Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
Pod Vodárenskou věí 4, 182 08 Praha, Czech Republic
tel.: +420 266 052 411, +420 266 052 400, fax: +420 286 890 449
e-mail:
from 2000 research fellow in the field:
"Heterogeneous agents models on financial markets"
at the Department of econometrics, UTIA AV ČR
2004 PhD. at the Institute of economical studies,
Faculty of Social Sciences of the Charles University in Prague
1996 physical engineering and informatics at the
Faculty of Nuclear Sciences and Physical Engineering of the Czech Technical University
Activities
Currently not available.
Recent publications
Vácha L., Vovrda M.: Dynamical agents' strategies and the
fractal market hypothesis. Prague Economic Papers 14 (2005), 2, 172--179.
Vácha L.: Bifurcations Routes and Spectral Analysis of Agents Behaviour. (Research Report No. 2023). ÚTIA AV ČR, Praha 2001, 94 pp.
Vácha, L. Vovrda M. (2004) Dynamical Agents Strategies and the Fractal Market Hypothesis. International Conference Salerno 2004
Vosvrda M., Vácha L.: Heterogeneous Agent Model with Memory and Asset Price Behaviour, Prague Economic Papers, nu.2, vol.12, 2003, pp. 155-168, ISSN 1210-0455
Vácha L., Vovrda M.: Learning in Heterogeneous Agent Model with the WOA, 6th International Conference on Applications of Mathematics and Statistics in Economy, Banska Bystrica, 2003, Slovakia
Vacha L, Vosvrda M (2003) Learning in Heterogeneous Agent Model with the WOA. 6th International Conference on Applications of Mathematics and Statistics in Economy, Bánská Bystrica, Slovakia
Vovrda M., Vácha L.: Heterogeneous agent models. In: Výpočtová ekonomie. Sborník semináře. (Luká L. ed.). Západočeská univerzita, Plzeň 2003, pp. 21-30.
Vosvrda M., Vácha L.: Heterogeneous Agent Model with Memory and Asset Price Behaviour, 20th International Conference Mathematical Methods in Economics 2002,
Ostrava, Sept 3-5, 2002, pp. 273-281, ISBN 80-248-0153-1.
Vosvrda M., Vácha L.: Heterogeneous Agent Models, seminar of the Computational Economics, Plzen, 2002,pp.21-30, ISBN 80-7043-259-4
Vosvrda M., Vácha L.: Heterogeneous Agent Model and Numerical Analysis of Learning,, Bulletin of the Czech Econometric Society, ISSN 1212-074X, no.17, 2002, pp. 15-22
Vácha L.: Bifurcations Routes and Spectral Analysis of Agents Behaviour. (Research Report No. 2023). ÚTIA AV ČR, Praha 2001, 94 pp.
Education
Business Cycle Theory at
the Faculty of Social Sciences, Charles University in Prague
