Search results
- 1.0326549 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
Kaňková, Vlasta
Stochastic Programming Problems with Recourse via Empirical Estimates.
[Empirické odhady v úlohách stochastického programování s kompenzací.]
Operations Research Proceedings 2008. Berlin: Springer, 2009 - (Fleischmann, B.; Borgwardt, K.; Klein, R.; Tuma, A.), s. 1-6. ISBN 978-3-642-00141-3.
[Operations Research 2008. Augsburg (DE), 03.09.2008-05.09.2008]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming * Problems with recourse * Empirical estimates * Stability * Wasserstein metric
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/E/kankova-stochastic programming problems with recourse via empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0173622 - 2.0315072 - ÚTIA 2009 RIV CZ eng C - Conference Paper (international conference)
Baruník, Jozef - Vošvrda, Miloslav
Cusp Catastrophe Theory: Application to U.S. Stock.
[Aplikace teorie katastrof typu CUSP na akciove trhy USA.]
Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 12-25. ISBN 978-80-7372-387-3.
[Mathematical Methods in Economics 2008. Liberec (CZ), 17.09.2008-19.09.2008]
R&D Projects: GA MŠMT(CZ) LC06075; GA ČR(CZ) GA402/06/0990
Grant - others:GA UK(CZ) 41108
Institutional research plan: CEZ:AV0Z10750506
Keywords : cusp catastrophe * bifurcation * singularity * nonlinear dynamics * stock market crash
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2008/E/barunik-0315072.pdf
Permanent Link: http://hdl.handle.net/11104/0165390 - 3.0314083 - ÚTIA 2009 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Multiobjective Stochastic Programming via Multistage Problem.
[Vícekriteriální úlohy stochastického programování a vícesrupňové úlohy.]
Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 250-256. ISBN 978-80-7372-387-3.
[International Conference Mathematical Methods in Economics 2008 /26./. Liberec (CZ), 17.09.2008-19.09.2008]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multistage stochastic programming problems * multiobjective stochastic programming * e cient points
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/E/kankova-multiobjective%20stochastic%20programming%20%20via%20multistage%20problem.pdf
Permanent Link: http://hdl.handle.net/11104/0164708 - 4.0314080 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
A Remark on Nonlinear Functionals and Empirical Estimates.
[Nelineární funkcionály a empirické odhady.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 124-133. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics, Multiple Criteria Decision Making XIV. High Tatras (SK), 05.06.2008-07.06.2008]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic optimization problems * nonlinear functionals * empirical estimates
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/E/kankova-a remark on nonlinear functionals and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0164707 - 5.0311434 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Baruník, Jozef - Vošvrda, Miloslav
Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes.
[Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 19-27. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107
Grant - others:MŚMT(CZ) LC06075
Program: LC
Institutional research plan: CEZ:AV0Z10750506
Keywords : cusp catastrophe * bifurcation, * singularity * stock market crash * nonlinear dynamics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0163050 - 6.0048640 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Vošvrda, Miloslav - Kodera, Jan
Goodwin's Predator-Prey Model with Endogenous Technological Progress.
[Goodwinův predator-prey model s endogenním technologickým procesem.]
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006. Plzeň: University of West Bohemia in Pilsen, 2006 - (Lukáš, L.), s. 293-300. ISBN 978-80-7043-480-2.
[Mathematical Methods in Economics 2006. Plzeň (CZ), 13.09.2006-15.09.2006]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z10750506
Keywords : non-linear three-question dynamic model * predator-prey model * limit cycle
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0139234