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    1.
    0385930 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
    Kopa, Miloš
    Value at Risk application to FSD portfolio efficiency testing.
    Proceedings of Managing and Modelling of Financial Risks 2012. Ostrava: VŠB-Technická univerzita Ostrava, Ekonomická fakulta, 2012, s. 320-325. ISBN 978-80-248-2835-0.
    [Managing and modeling of financial risks 2012. Ostrava (CZ), 10.09.2012-11.09.2012]
    R&D Projects: GA ČR(CZ) GBP402/12/G097
    Institutional support: RVO:67985556
    Keywords : Value at Risk * first order stochastic dominance * portfolio efficiency
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2013/E/kopa-value at risk application to fsd portfolio efficiency testing.pdf
    Permanent Link: http://hdl.handle.net/11104/0216178
     
     
    2.
    0405174 - UIVT-O 20030145 CZ eng V - Research Report
    Jiřina, Marcel
    Probability Density Estimation Classifier Based on Sample Distances.
    Prague: CTU + ICS AS CR, 2003. 10 s. Technical Report, V-902.
    R&D Projects: GA MŠMT LN00B096
    Keywords : Bayes ratio estimation * curse of dimensionality * multivariate data * classification * classification speed * nearest neighbor
    Subject RIV: BA - General Mathematics
    Permanent Link: http://hdl.handle.net/11104/0125372
    FileDownloadSizeCommentaryVersionAccess
    v902-03.pdf15326.9 KBOtheropen-access
     
     

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