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The role of text information in corporate financial distress prediction models – country-specific and industry-specific approaches (GA13-10331S)
Corporate financial distress prediction models are recognized as important early warning systems for corporate stakeholders. Most research to date has focused corporate financial distress prediction
AE - Řízení, správa a administrativa
- 2013 - 2015 •
- 2 031 tis. Kč •
- 2 031 tis. Kč •
- GA ČR
Řešení projektu: 1. 2. 2013 - 31. 12. 2015
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Rate of Assets Returns Dynamics. Application for the Czech Republic (GA402/00/0439)
The aim of the product is to perform and test models of prediction of assets of construction of market and factor models. Models for prediction of asset returns which use with lagged variables. For pre...
AH - Ekonomie
- 2000 - 2002 •
- 1 815 tis. Kč •
- 1 815 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2000 - 1. 1. 2002
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Marginal Tax Rate Misperceptions (GAP402/10/2085)
Economic theory assumes that taxpayers use their true marginal tax rate (MTR is not in fact changing. We intend to develop an updating model that would formalize household labor income responds to predictable (but not neces...
AH - Ekonomie
- 2010 - 2011 •
- 460 tis. Kč •
- 460 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2010 - 31. 12. 2011
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Correlations Problems in Financial Risk Management (GA402/09/0380)
The project will deal with the models of correlation between interest rate and credit risk and with their sensitivity analysis with respect to input parameters. We will generalize existing models. The generalizati...
AH - Ekonomie
- 2009 - 2011 •
- 2 275 tis. Kč •
- 2 275 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2009 - 31. 12. 2011
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Network-based credit risk models on P2P lending markets (GF22-35130K)
accurate credit risk models. The research project's main objective is to design and empirically verify new P2P network-based credit risk models. We are proposing: i) several regulation and increased credit
Finance
- 2022 - 2025 •
- 4 448 tis. Kč •
- 3 962 tis. Kč •
- GA ČR
Řešení projektu: 1. 3. 2022 - 31. 12. 2025
Uznané náklady
Podpora ze státního rozpočtu (89%)
Poskytovatel: Grantová agentura České republiky
Modelling emotions in verbal and nonverbal managerial communication to predict corporate financial risk (GA19-15498S)
Models that predict corporate financial risk are important early-warning systems for corporate stakeholders. Most models to date have been developed using predict corporate financial perf...
Business and management
- 2019 - 2022 •
- 2 289 tis. Kč •
- 2 289 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2019 - 30. 6. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Asset pricing, internet data, machine learning with natural language processing in the era of sustainable and decentralized finance with uncertainty (GA24-10008S)
into closely related areas of modeling of commodity prices, climate risk in finance, credit improvements in their modelling with machine learning methods. These methods will allow us their role in asset pricing. We will us...
Finance
- 2024 - 2026 •
- 5 994 tis. Kč •
- 5 994 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2024 - 31. 12. 2026
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Credit Risk and Credit Derivatives (GA402/06/0890)
The project will analyze selected aspects of the credit risk and trading with credit risk (credit derivatives). The first aspect is the influence of the asymmetric information (adverse selection, moral hazard) on the pricin...
AH - Ekonomie
- 2006 - 2008 •
- 1 574 tis. Kč •
- 1 574 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2006 - 31. 12. 2008
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Methodology of Developing a Predictive Model of Sector and Company Performance in the Macroeconomic Context (GA16-25536S)
-relationships and dependencies that will lead to developing a forecasting model able to predict the impacts on corporate performance. This predictive model could be useful the development of a predict...
AE - Řízení, správa a administrativa
- 2016 - 2020 •
- 2 940 tis. Kč •
- 2 796 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2016 - 11. 12. 2020
Uznané náklady
Podpora ze státního rozpočtu (95%)
Poskytovatel: Grantová agentura České republiky
Credit Risk Modeling for Financial and Commodity Assets Portfolios (GA15-00036S)
and in particular on original innovative modeling of credit value adjustment and other closely related concepts. Since the credit value adjustment modeling is closely related to the credit spread mode...
AH - Ekonomie
- 2015 - 2017 •
- 3 987 tis. Kč •
- 3 987 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2015 - 31. 12. 2017
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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