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Financial Markets Uncertainty Measurement, Effects and Policy Implications (GA20-17044S)
Our research focuses on the measurement of uncertainty in financial markets and analysis of the consequences of this uncertainty. Uncertainty increased dramatically. We will develop a financial uncert...
Finance
- 2020 - 2023 •
- 3 312 tis. Kč •
- 3 312 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2020 - 30. 6. 2023
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Economic policy in times of uncertainty (GA20-14990S)
uncertainty and financial cycles, to explore to what extent the uncertainty shall the zero lower bound, the non-neutrality of financial regulation for the long-term economic performance, and increased uncertai...
Economic Theory
- 2020 - 2022 •
- 3 791 tis. Kč •
- 3 791 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2020 - 31. 12. 2022
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Dynamical models under uncertainty in economics and finance (GA402/99/1136)
- and microeconomic systems and financial models under uncertainty. Attention will be focused of economic agents in financial transactions and analysis of a labour market. All of these models typically exhibit some random f...
AH - Ekonomie
- 1999 - 2001 •
- 1 878 tis. Kč •
- 1 455 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 1999 - 1. 1. 2001
Uznané náklady
Podpora ze státního rozpočtu (77%)
Poskytovatel: Grantová agentura České republiky
Screening biomonitoring for the Urban Drainage Masterplans (GP103/08/P264)
and causes of stream disturbance with acceptable financial costs and uncertainty of substantial financial costs, the biomonitoring can be performed on a screening level only of detailed invertebrate sampling and sample pro...
DJ - Znečištění a kontrola vody
- 2008 - 2010 •
- 1 133 tis. Kč •
- 1 133 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2008 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Hedging uncertainty in commodity markets (GA24-11558S)
The project will propose and implement hedging strategies in commodity markets aimed at financial risk reduction. Our approach will account for differences in market participants' information processing and investment horizons by utilizing t...
Finance
- 2024 - 2026 •
- 2 972 tis. Kč •
- 2 972 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2024 - 31. 12. 2026
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
Stochastic optimization problems with endogenous uncertainty (GA18-05631S)
to considered uncertainty: programs with exogenous uncertainty and programs with endogenous uncertainty. The project will be focused on programs with endogenous uncertainty, where decisions (solutions) can influen...
Economic Theory
- 2018 - 2020 •
- 2 990 tis. Kč •
- 2 444 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2020
Uznané náklady
Podpora ze státního rozpočtu (82%)
Poskytovatel: Grantová agentura České republiky
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 vagueness in their ev...
Applied Economics, Econometrics
- 2018 - 2020 •
- 5 654 tis. Kč •
- 5 654 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2018 - 31. 12. 2020
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)
This project aims to deepen our understanding of financial markets through improvements in their modelling with machine learning methods. These methods will allow us to aggregate internet-derived information on sentiment and attention with o...
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
Complex economic systems and decision making under uncertainty (GA402/96/0420)
The aim of the proposed grant project is an analysis and control of complex economic systems under uncertainty. Attention will be focused mainly on problems, informational asymmetry of economic agents in financial transactions, and ...
AH - Ekonomie
- 1996 - 1998 •
- 1 447 tis. Kč •
- 1 065 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 1996 - 1. 1. 1998
Uznané náklady
Podpora ze státního rozpočtu (74%)
Poskytovatel: Grantová agentura České republiky
Modelling of Municipal Finance by Computational Intelligence Methods (GP402/09/P090)
of financial and other socio-economic conditions and goals possible. The models also make the modelling of non-linear economic relations, input parameters uncertainty and the optimization of financial decision-making possi...
AE - Řízení, správa a administrativa
- 2009 - 2010 •
- 476 tis. Kč •
- 476 tis. Kč •
- GA ČR
Řešení projektu: 1. 1. 2009 - 31. 12. 2010
Uznané náklady
Podpora ze státního rozpočtu (100%)
Poskytovatel: Grantová agentura České republiky
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