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705 (0,132s)

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 market volatility models and their robust implementation in parallel and distributed environment. A special attention will be paid to mod...

AH - Ekonomie

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

Fractional and fuzzy-fractional transport in disordered environments (GF24-10177L)

Fractional (fuzzy) calculus is a mathematical field with many applications in natural and socio-economic systems. It was recently used to model complex financial and physical phenomena, including large jumps and memory effects. Although some...

Applied mathematics

  • 2024 - 2027
  • 3 216 tis. Kč
  • 3 216 tis. Kč
  • GA ČR
Project

Rough models of fractional stochastic volatility (GA18-16680S)

In this project we will focus on the analysis of fractional stochastic volatility (FSV) models. First and foremost, the option pricing task under rough FSV models will be analyzed. Since no closed pricing formulas are available, we ...

Statistics and probability

  • 2018 - 2021
  • 2 194 tis. Kč
  • 2 038 tis. Kč
  • GA ČR
Project

Degradation of Hydrocarbon Mixtures and Other Volatile Organic Compounds in Biofilters (GA104/05/0194)

A reconstruction of biofilters, their frames and their coupling to the new improved auxiliary equipment. Studies of pollutant mixture vapor degradations containing components with different water solubility and biodegradability (gasoline, gasoline

CI - Průmyslová chemie a chemické inženýrství

  • 2005 - 2007
  • 4 147 tis. Kč
  • 4 147 tis. Kč
  • GA ČR
Project

Chemical evolution of contrasting types of highly fractionated granitic melts using melt inclusions study (IAA300130801)

Aims of this project are: 1. to bring together people dealing with fractionated granites and pegmatites through the Czech geological institutes and to bring different the enrichment/depletion of water and volatiles in melt during co...

DB - Geologie a mineralogie

  • 2008 - 2011
  • 2 230 tis. Kč
  • 2 219 tis. Kč
  • AV ČR
Project

Study of properties of aerosol generated by laser beam interaction with powdered samples for plasma spectrometry techniques (GP203/07/P439)

Direct analysis of powdered materials does not require a time consuming sample dissolution which also means a risk of contamination or loss of volatilize components. Methods of direct analysis are e.g. X-ray spectrometry, neutron activated a...

CB - Analytická chemie, separace

  • 2007 - 2009
  • 811 tis. Kč
  • 811 tis. Kč
  • GA ČR
Project

Level and sources of electoral volatility in post-communist Europe (GA19-06096S)

The project analyses the level and sources of electoral volatility in post-communist countries. This project focuses on individual-level volatility in consecutive. This project is composed of two parts: (1) estimating the level of <...

Political science

  • 2019 - 2022
  • 3 328 tis. Kč
  • 3 328 tis. Kč
  • GA ČR
Project

Forecasting Volatility in Emerging Financial Markets (GA18-05829S)

This project designs procedures for forecasting market volatility for financial of forecasting models based on range-based volatility estimators and compare their performance against same models using realized volatility es...

Finance

  • 2018 - 2022
  • 2 576 tis. Kč
  • 2 226 tis. Kč
  • GA ČR
Project

New approaches to volatile compound generation and atomization useful for applications of analytical atomic spectrometry for trace and ultratrace analysis (GA203/98/0754)

of the volatile compound generation for atomic spectrometry in the field of ultratrace elemental analysis: (A) To develop new approaches to the generation of volatile by the electrochemical reduction and chemical generation of 'oth...

CB - Analytická chemie, separace

  • 1998 - 2000
  • 4 302 tis. Kč
  • 3 019 tis. Kč
  • GA ČR
Project

Comprehensive identification and toxicological assessment of volatile contaminants in an agricultural environment (GA525/04/0011)

and toxicological assessment of volatile organic contaminants produced on animal farms analytical procedures for volatile derivatives of polycyclic aromatic hydrocarbons of major classes of gaseous and particulated volatile

GJ - Choroby a škůdci zvířat, veterinární medicina

  • 2004 - 2006
  • 2 740 tis. Kč
  • 2 740 tis. Kč
  • GA ČR
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