Search results
- 1.0331462 - ÚTIA 2010 RIV IT eng C - Conference Paper (international conference)
Zeman, Jan
Futures Trading: Design of a Strategy.
[Změny v budoucnosti: Popis strategie.]
Proceedings of the International Conference on Operations Research and Financial Engineering 2009. Venecia: WASET, 2009, s. 951-955.
[ICORFE 2009 : "International Conference on Operations Research and Financial Engineering". Venice (IT), 28.10.2009-30.10.2009]
R&D Projects: GA ČR GA102/08/0567; GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : futures trading * time series * dynamic programming
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/AS/zeman-futures trading design of a strategy.pdf
Permanent Link: http://hdl.handle.net/11104/0176967 - 2.0331460 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Zeman, Jan
A New Approach to Estimating the Bellman Function.
[Nový přístup k odhadování Bellmanových funkcí.]
Proceedings of the 10th International PhD Workshop on Systems and Control. Praha: ÚTIA, AV ČR, 2009 - (Hofman, R.; Šmídl, V.; Pavelková, L.), s. 1-5. ISBN 978-80-903834-3-2.
[10th International PhD Workshop on Systems and Control a Young Generation Viewpoint. Hluboká nad Vltavou (CZ), 22.09.2009-26.09.2009]
R&D Projects: GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : dynamic programming * Bellman function * value function
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2009/AS/zeman-a new approach to estimating the bellman function.pdf
Permanent Link: http://hdl.handle.net/11104/0176966 - 3.0331233 - ÚTIA 2010 RIV IT eng C - Conference Paper (international conference)
Šindelář, Jan
Study of a BVAR(p) process applied to U.S. commodity market data.
[Studium BVAR(p) procesu aplikovaného na data z komoditních trhů v USA.]
Proceedings of World Academy of Science, Engineering and Technology, WCSET 2009. Volume 58. Venice: Academic Science Research, 2009 - (Ardil, C.), s. 424-435. ISSN 2070-3724.
[International Conference on Operational Research and Financial Engineering 2009. Benátky (IT), 28.10.2009-30.10.2009]
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : Vector Auto-regression * Forecasting * Financial * Bayesian * Efficient Markets
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/SI/sindelar-study of a bvar(p) process applied to u.s. commodity market data.pdf
Permanent Link: http://hdl.handle.net/11104/0176805 - 4.0329804 - ÚTIA 2010 RIV FR eng C - Conference Paper (international conference)
Pištěk, Miroslav
On Implicit Approximation of the Bellman Equation.
[Implicitní aproximace Bellmanovy rovnice.]
Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo: IFAC, 2009, s. 1463-1468.
[15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo (FR), 06.07.2009-08.07.2009]
R&D Projects: GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : function approximation * Bellman equation
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2009/AS/pistek-on implicit approximation of the bellman equation.pdf
Permanent Link: http://hdl.handle.net/11104/0175738 - 5.0329086 - ÚTIA 2010 RIV GB eng C - Conference Paper (international conference)
Pavelková, Lenka
Swapping based joint estimation of uniform state model.
[Měnící se sdružené odhadování pro rovnoměrný stavový model.]
2009 IEEE/SP 15th Workshop on Statistical Signal Processing. Cardiff: Research Publishing Services, 2009, s. 169-172. ISBN 978-1-4244-2710-9.
[IEEE Workshop on Statistical Signal Processing. Cardiff (GB), 31.08.2009-03.09.2009]
R&D Projects: GA MŠMT 1M0572; GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : state model * Bayesian learning * uniform innovations
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2009/AS/pavlekova-swapping based joint estimation of uniform state model.pdf
Permanent Link: http://hdl.handle.net/11104/0175214 - 6.0328717 - ÚTIA 2010 RIV FR eng C - Conference Paper (international conference)
Dedecius, Kamil - Nagy, Ivan - Kárný, Miroslav - Pavelková, Lenka
Parameter Estimation With Partial Forgetting Method.
[Odhad parametrů metodou parcialního zapomínání.]
Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo: IFAC, 2009, s. 534-539.
[15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009. Saint-Malo (FR), 06.07.2009-08.07.2009]
R&D Projects: GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : autoregressive models * model * parameter estimation * prediction * regression
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2009/AS/dedecius-parameter estimation with partial forgetting method.pdf
Permanent Link: http://hdl.handle.net/11104/0174962 - 7.0312650 - ÚTIA 2009 RIV SI eng C - Conference Paper (international conference)
Pavelková, Lenka
Problem of State Filtering in Case of Partially Known System Matrices.
[Úloha filtrace stavu v případě částečně známých matic modelu.]
Proceedings of the 9th International PhD Workshop on Systems and Control. Ljubljana: Jožef Stefan Institute, 2008 - (Gašperin, M.; Pregelj, B.), s. 1-6. ISBN 978-961-264-003-3.
[International PhD Workshop on Systems and Control. Izola (SI), 01.10.2008-03.10.2008]
R&D Projects: GA MŠMT 1M0572; GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : state model * uniform innovations * state filtration * parameter estimation
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2008/AS/pavelkova-problem%20of%20state%20filtering%20%20in%20case%20of%20partially%20known%20system%20matrices.pdf
Permanent Link: http://hdl.handle.net/11104/0163655 - 8.0310079 - ÚTIA 2009 RIV AT eng C - Conference Paper (international conference)
Kárný, Miroslav
Bayesian Paradigm and Fully Probabilistic Design.
[Bayesiovský příklad a plně pravděpodobnostní návrh.]
Preprints of the 17th IFAC World Congress. Laxenburg: IFAC, 2008, s. 1-6. ISBN 978-3-902661-00-5.
[17th IFAC World Congress. Seoul (KR), 06.07.2008-11.07.2008]
R&D Projects: GA AV ČR 1ET100750401; GA ČR GA102/08/0567
Grant - others:GA MŠk(CZ) 2C06001
Program: 2C
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayesian decision making * fully probabilistic design
Subject RIV: BB - Applied Statistics, Operational Research
http://as.utia.cas.cz/publications/2008/Kar_2008a.pdf
Permanent Link: http://hdl.handle.net/11104/0162046 - 9.0308989 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
Hlaváčková-Schindler, Kateřina
Tikhonov regularization parameter in reproducing kernel Hilbert Spaces with respect to the sensitivity of the solution.
[Tichonovův regularizační parametr v reprodukčních jádrových Hilbertových prostorech vzhledem k "citlivosti" řešení.]
Artificial Neural Networks - ICANN 2008. Vol. Part I. Berlin: Springer, 2008 - (Kůrková, V.; Neruda, R.; Koutník, J.), s. 215-224. Lecture Notes in Computer Science, 5163. ISBN 978-3-540-87535-2.
[International Conference on Neural Networks, Prague, September 2008. Diplomat Hotel, Prague (CZ), 03.09.2008-06.09.2008]
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : regularization * reproducing Kernel * Hilbert Spaces
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/AS/schindler-tikhonov regularization parameter in reproducing kernel hilbert spaces with respect to the sensitivity of the solution.pdf
Permanent Link: http://hdl.handle.net/11104/0161262 - 10.0093133 - ÚTIA 2008 RIV CZ eng C - Conference Paper (international conference)
Šindelář, Jan - Kárný, Miroslav
Adaptive Control Applied to Financial Market Data.
[Adaptivní řízení aplikované na data z finančních trhů.]
Proceedings of the 16th Annual Conference of Doctoral Students - WDS 2007. Vol. I. Praha: Matfyz press, 2007, s. 1-6. ISBN 978-80-7378-023-4.
[Week of Doctoral Students 2007. Praha (CZ), 05.06.2007-08.06.2007]
R&D Projects: GA MŠMT(CZ) 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : baysian statistics * finance * financial engineering * stochastic control
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2007/si/sindelar-adaptive control applied to financial market data.pdf
Permanent Link: http://hdl.handle.net/11104/0153263