Cílem projektu je vytvoření softwarového nástroje pro simulaci sociálních vazeb a protiepidemických opatření, který umožní porovnat efektivitu opatření s jejich dopadem na život jednotlivce i společnosti. Jádrem tohoto nástroje je síťový model dosavadního šíření COVID-19 v ČR.
The aim of this project is to model optimal dynamic behaviour of a risk-averse European carbon-emitting steel producer, to design and implement an algorithm solving the corresponding multi-stage
optimisation problem and apply the model to a real-life steel company.
A linear combination of mean profit and conditional value at risk will serve as a decision criterion; decision variables will includ
The aim of the project is to create a dynamical structural model of a mortgage portfolio consisting of multiple tranches. A default of a
loan will be driven by a sum of three factors: an overall one, a tranche specific one and an individual one. Analogously, a loss (given default)
of individual mortgages will be driven by a sum of three factors (possibly standing for a collateral value).
The goal of the proposed project is the construction and the verification of a new model of a financial market's behaviour. The model is aimed to assume the heterogeneity of the agents and the non-synchronicity of the agent's actions, to consider the microstructure of the market (i.e.