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10 838 (0,109s) •

Project

Analysis of Fractional Stochastic Volatility Models and their Grid Implementation (GA14-11559S)

to calibrate the fractional stochastic volatility jump-diffusion model from the real marketIn this project we focus on the stochastic and numerical analysis of stochastic volatility models and their robus...

AH - Ekonomie

  • 2014 - 2016
    • •
  • 5 233 tis. Kč
    • •
  • 5 233 tis. Kč
    • •
  • GA ČR
Project

Application of the Fuzzy-Stochastic Approaches in Financial Decision-making (GA402/02/1046)

. The goal is to verify mainly the fuzzy-stochastic portfolio models, forecasting models basis, fuzzy-stochastic model of financial derivatives, financial models of assets and liabilities on the f...

AE - Řízení, správa a administrativa

  • 2002 - 2004
    • •
  • 1 127 tis. Kč
    • •
  • 1 065 tis. Kč
    • •
  • GA ČR
Project

Stochastic Economic Models under Uncertainty Development over Time and Optimization (GAP402/10/0956)

, as optimization problems fraught by uncertainty. The main feature of them is the stochastic grant project is to continue and generalize  models constructed and investigated from stochastic programming (one stage and multi...

AH - Ekonomie

  • 2010 - 2012
    • •
  • 2 102 tis. Kč
    • •
  • 2 102 tis. Kč
    • •
  • GA ČR
Project

Parameter Identification of Cement-based Composites using Surrogate Model and Bayesian Inference (8JCH1074)

The proposed project is focused on advanced stochastic analysis of concrete demanding, is used more frequently, therefore surrogate model (e.g. Polynomial Chaos Expansion or Artificial Neural Network) should be used for a stocha...

Civil engineering

  • 2019 - 2021
    • •
  • 145 tis. Kč
    • •
  • 145 tis. Kč
    • •
  • MŠMT
Project

Computational stochastic rupture risk assessment of abdominal aortic aneurysm (LTAUSA18134)

Improve and validate predictive capability of computational stochastic based model for rupture risk assessment of abdominal aortic aneurysm......

Biophysics

  • 2019 - 2021
    • •
  • 3 802 tis. Kč
    • •
  • 3 802 tis. Kč
    • •
  • MŠMT
Project

Charring of timber under fully developed natural fire – stochastic modeling (GF21-30949K)

The project deals with stochastic modeling of charring of timber under fully conditions. The project is designed to prepare a completely novel stochastic model parameters of timber and parameters of natural fire wi...

Civil engineering

  • 2021 - 2024
    • •
  • 3 850 tis. Kč
    • •
  • 3 850 tis. Kč
    • •
  • GA ČR
Project

New Trends in Stochastic Economic Models under Uncertainty (GA13-14445S)

is to continue and extend stochastic optimization models. To this end we employ results from the stochastic programming (one-stage and multistage, one objective and multiobjective), Markov decision processes and empirical...

AH - Ekonomie

  • 2013 - 2015
    • •
  • 3 524 tis. Kč
    • •
  • 3 524 tis. Kč
    • •
  • GA ČR
Project

Stochastic Models (GA201/93/2169)

BA - Obecná matematika

  • 1993 - 1995
    • •
  • 190 tis. Kč
    • •
  • 380 tis. Kč
    • •
  • GA ČR
Project

Empirical distributions and large sample theory in stochastic geometry (GP201/06/P075)

Asymptotic properties of stochastic geometry models will be investigated. We consider an observation of the model in the sampling window which is expanding. We with the corresponding model. It is expected to derive...

BA - Obecná matematika

  • 2006 - 2008
    • •
  • 510 tis. Kč
    • •
  • 510 tis. Kč
    • •
  • GA ČR
Project

Complex analysis of uncertainty of the behaviour of steel structures (GP103/07/P241)

of uncertainty of the limit states of steel structures. Stochastic computational models in the stochastic analysis of the limit states, i.e. statistic, sensitivity and probability analysis. In cases when classical stoc...

JN - Stavebnictví

  • 2007 - 2009
    • •
  • 1 439 tis. Kč
    • •
  • 1 439 tis. Kč
    • •
  • GA ČR
  • 1 - 10 out of 10 838