Institute of Information Theory and Automation

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Dept.: E Duration: 2016 - 2018
The project will develop a new measures of dependence between economic variables, which will allow to study the frequency dependent dznamics of correlations in different quantiles of joint distribution. Although the previous literature is helpful in uncovering the origins of dependence at one of these dimensions in manz important economic problems, there exists no methodology being able to...
Dept.: E Duration: 2014 - 2016
The ability of financial markets to bear risk is central to economic welfare and stability. Growth and economic wellbeing is inhibited if financial markets are unable to transfer resources efficiently from the suppliers of liquiditz to entrepreneurs. However, this proper functioning of financial markets has been distorted by levels of volatility considerably in excess of those implied by...
Dept.: E Duration: 2012 - 2018
The main objective project is to establish a new research platform, called Dynamic Models in Economics; abbreviated DYME. The platform should link Czech exellence with support for advanced research in the mathematical models of economics.
Dept.: E Duration: 2009 - 2013
The proposed research is aimed to contribute to understanding the factors influencing prices on financial markets. We plan to focus to changes in the fundamentals of financial assets, speculation, market sentiments and various shocks like unexpected changes of interest rates, policies, or criminal activities resulting in short-term fluctuations and even long-term swings between the periods of...
Dept.: E Duration: 2006 - 2011
Formulate and analyze nonlinear dynamical economical models and their application in macroeconomics analysis using in real economy.