Institute of Information Theory and Automation

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Dept.: E Duration: 2013 - 2015
The project will theoretically and empirically investigate the effects that systemic, mostly supranational financial shocks and policy responses (local and global) to these shocks have on behavior, economic performance and welfare of the private sector in open economies. We want to contribute to answering the following questions: (a) What type of economic integration, i.e. through trade,...
Dept.: E Duration: 2013 - 2015
Economic and financial activities are often influenced simultaneously by a decision and random factors. Since the decision parameter must be constructed mostly without knowledge of a random element realization, an optimization problem depending on a probability measure corresponds to this situation. Usually in applications this measure must be replaced by an empirical one. The aim of the proposed...
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: 2011 - 2013
The aim of the proposed grant project is to amplify results obtained in the previous projects (especially project 402/05/0115 evaluated as excellent, and the current project 402/08/0107). Attention will be primarily focused on various approaches for description of the system dynamics, long decision horizons in multistage stochastic programming problems and their connections with dynamic...
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: 2009 - 2011
The project is aimed at nonlinear dynamics application to monetary and financial economics. The area aof monetary research will be aimed at classical macro monetary nonlinear models, where the potentials of complex dynamics (chaos) will be investigated. Analysis of the model of real business cycles and models of dynamic equilibrium will be also addressed by the project.
Dept.: E Duration: 2008 - 2010
The aim of the project is a detailed investigation of nonstandard optimality criteria in non-deterministic multistage decision economic models, i.e. attention is focused primarily on dynamical models based on stochastic dynamic programming and multistage stochastic programming methods with optimality criteria taking into account also variability-risk features of the problem and/or additional...