Search results
- 1.0368311 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Zeman, Jan
Ideal and non-ideal predictors in estimation of Bellman function.
The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011). Prague: Institute of Information Theory and Automation, 2011, s. 87-93. ISBN 978-80-903834-6-3.
[The 2nd International Workshop od Decision Making with Multiple Imperfect Decision Makers. Held in Conjunction with the 25th Annual Conference on Neural Information Processing Systems (NIPS 2011). Sierra Nevada (ES), 16.12.2011-16.12.2011]
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bellman function * estimation * imperfect predictor * futures market data * predictors
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/AS/zeman-ideal and non-ideal predictors in estimation of bellman function.pdf
Permanent Link: http://hdl.handle.net/11104/0202692 - 2.0352394 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Zeman, Jan
Comparison of trading algorithms.
Doktorandské dny 2010. Praha: Nakladatelství ČVUT-výroba Zikova 4, 2010 - (Ambrož, P.; Masáková, Z.), s. 1-10. ISBN 978-80-01-04644-9.
[Doktorandské dny 2010. Praha (CZ), 19.11.2010-26.11.2010]
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : trading problem * Multi-dimension comparing
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2010/AS/zeman-comparison of trading algorithms.pdf
Permanent Link: http://hdl.handle.net/11104/0191907 - 3.0350852 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Zeman, Jan
Multi-dimensional trading problem in multi-participant settings.
Decision Making with Multiple Imperfect Decision Makers. Prague: Institute of Information Theory and Automation Academy of Sciences of the Czech Republic, 2010 - (Guy, T.; Karny, M.; Wolpert, D.), s. 1-6. ISBN 978-80-903834-5-6.
[24th Annual Conference on Neural Information Processing Systems. Whistler, B.C. Canada (CA), 06.12.2010-11.12.2010]
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : multi-dimensional trading problem * multi-participant settings
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/AS/zeman-multi-dimensional trading problem in multi-participant settings.pdf
Permanent Link: http://hdl.handle.net/11104/0190741 - 4.0348383 - ÚTIA 2011 RIV TR eng C - Conference Paper (international conference)
Zeman, Jan
Estimating of Bellman function via suboptimal strategies.
IEEE International Conference on Systems, Man, and Cybernetics 2010. Istambul: IEEE, 2010, s. 1-8. ISBN 978-1-4244-6587-3. ISSN 1062-922X.
[2010 IEEE International Conference on Systems, Man, and Cybernetics. Istanbul (TR), 10.10.2010-13.10.2010]
R&D Projects: GA ČR GA102/08/0567; GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bellman function * approaximated dynamic programming
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2010/AS/zeman-estimating of bellman function via suboptimal strategies.pdf
Permanent Link: http://hdl.handle.net/11104/0188932 - 5.0331462 - 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 - 6.0331460 - 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