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880 (0,1s) •

Project

A generalized approach to stochastic dominance theory and financial applications (GA20-16764S)

Drawing inspiration from the concept of almost stochastic dominance, we aim at studying families of stochastic orders that are able to capture the preferences from the first order stochastic dominance to t...

Finance

  • 2020 - 2022
    • •
  • 4 888 tis. Kč
    • •
  • 4 888 tis. Kč
    • •
  • GA ČR
Project

Analysis of stochastic dominance efficient portfolios (GP201/07/P107)

Various approaches in testing second order stochastic dominance efficiency testing first order stochastic dominance of a given portfolio more demanding mixed and second order stochastic dominance ...

BB - Aplikovaná statistika, operační výzkum

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

Efficiency and risk control in decision making (GAP402/12/0558)

The project deals with portfolio (in)efficiency with respect to stochastic dominance criteria and mean-risk models. New measures of second-order stochastic dominance (SSD) portfolio efficiency (inefficiency) and fi...

BB - Aplikovaná statistika, operační výzkum

  • 2012 - 2014
    • •
  • 2 391 tis. Kč
    • •
  • 2 391 tis. Kč
    • •
  • GA ČR
Project

The role of stochastic and deterministic factors for shaping species composition of dry grassland fragments. (GAP505/10/0593)

of stochasticity for establishment of dominants and the subsequent effect of the dominants stochastic dispersal, colonisation and extinction events (neutral theory). The relative role of stochastic and de...

EH - Ekologie – společenstva

  • 2010 - 2013
    • •
  • 3 259 tis. Kč
    • •
  • 3 259 tis. Kč
    • •
  • GA ČR
Project

Stochastic Optimization in Economic Processes (GA18-02739S)

of the relationship between them, especially in the cases of stochastic dominance constraintsMulti-objective stochastic programming problems correspond to economic situations in which economic process is simultaneously in...

Statistics and probability

  • 2018 - 2023
    • •
  • 3 599 tis. Kč
    • •
  • 3 176 tis. Kč
    • •
  • GA ČR
Project

Financial applications of stochastic ordering rules (GA17-19981S)

) Pension fund ALM models with stochastic dominance constraints and put options, (ivStochastic orderings are, in general, relations between two random variables. In this project we focus on selected advanced topics of s...

AH - Ekonomie

  • 2017 - 2019
    • •
  • 3 990 tis. Kč
    • •
  • 3 990 tis. Kč
    • •
  • GA ČR
Project

Stochastic dominance in operations research (GA15-02938S)

The project is focused to stochastic dominance analysis in portfolio efficiency. New types of optimization problem formulations will be considered and developed. Particularly, optimization under NSD efficiency constraints will be i...

BB - Aplikovaná statistika, operační výzkum

  • 2015 - 2017
    • •
  • 3 217 tis. Kč
    • •
  • 3 217 tis. Kč
    • •
  • GA ČR
Project

New Trends in Stochastic Economic Models under Uncertainty (GA13-14445S)

is to continue and extend stochastic optimization models. To this end we employ results from the stochastic programming (one-stage and multistage, one objective and multiobjective), Markov decision processes and empirical processe...

AH - Ekonomie

  • 2013 - 2015
    • •
  • 3 524 tis. Kč
    • •
  • 3 524 tis. Kč
    • •
  • GA ČR
Project

Stochastic Economic Models under Uncertainty Development over Time and Optimization (GAP402/10/0956)

we employ weak dependent stochastic sequences, stochastic dominance theory, heavyMany economics problems that evolve over time can be captured at least partly, as optimization problems fraught by uncertainty. The main feat...

AH - Ekonomie

  • 2010 - 2012
    • •
  • 2 102 tis. Kč
    • •
  • 2 102 tis. Kč
    • •
  • GA ČR
Project

Income distribution in the society econometric models and dominance criteria for intersecting Lorenz curves (GJ17-23411Y)

rise to a preorder, that is, the Lorenz dominance (LD), which is verified only when dominance rules under the main parametric models used for income distributions. New......

AH - Ekonomie

  • 2017 - 2019
    • •
  • 2 688 tis. Kč
    • •
  • 2 688 tis. Kč
    • •
  • GA ČR
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