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- 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 - 3.0317927 - 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