Search results
- 1.0314262 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Baxa, Jaromír
A Simple Real Business Cycle Model of the Czech Economy.
[Jednoduchý model reálného obchodního cyklu české ekonomiky.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 28-38. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
Institutional research plan: CEZ:AV0Z10750506
Keywords : real business cycle * DSGE model * Kdylant-Prescott filter * Czech economy
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0164831 - 2.0311434 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Baruník, Jozef - Vošvrda, Miloslav
Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes.
[Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 19-27. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107
Grant - others:MŚMT(CZ) LC06075
Program: LC
Institutional research plan: CEZ:AV0Z10750506
Keywords : cusp catastrophe * bifurcation, * singularity * stock market crash * nonlinear dynamics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0163050 - 3.0311416 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Vácha, Lukáš - Baruník, Jozef
Wavelet Neural Networks Prediction of Central European Stock Markets.
[Vlnové neurálních sítě předvídající centrální evropský trh s cennými papíry.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 291-297. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR GP402/08/P207; GA ČR(CZ) GA402/06/1417
Institutional research plan: CEZ:AV0Z10750506
Keywords : neural networks * hard threshold denoising * wavelets
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0163034 - 4.0311268 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Risk Sensitive Discrete- and Continuous -Time Markov Reward Processes.
[Markovské procesy s ohodnoceními v diskrétním a spojitém čase.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 272-281. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov reward processes in discrete and continuous-time * exponential utility functions * average reward optimality
Subject RIV: BC - Control Systems Theory
http:///www.fhi.sk/sk/katedry/kove/ssov/papers
Permanent Link: http://hdl.handle.net/11104/0162927