Appearance Acquisition and Analysis of Effect Coatings
Filip, Jiří; Maile, F. J.
2017 - English Keywords: effect coatings; appearance capturing; polychromatic; particle orientation Fulltext is available at external website. Appearance Acquisition and Analysis of Effect Coatings

Filip, Jiří; Maile, F. J.
Ústav teorie informace a automatizace, 2017

Multi-period Factor Model of a Loan Portfolio
Šmíd, Martin; Dufek, J.
2017 - English We construct a general dynamic model of losses of a large loan portfolio, secured by collaterals. In the model, the wealth of a debtor and the price of the corresponding collateral depend each on two factors: a common one, having a general distribution, and an individual one, following an AR(1) process. The default of a loan happens if the wealth stops to be su cient for repaying the loan. We show that the mapping transforming the common factors into the probability of default (PD) and the loss given default (LGD) is one-to-one twice continuously differentiable. As the transformation is not analytically tractable, we propose a numerical technique for its computation and demonstrate its accuracy by a numerical study.\nWe show that the results given by our multi-period model may differ signi cantly from\nthose resulting from single-period models, and demonstrate that our model naturally replicates\nthe empirically observed decrease of PDs within a portfolio in time. In addition, we give a formula for the overall loss of the portfolio and, as an example of its application, we formulate a simple optimal scoring decision problem and discuss its solution. Keywords: Credit Risk; Structural Factor Models; Loan Portfolio Management Fulltext is available at external website. Multi-period Factor Model of a Loan Portfolio

We construct a general dynamic model of losses of a large loan portfolio, secured by collaterals. In the model, the wealth of a debtor and the price of the corresponding collateral depend each on two ...

Šmíd, Martin; Dufek, J.
Ústav teorie informace a automatizace, 2017

UFO 2017. Interactive System for Universal Functional Optimization
Lukšan, Ladislav; Tůma, Miroslav; Matonoha, Ctirad; Vlček, Jan; Ramešová, Nina; Šiška, M.; Hartman, J.
2017 - English This report contains a description of the interactive system for universal functional optimization UFO, version 2017. This version contains interfaces to the MATLAB and SCILAB graphics environments. Keywords: numerical optimization; nonlinear programming; nonlinear approximation; algorithms; software systems Available in digital repository of the ASCR UFO 2017. Interactive System for Universal Functional Optimization

This report contains a description of the interactive system for universal functional optimization UFO, version 2017. This version contains interfaces to the MATLAB and SCILAB graphics environments.

Lukšan, Ladislav; Tůma, Miroslav; Matonoha, Ctirad; Vlček, Jan; Ramešová, Nina; Šiška, M.; Hartman, J.
Ústav informatiky, 2017

ALMA Development Plan Study: Solar Research with ALMA. Final report
Brajša, R.; Skokić, Ivica; Bárta, Miroslav; Bastian, T.S.; Shimojo, M.; White, S. M.; Iwai, K.
2017 - English The final report of the research/development project Solar Research with ALMA: Development study. The project has been demanded by ESO to the Czech node of the European ALMA Regional Center. The main goal of the project is development of the specific Solar Observing Mode for ALMA observatory. The report on demand of ESO summarizes in detail results of the WP3: Optimum strategies for project preparation, execution and post-processing. This summary of the second term of the project is precedded by a brief annoation of results described in the prevoius two mid-term reports. Main result: Based on the test (Science Verification) solar observations, which we took part in Chile in December 2014 and 2015, it has been shown that suggested procedures for solar observations with ALMA, including subsequent calibration and imaging, do work and can be used for regular ALMA science program. The report has been reviewed by international expert panel nominated by ESO.\n\n\n\n Keywords: ALMA; solar research; observing modes Fulltext is available at external website. ALMA Development Plan Study: Solar Research with ALMA. Final report

The final report of the research/development project Solar Research with ALMA: Development study. The project has been demanded by ESO to the Czech node of the European ALMA Regional Center. The main ...

Brajša, R.; Skokić, Ivica; Bárta, Miroslav; Bastian, T.S.; Shimojo, M.; White, S. M.; Iwai, K.
Astronomický ústav, 2017

The IINC System under the ROOT Environment
Jiřina, Marcel
2017 - English Keywords: IINC; data separation; classification; multivariate data; distance; metric Available in digital repository of the ASCR The IINC System under the ROOT Environment

Jiřina, Marcel
Ústav informatiky, 2017

Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
Vlček, Jan; Lukšan, Ladislav
2017 - English Keywords: unconstrained minimization; block variable metric methods; limited-memory methods; the BFGS update; global convergence; numerical results Available in a digital repository NRGL Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization

Vlček, Jan; Lukšan, Ladislav
Ústav informatiky, 2017

ALMA Development Plan Study: Solar Research with ALMA. Science cases
Brajša, R.; Bárta, Miroslav; Skokić, Ivica; Wedemeyer, S.; Bastian, T.S.; Shimojo, M.; White, S. M.
2016 - English A mid-term progress report of the research/development project “Solar Research with ALMA: Development study”. The project has been demanded by ESO to the Czech node of the European ALMA Regional Center. The main goal of the project is development of the specific Solar Observing Mode for ALMA observatory. The report on demand of ESO summarizes results of the WP1: Solar science cases. Possible solar science cases have been identified and optimal observation, calibration and imaging strategies for individual cases suggested. The report has been reviewed by international expert panel nominated by ESO.\n\n\n Keywords: ALMA; solar research; observing modes Fulltext is available at external website. ALMA Development Plan Study: Solar Research with ALMA. Science cases

A mid-term progress report of the research/development project “Solar Research with ALMA: Development study”. The project has been demanded by ESO to the Czech node of the European ALMA Regional ...

Brajša, R.; Bárta, Miroslav; Skokić, Ivica; Wedemeyer, S.; Bastian, T.S.; Shimojo, M.; White, S. M.
Astronomický ústav, 2016

Nondeterministic Computations for Which Space is More Powerful than Time
Wiedermann, Jiří
2016 - English Keywords: nondeterministic computation; crossing sequences; complexity Available in a digital repository NRGL Nondeterministic Computations for Which Space is More Powerful than Time

Wiedermann, Jiří
Ústav informatiky, 2016

A Block Version of the BNS Limited-Memory Variable Metric Method for Unconstrained Minimization
Vlček, Jan; Lukšan, Ladislav
2016 - English Keywords: unconstrained minimization; block variable metric methods; limited-memory methods; the BFGS update; global convergence; numerical results Available in a digital repository NRGL A Block Version of the BNS Limited-Memory Variable Metric Method for Unconstrained Minimization

Vlček, Jan; Lukšan, Ladislav
Ústav informatiky, 2016

Maximum Likelihood Estimation of Diagonal Covariance Matrix
Turčičová, Marie; Mandel, Jan; Eben, Kryštof
2016 - English Keywords: maximum likelihood estimation; parametric model; Fisher information; delta method Available in a digital repository NRGL Maximum Likelihood Estimation of Diagonal Covariance Matrix

Turčičová, Marie; Mandel, Jan; Eben, Kryštof
Ústav informatiky, 2016