Ladislav Kristoufek

Institute of Information Theory and Automation, Prague

Pod vodarenskou vezi 4

Praha, CZ-18208

Czech Republic

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

SCHOLARLY PAPERS

4

DOWNLOADS

98

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Do ‘Complex’ Financial Models Really Lead to Complex Dynamics? Agent-Based Models and Multifractality

This is a pre-print of an article published in the Journal of Economic Dynamics and Control (2020), 113C. The final authenticated version is available online at DOI: 10.1016/j.jedc.2020.103855
Number of pages: 32 Posted: 30 Jul 2019 Last Revised: 03 Mar 2020
Jiri Kukacka and Ladislav Kristoufek
Charles University - Institute of Economic Studies and Institute of Information Theory and Automation, Prague
Downloads 55 (403,914)

Abstract:

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complex systems, financial agent-based models, time series analysis, multifractal analysis, detrended fluctuation analysis

2.

Time-Frequency Dynamics of Bio-Fuels-Food System

CAMA Working Paper 27/2013
Number of pages: 20 Posted: 08 Jun 2013
Lukas Vacha, Karel Janda, Ladislav Kristoufek and David Zilberman
Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Institute of Information Theory and Automation, Prague and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 20 (566,153)

Abstract:

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biofuels, prices, correlations, wavelet coherence

3.

Time-Frequency Dynamics of Biofuels-Fuels-Food System

Number of pages: 20 Posted: 16 May 2013
Lukas Vacha, Karel Janda, Ladislav Kristoufek and David Zilberman
Charles University in Prague, Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), Institute of Information Theory and Automation, Prague and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 20 (566,153)
Citation 1

Abstract:

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biofuels, prices, correlations, wavelet coherence

4.

Does Calibration Affect the Complexity of Agent-Based Models? A Multifractal Grid Analysis

Number of pages: 31
Jiri Kukacka and Ladislav Kristoufek
Charles University - Institute of Economic Studies and Institute of Information Theory and Automation, Prague
Downloads 3

Abstract:

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financial agent-based models, calibration, complex systems, multifractal analysis, detrended fluctuation analysis