Search results
- 1.0485151 - ÚTIA 2018 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Stability, Empirical Estimates and Scenario Generation in Stochastic Optimization - Applications in Finance.
Kybernetika. Roč. 53, č. 6 (2017), s. 1026-1046. ISSN 0023-5954
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : stochastic programming * stochastic dominance * empirical estimates * financial applications
OECD category: Statistics and probability
Impact factor: 0.632, year: 2017
http://library.utia.cas.cz/separaty/2017/E/kankova-0485151.pdf
Permanent Link: http://hdl.handle.net/11104/0280355 - 2.0485146 - ÚTIA 2018 RIV CZ eng J - Journal Article
Sladký, Karel
Second Order Optimality in Markov Decision Chains.
Kybernetika. Roč. 53, č. 6 (2017), s. 1086-1099. ISSN 0023-5954
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : Markov decision chains * second order optimality * optimalilty conditions for transient, discounted and average models * policy and value iterations
OECD category: Statistics and probability
Impact factor: 0.632, year: 2017
http://library.utia.cas.cz/separaty/2017/E/sladky-0485146.pdf
Permanent Link: http://hdl.handle.net/11104/0280354 - 3.0467176 - ÚTIA 2017 RIV CZ eng J - Journal Article
Gapko, Petr - Šmíd, Martin
Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 66, č. 6 (2016), s. 565-574. ISSN 0015-1920. E-ISSN 0015-1920
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : credit risk * mortgage * loan portfolio * dynamic model * estimation
Subject RIV: AH - Economics
Impact factor: 0.604, year: 2016
http://library.utia.cas.cz/separaty/2016/E/smid-0467176.pdf
Permanent Link: http://hdl.handle.net/11104/0265789 - 4.0466511 - ÚTIA 2018 RIV CZ eng J - Journal Article
Horváth, Roman - Malega, J.
Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy.
Prague Economic Papers. Roč. 2017, č. 3 (2017), s. 257-268. ISSN 1210-0455. E-ISSN 2336-730X
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : financial stress indicator * vector autoregression * Czech Republic
OECD category: Finance
Impact factor: 0.409, year: 2017
http://library.utia.cas.cz/separaty/2017/E/horvath-0466511.pdf
Permanent Link: http://hdl.handle.net/11104/0270592