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Projects

10 533 projects (0,151s)

Project

Dynamic Score-Driven Models in Operations Research (GA23-06139S)

Generalized autoregressive score (GAS) models are time series models based themselves as a useful modern methodology for time series modeling in econometrics and quantitative finance. The purpose of this project is...

Finance

  • 2023 - 2025
  • 3 816 tis. Kč
  • 3 816 tis. Kč
  • GA ČR
Project

Threshold autoregressive models and their applications in economics (GA402/05/2394)

The aim of the presented project is to carry out a research concerning properties of Threshold Autoregressive models, model building with emphasis put possibilities of these models on economic data. At the theoreti...

BA - Obecná matematika

  • 2005 - 2006
  • 297 tis. Kč
  • 297 tis. Kč
  • GA ČR
Project

Models of structural changes and related problems (GA201/97/1163)

. Quite broad spectrum of statistical models will be considered, e.g. i.i.d. observations, censored observations, linear models, autoregressive models etc. FinallyThe object of the project is to develop new procedu...

BA - Obecná matematika

  • 1997 - 1999
  • 1 635 tis. Kč
  • 945 tis. Kč
  • GA ČR
Project

Bayesian methods in speech segmentation (PG99094)

A novel approach for the improvement of speech segmentation based on the Bayesian autoreregressive detector (BACD) is suggested. Positions of abrupt signal changes can be determined with very high accuracy by repeatedly use of BACD. Also, the boundar...

JD - Využití počítačů, robotika a její aplikace

  • 1999 - 1999
  • 99 tis. Kč
  • 45 tis. Kč
  • MŠMT
Project

Analysis of high-frequency data at financial markets (GA402/05/0128)

and analytical studies, particularly with the use of the models of conditional volatility (ARCH, GARCH) and further suitable non-linear models (threshold, autoregressive etc......

AH - Ekonomie

  • 2005 - 2007
  • 742 tis. Kč
  • 742 tis. Kč
  • GA ČR
Project

On the time-varying predictive ability of theoretical and empirical macroeconomic models (GA21-10562S)

to frequentist and Bayesian vector autoregressive models and vector error correction models, we also plan to address nonlinear time series models including threshold models General Equilibrium and econome...

Applied Economics, Econometrics

  • 2021 - 2023
  • 3 218 tis. Kč
  • 3 185 tis. Kč
  • GA ČR
Project

Modelling of Price Transmission Asymmetry in Agri-Food Chain - Theoretical-Empirical Implications (GPP402/11/P591)

will be verified and measured. Subsequently, an appropriate econometric model, i.e., a Vector Autoregressive Model or Vector Error Correction Model, will be employed to quantify......

AH - Ekonomie

  • 2011 - 2013
  • 539 tis. Kč
  • 539 tis. Kč
  • GA ČR
Project

Development of high-resolution spatial weather generator for use in present and future climate conditions (GA18-15958S)

with climate change scenarios, which will be derived from the Regional Climate Model...

Climatic research

  • 2018 - 2023
  • 3 684 tis. Kč
  • 3 285 tis. Kč
  • GA ČR
Project

The Economic Impacts Anticipation of the Integration of CR to EU - the Econometric Approach (GA402/06/0190)

The goal of the project is to perform an econometric analysis and anticipation and quantification of impacts of economic and politic integration of Czech economy to EU, resp. EMU. By the help of cointegrating analysis, vector autoregression ...

AH - Ekonomie

  • 2006 - 2008
  • 1 271 tis. Kč
  • 1 271 tis. Kč
  • GA ČR
Project

Time-frequency selective techniques for comovement analysis (GA17-24309S)

from wavelet-based method to spectrogram and time-varying autoregressive case...

BB - Aplikovaná statistika, operační výzkum

  • 2017 - 2020
  • 2 970 tis. Kč
  • 2 622 tis. Kč
  • GA ČR
  • 1 - 10 out of 10 533