All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”
EN
ČeštinaEnglish

Filters

11 649 (0,14s) •

Project

Arbitrage-free modelling of implied volatility. (GA13-25911S)

model for implied volatility estimation which will satisfy all arbitrage-free. We focus on arbitrage-free techniques where the strike arbitrage-free condition is expressed in terms of st...

AH - Ekonomie

  • 2013 - 2017
    • •
  • 2 955 tis. Kč
    • •
  • 2 955 tis. Kč
    • •
  • GA ČR
Project

Arbitrage on limit order markets with boundedly rational agents (GA19-11062S)

The goal of this Project is to study arbitrage opportunities on limit order markets with boundedly rational agents. To this end, we aim to construct a model (institutional/retail investors) and arbitragers (high frequency t...

Applied mathematics

  • 2019 - 2022
    • •
  • 2 223 tis. Kč
    • •
  • 2 163 tis. Kč
    • •
  • GA ČR
Project

Verification of suitability of particular Lévy models for selected issues of financial modeling (GA13-13142S)

Current issues of financial modeling are focused on a large selection of problems, such as no-arbitrage price detection, efficient estimation of risk measures distribution might be regarded as sufficient at least for modeling

AH - Ekonomie

  • 2013 - 2017
    • •
  • 4 461 tis. Kč
    • •
  • 4 461 tis. Kč
    • •
  • GA ČR
Project

Advanced Econometric Models for Option Pricing – AdEMOP (GJ18-00522Y)

on arbitrage-free techniques and it allows for sudden changes (change-points and structural breaks) in the time evolution of the implied volatility surface. The modelingThis project proposes a new innovative approach to ec...

Economic Theory

  • 2018 - 2021
    • •
  • 3 362 tis. Kč
    • •
  • 3 362 tis. Kč
    • •
  • GA ČR
Project

Argmax-type estimators from the viewpoint of optimization (GA22-19353S)

from econometric estimation. The point is that many econometric models ultimately linear regression, GLFP in EIV-regression, dynamic ranking models, colouring of time series or Bertram's arbitrage trading strategies.......

Applied Economics, Econometrics

  • 2022 - 2024
    • •
  • 5 333 tis. Kč
    • •
  • 5 333 tis. Kč
    • •
  • GA ČR
Project

Verification of the mutual relations among the macroeconomics indicators, branches and stock market (GP402/03/D065)

The project deals with the Arbitrage Pricing Theory. The main sources of the work is resumed into the following hypothesis: Branches are differently sensitive on the changing of macroeconomics indicators. The project is focused on the fulfil...

AH - Ekonomie

  • 2003 - 2005
    • •
  • 169 tis. Kč
    • •
  • 169 tis. Kč
    • •
  • GA ČR
Project

Mathematical Modelling and Numerical Simulation of Free Boundary Problems with Application in Metallurgy (GA201/01/0676)

The aim of the project is the research in mathematical modelling and numerical simulation of problems with free boundary arising in the material processing, especially in the metall casting. The principal investigator deals with thi...

BA - Obecná matematika

  • 2001 - 2003
    • •
  • 681 tis. Kč
    • •
  • 381 tis. Kč
    • •
  • GA ČR
Project

The role of free fatty acids in the pathogenesis of insulin resistance and its complications. (NB6367)

will be studied.In the same model the role long-term increased circulating level of free fattyIn an experimental model of insulin resistance, in the hereditary hypertriglyceridemic rat line, the role of long-term increased...

FB - Endokrinologie, diabetologie, metabolismus, výživa

  • 2000 - 2002
    • •
  • 3 474 tis. Kč
    • •
  • 3 474 tis. Kč
    • •
  • MZ
Project

Vasospams of Microsurgical Free Flaps and Possibilities of Treatment (NR8368)

Development of the experimental model for research of free flap pedicle spasm and comparison of influences to induce vasospasm. Comparative study of vasoactive substances and microsurgical methods relieving the vasospasm - experimet...

FJ - Chirurgie včetně transplantologie

  • 2005 - 2009
    • •
  • 2 135 tis. Kč
    • •
  • 2 131 tis. Kč
    • •
  • MZ
Project

Theoretical modelling and experimental study of phase diagrams in seleted systems for lead free soldering (OC 531.002)

The aim of the project is the assessment of thermodynamic database for metals with low melting temperature, which will allow modelling of their phase diagrams. On the basis of these calculations, the proper materials for the substitution of ...

BJ - Termodynamika

  • 2002 - 2007
    • •
  • 3 240 tis. Kč
    • •
  • 1 675 tis. Kč
    • •
  • MŠMT
  • 1 - 10 out of 11 649