Search results
- 1.0507383 - ÚTIA 2020 RIV CZ eng C - Conference Paper (international conference)
Voříšek, Jan
Approximate Transition Density Estimation of the Stochastic Cusp Model.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 892-897. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : multimodal distributions * stochastic cusp model * approximate transition density
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/vorisek-0507383.pdf
Permanent Link: http://hdl.handle.net/11104/0298681 - 2.0507283 - ÚTIA 2020 RIV CZ eng C - Conference Paper (international conference)
Krištoufek, Ladislav - Vošvrda, Miloslav
Capital market efficiency in the Ising model environment: Local and global effects.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 465-470. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Ising model * efficient market hypothesis * Monte Carlo simulation
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507283.pdf
Permanent Link: http://hdl.handle.net/11104/0298751 - 3.0490843 - ÚI 2019 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Change Point in Panel Data with Small Fixed Panel Size: Ratio and Non-ratio Test Statistics.
Statistics and Simulation. Cham: Springer, 2018 - (Pilz, J.; Rasch, D.; Melas, V.; Moder, K.), s. 259-271. Springer Proceedings in Mathematics and Statistics, 231. ISBN 978-3-319-76034-6. ISSN 2194-1009. E-ISSN 2194-1017.
[IWS 2015. International Workshop on Simulation /8./. Vienna (AT), 21.09.2015-25.09.2015]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : Change point * Panel data * Change in mean * Hypothesis testing * Structural change * Ratio type statistics
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0284981File Download Size Commentary Version Access a0490843.pdf 6 181 KB Author´s preprint require - 4.0484133 - ÚI 2018 RIV ES eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Change Point Detection in Autoregression Without Variability Estimation.
Proceedings of the International work-conference on Time Series 2017. Granada: Godel Editorial, 2017 - (Valenzuela, O.; Rojas, F.; Pomares, H.; Rojas, I.), s. 674-685. ISBN 978-84-17293-01-7.
[ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : change point * structural change * change in autoregression * hypothesis testing * ratio type statistic * variance estimation free test
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0279300File Download Size Commentary Version Access a0484133.pdf 7 516.9 KB Publisher’s postprint require - 5.0483701 - ÚI 2020 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Variance estimation free tests for structural changes in regression.
Nonparametric Statistics : 3rd ISNPS, Avignon, France, June 2016. Cham: Springer, 2018 - (Bertail, P.; Blanke, D.; Cornillon, P.; Matzner-Lober, E.), February, s. 357-373. Springer Proceedings in Mathematics & Statistics, 250. ISBN 978-3-319-96941-1. ISSN 2194-1009.
[ISNPS 2016. Conference of the International Society for Non-Parametric Statistics /3./. Avignon (FR), 11.06.2016-16.06.2016]
Grant - others:GA ČR(CZ) GBP402/12/G097
Program: GB
Institutional support: RVO:67985807
Keywords : change point * structural change * change in regression * hypothesis testing * ratio type statistics * robustness * variance estimation free test
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0278906 - 6.0476538 - ÚI 2018 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Ratio Tests of a Change in Panel Means with Small Fixed Panel Size.
Advances in Time Series Analysis and Forecasting. Cham: Springer, 2017 - (Rojas, I.; Pomares, H.; Valenzuela, O.), s. 223-240. Contributions to Statistics. ISBN 978-3-319-55788-5. ISSN 1431-1968.
[ITISE 2016. International Work-Conference on Time Series. Granada (ES), 27.06.2016-29.06.2016]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : change point * panel data * change in mean * hypothesis testing * structural change * fixed panel size * short panels * ratio type statistics
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0273018 - 7.0466379 - ÚI 2017 RIV ES eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Change Point Detection in Panel Data with Small Fixed Panel Size.
Proceedings of the International Work-Conference on Time Series ITISE 2016. Granada: University of Granada, 2016 - (Valenzuela, O.; Rojas, F.; Ruiz, G.; Pomares, H.; Rojas, I.), s. 194-205. ISBN 978-84-16478-93-4.
[ITISE 2016. International Work-Conference on Time Series. Granada (ES), 27.06.2016-29.06.2016]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : change point * panel data * change in mean * hypothesis testing * structural change * fixed panel size * short panels * ratio type statistics
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0265825File Download Size Commentary Version Access a0466379.pdf 1 487.1 KB Publisher’s postprint require - 8.0449775 - ÚTIA 2016 RIV CZ eng C - Conference Paper (international conference)
Vošvrda, Miloslav - Schurrer, J.
Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty.
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015. Plzeň: University of West Bohemia, Plzeň, 2015, s. 894-899. ISBN 978-80-261-0539-8.
[Mathematical Methods in Economics 2015 /33./. Cheb (CZ), 09.09.2015-11.09.2015]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Heisenberg Principle of Uncertainty * signal energy * Wavelet Transformation * signal entropy
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2015/E/vosvrda-0449775.pdf
Permanent Link: http://hdl.handle.net/11104/0252673 - 9.0433571 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Markov Equilibrium between High Frequency Traders.
International Scientific Conference Managing and Modelling of Financial Risks. Ostrava: VSB-TU Ostrava, 2014 - (Šmíd, M.), s. 781-786. ISBN 978-80-248-3631-7.
[International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./. Ostrava (CZ), 08.09.2014-09.09.2014]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Grant - others:European Social Fund(CZ) CZ.1.07/2.3.00/20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Institutional support: RVO:67985556
Keywords : limit order market * Markov property * optimal trading
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/smid-0433571.pdf
Permanent Link: http://hdl.handle.net/11104/0237773 - 10.0398169 - ÚTIA 2014 RIV DE eng C - Conference Paper (international conference)
Kuběna, Aleš Antonín - Franek, P.
Symmetries of Quasi-Values.
Algorithmic Game Theory - 6th International Symposium, SAGT 2013. Berlin: Springer, 2013, s. 159-170. Lecture Notes in Computer Science, 8146. ISBN 978-3-642-41391-9. ISSN 0302-9743.
[Symposium of Algorithmic Game Theory. Aachen (DE), 21.10.2013-25.10.2013]
R&D Projects: GA MŠMT OC10048; GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : Cooperative game * Shapley value * Group theory * Equity * Symmetry * Quasi value
Subject RIV: BA - General Mathematics
http://library.utia.cas.cz/separaty/2013/E/kubena-0398169.pdf
Permanent Link: http://hdl.handle.net/11104/0226009