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7 624 (0,132s) •

Project

New approaches to financial time series modelling based on soft computing (GA18-13951S)

Financial time series is a sequence of values of financial quantities in time, such as stock prices, risk measures or performance measures. Since the values of financial of uncertainty or even vag...

Applied Economics, Econometrics

  • 2018 - 2020
    • •
  • 5 654 tis. Kč
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  • 5 654 tis. Kč
    • •
  • GA ČR
Project

Modelling of Financial and Economic Time Series - Application and Comparison of Wavelet and Traditional Methods (GPP402/12/P507)

problems of utmost importance in the analysis of financial and economic time series in the financial and economic time series modelling and under which circumstances traditional and the detection...

BB - Aplikovaná statistika, operační výzkum

  • 2012 - 2016
    • •
  • 767 tis. Kč
    • •
  • 767 tis. Kč
    • •
  • GA ČR
Project

Economic time series (GA402/04/0866)

of writing a monograph dealing with the analysis of economic and financial time series. a) In the last years, in the field of economic and financial time series, substantial interest in subjects ...

AH - Ekonomie

  • 2004 - 2006
    • •
  • 469 tis. Kč
    • •
  • 469 tis. Kč
    • •
  • GA ČR
Project

The models of financial time series and their use in economics (GA402/00/0459)

The development of methodology of financial time series analysis that can be practically used in bank and financial institutions.Particular goals of the project with the corresponding tests of statistical significa...

AH - Ekonomie

  • 2000 - 2002
    • •
  • 661 tis. Kč
    • •
  • 661 tis. Kč
    • •
  • GA ČR
Project

New approaches to forecasting of financial time series within fuzzy-probabilistic setting (GA23-06280S)

of various financial time series. Particularly, the project aims at (1) Development systems via tools of fuzzy GUHA; (3) Development of new approaches to financial time series analysis, modeling ...

Finance

  • 2023 - 2025
    • •
  • 4 556 tis. Kč
    • •
  • 4 556 tis. Kč
    • •
  • GA ČR
Project

Time series and their applications (GA201/00/0770)

insurance) and in financial time series.The project will be devoted to some special time series models (e.g. non-linear series models will be applied to time-dependent problems in insura...

BB - Aplikovaná statistika, operační výzkum

  • 2000 - 2002
    • •
  • 1 590 tis. Kč
    • •
  • 1 190 tis. Kč
    • •
  • GA ČR
Project

Financial time series modelling and risk estimation (GP13-18300P)

Financial risk modelling and its subsequent management is a important and no less challenging task of quantitative units of financial institutions distribution modelling dates back to 1959, it is still discussed in financial

AH - Ekonomie

  • 2013 - 2015
    • •
  • 676 tis. Kč
    • •
  • 676 tis. Kč
    • •
  • GA ČR
Project

Streaming financial data and related identification and optimization problems (GA19-02773S)

The project contributes to statistical, econometric and computational methodology for analysis of financial time series. It is focused on three topics when financial data (such as price generating processes) are no...

Statistics and probability

  • 2019 - 2022
    • •
  • 4 477 tis. Kč
    • •
  • 4 477 tis. Kč
    • •
  • GA ČR
Project

Analysis of the Heterogeneous Agents Models in Finance (GP402/08/P207)

and will enable generation of more realistic financial time series. The outputs of our model intend to use wavelets, which is a relatively new tool for analyzing financial time series. The wavele...

AH - Ekonomie

  • 2008 - 2010
    • •
  • 963 tis. Kč
    • •
  • 963 tis. Kč
    • •
  • GA ČR
Project

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

modelsof time series (interests, rates, exchange rate, stock price) on the fuzzy ARIMA models basis, fuzzy-stochastic model of financial derivatives, financial models financial decision-making with Czech ...

AE - Řízení, správa a administrativa

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