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6 (0,086s)

Project

A network approach to portfolio optimization and tracking problems (GA19-11965S)

lasso to elliptical distributions and to non-parametric empirical distributions; application of the extended graphical lasso to (optimal) portfolio selection; application......

Finance

  • 2019 - 2022
  • 3 645 tis. Kč
  • 3 645 tis. Kč
  • GA ČR
Project

LASSO Regularized Change-Point Estimation in Quantile Regression (7AMB17FR030)

• We intent to investigate statistical properties of different LASSO reqularized change-point estimation ideas in quantile regression models. In order to do so in a complex manner we will consider both crucial aspects: the asymptotic perform...

BA - Obecná matematika

  • 2017 - 2018
  • 80 tis. Kč
  • 80 tis. Kč
  • MŠMT
Project

Advanced Econometric Models for Option Pricing – AdEMOP (GJ18-00522Y)

convex optimization by adopting the atomic pursuit techniques (so-called LASSO...

Economic Theory

  • 2018 - 2021
  • 3 362 tis. Kč
  • 3 362 tis. Kč
  • GA ČR
Project

Biological code of knots – identification of knotted patterns in biomolecules via AI approach (GF23-04260L)

The goal of this project is to understand the knotting phenomena in proteins based on Artificial Intelligence (AI) approach, and to develop means to predict de novo knotted protein structures. The scope of the project belongs to the area of fundament...

Biophysics

  • 2023 - 2025
  • 4 137 tis. Kč
  • 4 137 tis. Kč
  • GA ČR
Project

Sparse solutions of underdetermined systems retroactive applications, algorithms, inference, and new perspectives (GF23-06461K)

The discovery of the possibility of sparse solutions of underdetermined systems is the pivotal achievement of statistics, and in a broader context of data science, at the turn of the 21th century. We focus on the use of the state-of-the-art knowledge...

Statistics and probability

  • 2023 - 2026
  • 4 920 tis. Kč
  • 4 335 tis. Kč
  • GA ČR
Project

Gradual Functional Changes - GraFuCha (GF22-01639K)

, we can deploy advanced statistical tools like bootstrap or lasso to diagnose...

Applied mathematics

  • 2022 - 2025
  • 5 526 tis. Kč
  • 4 916 tis. Kč
  • GA ČR
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