Search results
- 1.0330049 - ÚTIA 2010 RIV CZ eng K - Conference Paper (Czech conference)
Šindelář, Jan
Construction of multi-step ahead predictions in a normal BVAR(p) model using Monte Carlo sampling.
[Konstrukce vícekrokových predikcí v normálním BVAR(p) modelu za použití Monte Carlo vzorkování.]
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, Young Generation Viewpoint. Hluboká nad Vltavou (CZ), 22.09.2009-26.09.2009]
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : Vector Auto-regression * Forecasting * Financial Mathematics * Bayesian
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/SI/sindelar-construction of multi-step ahead predictions in a normal bvar(p) model using monte carlo sampling.pdf
Permanent Link: http://hdl.handle.net/11104/0175920 - 2.0315642 - ÚTIA 2009 RIV CZ eng K - Conference Paper (Czech conference)
Zeman, Jan
Strategy design for futures trading.
[Návrh strategie pro obchodování s futures kontrakty.]
Doktorandské dny 2008. Praha: FJFI ČVUT, 2008, s. 205-214.
[Doktorandské dny 2008. Praha (CZ), 07.11.2008]
R&D Projects: GA ČR GA102/08/0567; GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : futures * decision making
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/AS/zeman-strategy design for futures trading.pdf
Permanent Link: http://hdl.handle.net/11104/0165787 - 3.0078379 - ÚTIA 2007 RIV CZ eng K - Conference Paper (Czech conference)
Pavelková, Lenka
Examples of state and parameter estimation for linear model with uniform innovations.
[Příklady odhadu stavu a parametrů pro lineární model s rovnoměrně rozloženými inovacemi.]
Proceedings of the 7th International PhD Workshop: Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint. Praha: ÚTIA AV ČR, 2006 - (Šmídl, V.), s. 142-149
[International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./. Hrubá Skála (CZ), 25.09.2006-30.09.2006]
R&D Projects: GA MŠMT 2C06001; GA MŠMT 1M0572; GA AV ČR 1ET100750401
Institutional research plan: CEZ:AV0Z10750506
Keywords : state model * uniform innovations * estimation
Subject RIV: BC - Control Systems Theory
Permanent Link: http://hdl.handle.net/11104/0143544