakulta sociálních věd UK, (Praha 2008) Internal Publication EC-025 (2008)
7. Vácha Lukáš, Baruník Jozef: Wavelet Neural Networks Prediction of Central European Stock Markets , Quantitative Methods in Economics: Multiple Criteria Decision making XIV , Eds: Reiff Sladký, Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV, (Tatranská Lomnica, SK, 05.07.2008-07.07.2008) (2008)
8. Vácha Lukáš, Baruník Jozef: Wavelet Neural Networks Prediction of Central European Stock Markets, ÚTIA AV ČR, (Praha 2008) Research Report 2225 (2008)
9. Vácha Lukáš, Vošvrda Miloslav: Moods Modelling on the Financial Markets , Proceedings of the Mathematical Methods in Economics, Mathematical Methods in Economics, (Ostrava, CZ, 04.09.2007-06.09.2007) (2007)
10. Vácha Lukáš, Vošvrda Miloslav: An Energy Decomposition of the Financial Market, ÚTIA AV ČR, (Praha 2006) Research Report 2171 (2006)
11. Vošvrda Miloslav, Vácha Lukáš: Wavelet Applications to Heterogeneous Agents Model , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 497-502 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09. 2006) (2006)
12. Vácha Lukáš, Vošvrda Miloslav: Heterogeneous Agents Model with the Worst Out Algorithm, UK FSV - IES, (Praha 2005) Research Report 91. (2005)
13. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous agent models , Výpočtová ekonomie. Sborník semináře, p. 21-30 , Eds: Lukáš L., Západočeská univerzita, (Plzeň 2003) , Výpočtová ekonomie, (Plzeň, CZ, 22.11.2002) (2003)
14. Vácha Lukáš, Vošvrda Miloslav: Learning in heterogeneous agent model with the WOA , Proceedings of the 6th International Scientific Conference on Applications of Mathematics and Statistics in Economy, p. 199-204, Applications of Mathematics and Statistics in Economy /6./, (Banská Bystrica, SK, 04.09.2003-05.09.2003) (2003)
15. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous agent model with learning , Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), p. 269-280 , Eds: Magáthová V., Slovak Agricultural University, (Nitra 2002) , Quantitative Methods in Economics /11./, (Nitra, SK, 05.12.2002-06.12.2002) (2002)
16. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous Agent Model with Learning, ÚTIA AV ČR, (Praha 2002) Research Report 2051 (2002)
17. Vošvrda Miloslav, Vácha Lukáš: Heterogeneous agent model with memory and asset price behaviour , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 273-282 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics, (Ostrava, CZ, 03.09.2002-05.09.2002) (2002)
18. Vácha Lukáš: Bifurcations Routes and Spectral Analysis of Agents Behaviour, ÚTIA AV ČR, (Praha 2001) Research Report 2023 (2001)