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 |