Search results
- 1.0411503 - UTIA-B 20050233 RIV SK eng C - Conference Paper (international conference)
Komorník, J. - Komorníková, Magda - Bognár, T.
Multiple regime-switching models in finance.
[Viacrežimové modely finančných časových radov.]
Bratislava: Slovak Statistical and Demographical Society, 2004. ISBN 80-88946-36-0. In: Proceedings of the Conference PRASTAN 2004. - (Kalina, M.; Minárová, M.; Nánásiová, O.), s. 51-60
[PRASTAN 2004. Kočovce (SK), 17.05.2004-21.05.2004]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z1075907
Keywords : time series * non-linear model * multiple regime-switching model * LSTAR * SETAR
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131583 - 2.0411502 - UTIA-B 20050232 RIV SK eng C - Conference Paper (international conference)
Komorníková, Magda - Komorník, J.
Multivariate modeling of exchange rates of Visegrad Countries currencies to Euro.
[Mnohorozmerné modelovanie výmenných kurzov krajín Vyšehradskej štvorky k Euro.]
Bratislava: Slovak Statistical and Demographical Society, 2004. ISBN 80-88946-36-0. In: Proceedings of the Conference PRASTAN 2004. - (Kalina, M.; Minárová, M.; Nánásiová, O.), s. 37-50
[PRASTAN 2004. Kočovce (SK), 17.05.2004-21.05.2004]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z1075907
Keywords : multivariate time series * stochastic trends * common trend * cointegration
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131582 - 3.0411501 - UTIA-B 20050231 RIV SK eng C - Conference Paper (international conference)
Brestovanská, E. - Komorníková, Magda
Modelling of economic time series using the regime-switching model.
[Modelovanie ekonomických časových radov pomocou viacrežimových modelov.]
Bratislava: Slovak Statistical and Demographical Society, 2004. ISBN 80-88946-36-0. In: Proceedings of the Conference PRASTAN 2004. - (Kalina, M.; Minárová, M.; Nánásiová, O.), s. 11-18
[PRASTAN 2004. Kočovce (SK), 17.05.2004-21.05.2004]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z1075907
Keywords : time series * regime-switching autoregressive models * SETAR * LSTAR * forecasting
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131581 - 4.0411482 - UTIA-B 20050212 RIV ES eng C - Conference Paper (international conference)
Komorník, J. - Komorníková, Magda
Application of aggregation operators in regime-switching models for exchange rates.
[Aplikácia agregačných operátorov v modeloch s premenlivými režimami pre časové rady výmenných kurzov.]
Barcelona: Universitat Politechnica de Catalunya, 2005. ISBN 84-7653-872-3. In: Joint EUSFLAT-LFA 2005. Conference Proceedings. - (Montseny, E.; Sobrevillo, P.), s. 1297-1300
[Joint EUSFLAT-LFA 2005. Barcelona (ES), 07.09.2005-09.09.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : time series * regime-switching models * aggregation operators * in-sample and out-of-sample fitting
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131562 - 5.0411481 - ÚTIA 2010 RIV SK eng C - Conference Paper (international conference)
Komorník, J. - Komorníková, Magda
Modelling Slovak unemployment data by a nonlinear long memory model.
[Modelování slovenských dat o nezaměstnanosti nelineárním modelem s dlouhou pamětí.]
ALGORITMY 2005. Proceedings of the 17th Conference on Scientific Computing. Bratislava: Slovak University of Technology, 2005 - (Handlovičová, A.; Krivá, Z.; Mikula, K.), s. 334-340. ISBN 978-80-227-2192-9.
[ALGORITMY 2005. Conference on Scientific Computing /17./. Vysoké Tatry - Podbanské (SK), 13.03.2005-18.03.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : time series modelling * smooth regime switching * spectral analysis * fractional integration * ARFIMA modelling
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131561 - 6.0411471 - UTIA-B 20050201 RIV ES eng C - Conference Paper (international conference)
Mesiar, Radko
Discrete copulas - what they are.
[Čo sú diskrétne kopule.]
Barcelona: Universitat Politecnica de Catalunya, 2005. ISBN 84-7683-872-3. In: Joint EUSFLAT-LFA 2005. Conference Proceedings. - (Montseny, E.; Sobrevilla, P.), s. 927-930
[Joint EUSFLAT-LFA 2005. Barcelona (ES), 07.09.2005-09.09.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : discrete random vector * discrete probabilities distributions * discrete copulas
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131551 - 7.0411470 - UTIA-B 20050200 RIV DE eng C - Conference Paper (international conference)
Mesiar, Radko
Decision making based on fuzzy sets approaches.
[Rozhodovanie založené na fuzzy množinovom prístupe.]
Zittau: Hochschule Zittau/Görlitz, 2005. In: Zittau East-West Fuzzy Coloquium. Conference Proceedings. - (Hampel, C.), s. 252-258
[Zittau East-West Fuzzy Coloquium /12./. Zittau (DE), 21.09.2005-23.09.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : decision making * fuzzy set * fuzzy logic * preference relation
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131550 - 8.0411467 - UTIA-B 20050197 RIV AT eng C - Conference Paper (international conference)
Klement, E.P. - Mesiar, Radko - Pap, E.
Sections of triangular norms.
[Rezy triangulárnych noriem.]
Linz: FLLL Linz, 2005. In: Fuzzy Logics and Related Structures. Proceedings. - (Gottwald, S.; Hájek, P.; Klement, E.), s. 67-71
[Linz Seminar on Fuzzy Set Theory /27./. Linz (AT), 07.02.2006-11.02.2006]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : triangular norm * diagonal * vertical and horizontal section * level function
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131547 - 9.0411465 - UTIA-B 20050195 RIV ES eng C - Conference Paper (international conference)
Durante, F. - Mesiar, Radko - Sempi, C.
Copulas with given diagonal section: some new results.
[Kopule s danými diagonálnymi rezmi: niektoré nové výsledky.]
Barcelona: Universitat Politecnica de Catalunya, 2005. ISBN 84-7683-872-3. In: Joint EUSFLAT-LFA 2005. Conference Proceedings. - (Montseny, E.; Sobrevilla, P.), s. 932-936
[Joint EUSFLAT-LFA 2005. Barcelona (ES), 07.09.2005-09.09.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : copula * quasi-copula * aggregation operators
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131545 - 10.0411463 - UTIA-B 20050193 RIV CH eng C - Conference Paper (international conference)
Calvo, T. - Lazaro, J. - Kyselová, D. - Mesiar, Radko
Weights in multicriteria decision making.
[Váhy v multikriteriálnom rozhodovaní.]
Lugano: Universita della Svizzera italiana, 2005. In: Proceedings of AGOP'2005. - (Pasi, G.; Mesiar, R.; Struk, P.), s. 37-39
[International Summer School on Aggregation Operators and their applications. Lugano (CH), 10.07.2005-15.07.2005]
R&D Projects: GA ČR GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : aggregation operator * distance function * weighting functions * RET operator
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0131544