Search results

  1. 1.
    0380774 - ÚTIA 2013 RIV CZ eng K - Conference Paper (Czech conference)
    Kaňková, Vlasta
    Empirical Estimates in Economic and Financial Problems via Heavy Tails.
    Proceedings of 30th International Conference Mathematical Methods in Economics 2012. Karviná: Silesian University in Opava, School of Busines Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 396-401. ISBN 978-80-7248-779-0.
    [30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
    R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
    Institutional support: RVO:67985556
    Keywords : stochastic optimization problems * empirical estimates * thin and heavy tailed distributions * stable distribution * Pareto distribution * Lipschitz property
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2012/E/Kankova-empirical estimates in economic and financial problems via heavy tails.pdf
    Permanent Link: http://hdl.handle.net/11104/0211398
     
     
  2. 2.
    0380743 - ÚTIA 2013 RIV CZ eng K - Conference Paper (Czech conference)
    Sladký, Karel
    Risk-Sensitive and Average Optimality in Markov Decision Processes.
    Proceedings of 30th International Conference Mathematical Methods in Economics 2012. Karviná: Silesian University in Opava, School of Busines Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 799-804. ISBN 978-80-7248-779-0.
    [30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
    R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150
    Institutional support: RVO:67985556
    Keywords : dynamic programming * stochastic models * risk analysis and management
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2012/E/Sladky-risk-sensitive and average optimality in markov decision processes.pdf
    Permanent Link: http://hdl.handle.net/11104/0211374
     
     
  3. 3.
    0359099 - ÚTIA 2012 RIV CZ eng K - Conference Paper (Czech conference)
    Kaňková, Vlasta
    Empirical Estimates in Stochastic Optimization: Special cases.
    Výpočtová ekonomie, sborník 4.semináře. Plzeň: Západočeská univerzita v Plzni, 2010 - (Lukáš, L.), s. 9-19. ISBN 978-80-7043-773-5.
    [Výpočtová ekonomie, 4. seminář. Plzeň (CZ), 18.12.2008]
    R&D Projects: GA ČR GAP402/10/0956; GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : stochastic programming problems * L_1 norm * Lipschitz property * empirical estimates * convergence rate * exponential tails * heavy tails * Pareto distribution * risk functional
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2011/E/kankova-empirical estimates in stochastic optimization special cases.pdf
    Permanent Link: http://hdl.handle.net/11104/0196952
     
     
  4. 4.
    0346983 - ÚTIA 2011 RIV CZ eng K - Conference Paper (Czech conference)
    Kaňková, Vlasta
    Ramsey Stochastic Model via Multistage Stochastic Programming.
    28th International Conference on Mathematical Methods in Economics 2010. Vol. Part II. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economy, 2010 - (Houda, M.; Friebelová, J.), s. 328-333. ISBN 978-80-7394-218-2.
    [28th International Conference on Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
    R&D Projects: GA ČR GAP402/10/0956; GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/1610
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : Ramsey stochastic model * Multistage stochastic programming * Confidence intervals * Autoregressive sequences * Stability * Empirical estimates
    Subject RIV: AH - Economics
    http://library.utia.cas.cz/separaty/2010/E/kankova-ramsey stochastic model via multistage stochastic programming.pdf
    Permanent Link: http://hdl.handle.net/11104/0187863
     
     
  5. 5.
    0346982 - ÚTIA 2011 RIV CZ eng K - Conference Paper (Czech conference)
    Sladký, Karel
    Risk-sensitive Ramsey Growth Model.
    28th International Conference on Mathematical Methods in Economics 2010. Vol. Part II. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economy, 2010 - (Houda, M.; Friebelová, J.), s. 560-565. ISBN 978-80-7394-218-2.
    [28th International Conference on Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
    R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/0956
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : economic dynamics * extended version of the Ramsey growth model * risk-sensitive Markov decision processes
    Subject RIV: AH - Economics
    http://library.utia.cas.cz/separaty/2010/E/sladky-risk-sensitive ramsey growth model.pdf
    Permanent Link: http://hdl.handle.net/11104/0187862
     
     
  6. 6.
    0346971 - ÚTIA 2011 RIV CZ eng K - Conference Paper (Czech conference)
    Volf, Petr
    On statistical modeling of incidence of competing events, with application to labor mobility analysis.
    Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010. České Budějovice: University of South Bohemia, 2010 - (Houda, M.; Friebelová, J.), s. 670-675. ISBN 978-80-7394-218-2.
    [28th International Conference on Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
    R&D Projects: GA ČR GAP402/10/0956
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : event-history analysis * incidence * unemployment study
    Subject RIV: BB - Applied Statistics, Operational Research
    http://library.utia.cas.cz/separaty/2010/SI/volf-on statistical modeling of incidence of competing events, with application to labor mobility analysis.pdf
    Permanent Link: http://hdl.handle.net/11104/0187855
     
     


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