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- 1.0352026 - ÚTIA 2011 CZ eng A - Abstract
Šindelář, Jan
Robust Bayesian auto-regression model.
Proceedings of Abstracts of the 6th. International Conference on Data - Algorithms - Decision Making. Praha: ÚTIA AV ČR, v.v.i, 2010. s. 53-53.
[6th International Workshop on Data–Algorithms–Decision Making. 2.12.2010-4.12.2010, Jindřichův Hradec]
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : robust * bayesian * auto-regression
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/SI/sindelar-robust bayesian auto-regression model.pdf
Permanent Link: http://hdl.handle.net/11104/0191635File Download Size Commentary Version Access 0352026.pdf 1 139.1 KB Other open-access - 2.0334327 - ÚTIA 2010 CZ eng A - Abstract
Šindelář, Jan
Prediction and optimal trading in U.S. commodity markets.
[Předpovědi a optimální obchodování na komoditních trzích v USA.]
Abstracts of Contributions to 5th International Workshop on Data-Algorithms-Decision Making. Praha: ÚTIA AV ČR, 2009 - (Janžura, M.; Ivánek, J.). s. 36-36
[5th International Workshop on Data-Algorithms-Decision Making. 29.11.2009-01.12.2009, Pilsen]
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : optimal control mathematical finance * Bayesian statistics * forecasting * mathematical finance
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/SI/sindelar-prediction and optimal trading in u.s. commodity markets.pdf
Permanent Link: http://hdl.handle.net/11104/0179095File Download Size Commentary Version Access 0334327.pdf 1 123.5 KB Other open-access