Search results
- 1.0579211 - ÚTIA 2025 RIV NL eng J - Journal Article
Proaño, Ch. R. - Kukačka, Jiří - Makarewicz, T.
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics.
Journal of Economic Behavior & Organization. Roč. 217, č. 1 (2024), s. 312-333. ISSN 0167-2681. E-ISSN 1879-1751
Institutional support: RVO:67985556
Keywords : Endogenous cycles * COVID-19 pandemic * Bounded rationality * Heterogenous expectations
OECD category: Applied Economics, Econometrics
Impact factor: 2.2, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/E/kukacka-0579211.pdf https://www.sciencedirect.com/science/article/pii/S0167268123004110?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0348312 - 2.0574253 - ÚTIA 2024 RIV NL eng J - Journal Article
Žíla, Eric - Kukačka, Jiří
Moment set selection for the SMM using simple machine learning.
Journal of Economic Behavior & Organization. Roč. 212, č. 1 (2023), s. 366-391. ISSN 0167-2681. E-ISSN 1879-1751
R&D Projects: GA ČR GA20-14817S
Institutional support: RVO:67985556
Keywords : Agent-based model * Machine learning * Simulated method of moments * Stepwise selection
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 2.2, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2023/E/kukacka-0574253.pdf https://www.sciencedirect.com/science/article/pii/S0167268123001944?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0344591 - 3.0569560 - ÚTIA 2024 RIV US eng J - Journal Article
Kukačka, Jiří - Krištoufek, Ladislav
Fundamental and speculative components of the cryptocurrency pricing dynamics.
Financial Innovation. Roč. 9, č. 1 (2023), č. článku 61. E-ISSN 2199-4730
R&D Projects: GA ČR GA20-17295S
Institutional support: RVO:67985556
Keywords : Cryptocurrency * Crash * Bitcoin * Cusp catastrophe model
OECD category: Applied Economics, Econometrics
Impact factor: 8.4, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/E/kukacka-0569560.pdf https://jfin-swufe.springeropen.com/articles/10.1186/s40854-023-00465-7
Permanent Link: https://hdl.handle.net/11104/0340959 - 4.0566494 - ÚTIA 2024 RIV NL eng J - Journal Article
Kukačka, Jiří - Sacht, S.
Estimation of heuristic switching in behavioral macroeconomic models.
Journal of Economic Dynamics & Control. Roč. 146, January (2023), č. článku 104585. ISSN 0165-1889. E-ISSN 1879-1743
R&D Projects: GA ČR GA20-14817S
Institutional support: RVO:67985556
Keywords : Behavioral heuristics * Heuristic switching model * Intensity of choice * Simulated maximum likelihood
OECD category: Applied Economics, Econometrics
Impact factor: 1.9, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2023/E/kukacka-0566494.pdf https://www.sciencedirect.com/science/article/pii/S0165188922002883?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0337813 - 5.0547638 - 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 - 6.0545617 - ÚTIA 2024 RIV NL eng J - Journal Article
Havlínová, A. - Kukačka, Jiří
Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities.
Journal of Business Ethics. Roč. 182, č. 1 (2023), s. 223-242. ISSN 0167-4544. E-ISSN 1573-0697
Grant - others:GA UK(CZ) PRIMUS/19/HUM/17
Institutional support: RVO:67985556
Keywords : corporate social responsibility * strategic CSR * business ethics * corporate financial performance
OECD category: Business and management
Impact factor: 6.1, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/E/kukacka-0545617.pdf https://link.springer.com/article/10.1007/s10551-021-04935-9
Permanent Link: http://hdl.handle.net/11104/0322310 - 7.0542311 - ÚTIA 2022 RIV NL eng J - Journal Article
Vainer, J. - Kukačka, Jiří
Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium.
Communications in Nonlinear Science and Numerical Simulation. Roč. 99, č. 1 (2021), č. článku 105805. ISSN 1007-5704. E-ISSN 1878-7274
Grant - others:Univerzita Karlova(CZ) PRIMUS/19/HUM/17; Univerzita Karlova(CZ) UNCE/HUM/035
Institutional support: RVO:67985556
Keywords : Hotelling’s location model * Agent-based simulation * Reinforcement learning * Nash Q-learning
OECD category: Economic Theory
Impact factor: 4.186, year: 2021
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2021/E/kukacka-0542311.pdf https://www.sciencedirect.com/science/article/pii/S1007570421001167
Permanent Link: http://hdl.handle.net/11104/0320103 - 8.0522039 - 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 - 9.0488438 - ÚTIA 2020 RIV DE eng J - Journal Article
Polach, J. - Kukačka, Jiří
Prospect Theory in the Heterogeneous Agent Model.
Journal of Economic Interaction and Coordination. Roč. 14, č. 1 (2019), s. 147-174. ISSN 1860-711X. E-ISSN 1860-7128
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Heterogeneous Agent Model * Prospect Theory * Behavioral finance * Stylized facts
OECD category: Finance
Impact factor: 1.565, year: 2019
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2018/E/kukacka-0488438.pdf https://link.springer.com/article/10.1007%2Fs11403-018-0219-6
Permanent Link: http://hdl.handle.net/11104/0283143 - 10.0478481 - ÚTIA 2018 RIV NL eng J - Journal Article
Kukačka, Jiří - Baruník, Jozef
Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood.
Journal of Economic Dynamics & Control. Roč. 85, č. 1 (2017), s. 21-45. ISSN 0165-1889. E-ISSN 1879-1743
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : heterogeneous agent model, * simulated maximum likelihood * switching
OECD category: Finance
Impact factor: 1.579, year: 2017
http://library.utia.cas.cz/separaty/2017/E/kukacka-0478481.pdf
Permanent Link: http://hdl.handle.net/11104/0275483