02658ntm a22004937a 4500 000224181 CZ-PrVSE 20120830023201.0 m d cr n|||||||||| 120830s2012 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Motloch, Pavel ISIS:81809 dis Use of Agent-Based Models in Investigation of Behavioral Finance Phenomena eng Use of Agent-Based Models in Investigation of Behavioral Finance Phenomena [elektronický zdroj] / Pavel Motloch 2012 ?? s. : digital, PDF soubor Vedoucí práce: David Havlíček Bakalářská práce (Bc.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2012 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2012 This Bachelor thesis joins two areas which currently attracted increased attention --- Behavioral Finance theory and agent based models. Goal of this work was to overcome deficiencies of known agent based models and to create a model focusing on decision-making of individual agents, optimally using findings of Behavioral finance. We managed to find such a model and proved that it is capable of reproducing basic statistical properties of market prices, which is a basic test of the quality of the model. Its further use in investigation of Behavioral phenomena is currently impossible, because we are not able to sufficiently constraint the space of parameters. At the end of the thesis we discuss how it would be possible to overcome this obstacle. Způsob přístupu: Internet finance [obor bakal. práce] bakalářské práce fd132403 czenas bachelor's theses eczenas Stylized facts Capital markets Behavioral finance Agent based models Havlíček, David, 1985- jo2013787716 ths Matejašák, Milan ISIS:27974 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 https://isis.vse.cz/zp/35456/podrobnosti VŠKP v InSIS https://isis.vse.cz/zp/35456 Hlavní práce https://isis.vse.cz/zp/35456/posudek/oponent/28198 Oponentura http://isis.vse.cz/zp/107659/podrobnosti dc:identifier NEPOSILAT VSKP 107659 vse35456 120828