Search results
- 1.0547638 - ÚTIA 2022 RIV NL eng J - Journal Article
Kukačka, Jiří - Krištoufek, Ladislav
Does parameterization affect the complexity of agent-based models?
Journal of Economic Behavior & Organization. Roč. 192, č. 1 (2021), s. 324-356. ISSN 0167-2681. E-ISSN 1879-1751
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : financial agent-based models * parameterization * complex systems * multifractal sensitivity analysis
OECD category: Economic Theory
Impact factor: 2.000, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/E/kukacka-0547638.pdf https://www.sciencedirect.com/science/article/pii/S0167268121004339
Permanent Link: http://hdl.handle.net/11104/0323840 - 2.0522039 - ÚTIA 2021 RIV NL eng J - Journal Article
Kukačka, Jiří - Krištoufek, Ladislav
Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality.
Journal of Economic Dynamics & Control. Roč. 113, č. 1 (2020), č. článku 103855. ISSN 0165-1889. E-ISSN 1879-1743
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : complex systems * financial agent-based models * time series analysis * multifractal analysis * detrended fluctuation analysis
OECD category: Finance
Impact factor: 1.588, year: 2020
Method of publishing: Limited access
https://www.sciencedirect.com/science/article/pii/S0165188920300257 http://library.utia.cas.cz/separaty/2020/E/kukacka-0522039.pdf
Permanent Link: http://hdl.handle.net/11104/0306972