Search results
- 1.0334116 - ÚTIA 2010 CZ eng V - Research Report
Křivánek, O. - Zeman, Jan
Experiment: Setting the lenght of the regressor.
[Výběr délky regresoru.]
Praha: ÚTIA AV ČR, v.v.i, 2009. 40 s. Research Report, 2269.
R&D Projects: GA MŠMT 2C06001; GA ČR(CZ) GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayesian learning * Dynamic decision making * Futures contracts * Bellman function
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/AS/zeman-experiment setting the lenght of the regressor.pdf
Permanent Link: http://hdl.handle.net/11104/0178935File Download Size Commentary Version Access 0334116.pdf 0 901.3 KB Other open-access - 2.0332928 - ÚTIA 2010 CZ eng V - Research Report
Votava, A. - Zeman, Jan
Experiment: Forgetting factor testing.
[Testování zapomínacího faktoru.]
Praha: ÚTIA AV ČR, v.v.i, 2009. 40 s. Research Report, 2262.
R&D Projects: GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayesian estimation (learning) * forgetting
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0178041 - 3.0322746 - ÚTIA 2009 CZ eng V - Research Report
Dedecius, Kamil - Nagy, Ivan - Kárný, Miroslav - Pavelková, Lenka
Partial Forgetting. A new method for tracking time-variant parameters.
[Parciální zapomínání. Nová metoda sledování časově proměnných parametrů.]
Praha: UTIA AV ČR, 2009. 20 s. Research Report, 2249.
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : parameter estimation * forgetting * modelling
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2009/AS/dedecius-partial forgetting. a new method for tracking time-variant parameters.pdf
Permanent Link: http://hdl.handle.net/11104/0170912File Download Size Commentary Version Access 0322746.pdf 0 228.8 KB Other open-access - 4.0317927 - ÚTIA 2009 CZ eng V - Research Report
Divišová, L. - Zeman, Jan
Dynamic decision making via iterations spread in time.
[Vylešpení modelu dynamického rozhodování pomocí metody "Iteration spread in time".]
Praha: ÚTIA, 2008. 34 s. Research Report, 2247.
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : dynamic programming * Bellman function * futures contracts
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/AS/zeman-dynamic decision making via iterations spread in time.pdf
Permanent Link: http://hdl.handle.net/11104/0167439File Download Size Commentary Version Access 0317927.pdf 0 330 KB Other open-access - 5.0316834 - ÚTIA 2009 CZ eng V - Research Report
Kozmík, V. - Šindelář, Jan
External information in prediction of commodity prices.
[Zpřesnění modelu odhadování vývoje cen na komoditních trzích za pomocipřidání nových kanálů.]
Praha: ÚTIA AV ČR, 2008. 27 s. Research Report, 2233.
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : prediction * Bayesian * finance
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/SI/sindelar-external information in prediction of commodity prices.pdf
Permanent Link: http://hdl.handle.net/11104/0166641File Download Size Commentary Version Access 0316834.pdf 0 286.1 KB Other open-access - 6.0315897 - ÚTIA 2009 CZ eng V - Research Report
Pištěk, Miroslav
On Implicit Approximation of the Bellman Equation.
[Implicitní aproximace Bellmanovy rovnice.]
Praha: ÚTIA AV Čr, v.v.i, 2008. 16 s. Research Report, 2231.
R&D Projects: GA MŠMT(CZ) 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bellman equation * function approximation
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/AS/pistek-on implicit approximation of the bellman equation.pdf
Permanent Link: http://hdl.handle.net/11104/0165978File Download Size Commentary Version Access 0315897.pdf 0 249.1 KB Other open-access - 7.0315659 - ÚTIA 2009 IT eng V - Research Report
Kárný, Miroslav - Andrýsek, Josef - Bodini, A. - Guy, Tatiana Valentine - Kracík, Jan - Nedoma, Petr - Ruggeri, F.
Fully probabilistic knowledge expression and incorporation.
Milano: Istituto di Matematica Applicata e Tecnologie Informatiche, 2008. 28 s. Research Report-Istituto di Matematica Applicata e Tecnologie Informatiche, 8-10MI.
R&D Projects: GA MŠMT 1M0572; GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayesian estimation * prior knowledge * automatised knowledge elicitation
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/AS/karny-fully probabilistic knowledge expression and incorporation.pdf
Permanent Link: http://hdl.handle.net/11104/0165800File Download Size Commentary Version Access 0315659.pdf 0 1.5 MB Other open-access - 8.0315651 - ÚTIA 2009 IT eng V - Research Report
Kárný, Miroslav - Guy, Tatiana Valentine - Bodini, A. - Ruggeri, F.
Cooperation via sharing of probabilistic elements.
Milano: Istituto di Matematica Applicata e Tecnologie Informatiche, 2008. 24 s. Research report - Istituto di Matematica Applicata e Tecnologie Informatiche.
R&D Projects: GA MŠMT 2C06001; GA MŠMT 1M0572; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : group decision * fully probabilistic design * processing of fragmental information
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/AS/karny-cooperation via sharing of probabilistic elements.pdf
Permanent Link: http://hdl.handle.net/11104/0165793File Download Size Commentary Version Access 0315651.pdf 0 838.3 KB Other open-access - 9.0311082 - ÚTIA 2009 CZ cze V - Research Report
Slimáček, V. - Zeman, J. - Kárný, Miroslav
Dynamické rozhodování pomocí přibližného dynamického programování.
[Dynamic decision making via approximate dynamic programming.]
Praha: ÚTIA AV ČR, 2008. 34 s. Research Report, 2227.
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0567; GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : dynamic decision making * stochastic dynamic programming * Bayesian learning * futures trading
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0162790 - 10.0311064 - ÚTIA 2009 CZ cze V - Research Report
Šindelář, Jan - Křivánek, O.
Dynamické rozhodování s použitím strategie založené na rozložení iterací v čase.
[Dynamic decision making based on iterations-spread-in-time strategy.]
2228. - Praha: ÚTIA AV ČR, 2008. 35 s. Research Report, 2228.
R&D Projects: GA MŠMT 1M0572; GA MŠMT 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Futures contracts * Bayesian estimation * Dynamic decision
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0162779