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 - 2.0346983 - 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