Search results
- 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 - 2.0380743 - 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 - 3.0359099 - 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 - 4.0346983 - 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 - 5.0346982 - 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 - 6.0346971 - 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