Doctoral Seminar


ÚTIA AV ČR, v.v.i., Pod Vodárenskou vezi 4, Prague 8 time 16.00 room no. 3

 

Summer - academic year 2011/2012

 

 

Date

Přednášející     /   Koreferent

Název přednášky

 

1.3.2012

Petr Zahradník

Optimal portfolio selection under proportional transaction costs

 

 

 

15.3.2012

Olmechenko Vadym

Optimization in Electricity Trading

Kubetta Adam/ Voříšek Jan

One-class Classification with Dyadic Decision Trees

 

29.3.2012

Tomáš Adam/Ladislav Krištoufek

Time-varying CAPM: the estimation using Bayesian state space models

Kristýna Ivanková/ Petr Zahradník

Support Vector Machines

 

12.4.2012

Josef Stráský/Aleš Maršál

Inflation targeting efficiency – Bayesian prior based study

Aleš Maršál/ Josef Stráský

Term Structure of Interest Rates in Small Open Economy with Markov Switching

 

26.4.2012

Haim Shalit/

Mean-Extended Gini Financial Markets Equilibrium: Testing the CAPM.

Michael Princ/Krenar Avdulaj

Dynamic Properties of CC GARCH Class Models

 

3.5.2012

 

Voříšek Jan/

Closed-form likelihood approximation for nonlinear SDE with exogenous parameters

Ladislav Krištoufek/Michael Princ

Persistence of absolute returns of financial assets – Fact or fiction?

 

17.5.2012

 

Krtek Jiri/Jakub Jeřábek

Comparing NN and ARMA on artificial market

Jakub Jeřábek/ Kristýna Ivanková

Tobin tax and market efficiency