An Energy Decomposition of the Financial Market
Vácha, Lukáš; Vošvrda, Miloslav
2006 - English Keywords: agents' trading strategies; heterogenous agents model with stochastic memory; worst out algorithm; wavelet Available at various institutes of the ASCR An Energy Decomposition of the Financial Market

Vácha, Lukáš; Vošvrda, Miloslav
Ústav teorie informace a automatizace, 2006

Text document classification
Humpolíček, Jiří
2006 - English In this report, we propose four feature selection algorithms based on the Best Individual Feature method and one based on the sequential method. After that the best method is selected for following classifier methods comparison. In this step we compare classification performance and computation expense of two classifiers based on Naive Bayes and third classifier is SVM. Classification performance is tested on the Reuters data set and Newsgroup data set. Finally we shows results on the multi-labelled subset of the Reuters data set. Keywords: text document; classification Available at various institutes of the ASCR Text document classification

In this report, we propose four feature selection algorithms based on the Best Individual Feature method and one based on the sequential method. After that the best method is selected for following ...

Humpolíček, Jiří
Ústav teorie informace a automatizace, 2006

Goodness-of-fit tests based on observations quantized by hypothetical and empirical quantiles
Vajda, Igor; van der Meulen, E.
2006 - English The research report studies goodnes-of-fit statistics defined by means of divergences, in particular power divergences, between hypothetical and empirical distributions quantized by means of hypothetical and empirical kvantiles taken as the quantization cutpoints. New asymptotic results and new relations to the classical goodness-of-fit statistcs are found. Výzkumná zpráva studuje statistiky dobré shody definovaných pomocí divergencí, speciálně mocninných divergencí, mezi hypotetickými a empirickými distribucemi kvantovanými pomoci hzpotetických nebo empirických kvantilů. Jsou odvozeny nové asymptotické výsledky a taktéž nové vztahy ke klasickým statistikám dobré shody. Keywords: Goodness-of-fit; power divergences; asymptotic normality; asymptotic optimality Available at various institutes of the ASCR Goodness-of-fit tests based on observations quantized by hypothetical and empirical quantiles

The research report studies goodnes-of-fit statistics defined by means of divergences, in particular power divergences, between hypothetical and empirical distributions quantized by means of ...

Vajda, Igor; van der Meulen, E.
Ústav teorie informace a automatizace, 2006

On asymptotic distributions of f-disparity statistics under local alternatives
Vajda, Igor
2006 - English Previous joint paper of the author with L. Gyorfi studying asymptotic normality of f-disparity statistics under hypotheses is extended by proving the asymptotic normality under local alternatives. The paper in fact introduces a new method of extension of the famous theorem of Morris dealing with the particular Pearson statistic. Předchozí společná práce autora s L. Gyorfim pojednávající o asymptotické normalitě f-disparitních statistik při hypotézách je rozšířena na důkaz asymptotické normality při lokálních alternativách. Práce vlastně představuje novou metodu rozšíření proslulého Morrisova teorému pojednávajícího o speciální Pearsonově statistice. Keywords: asymptotic normality; disparity statistics; local alternatives Available at various institutes of the ASCR On asymptotic distributions of f-disparity statistics under local alternatives

Previous joint paper of the author with L. Gyorfi studying asymptotic normality of f-disparity statistics under hypotheses is extended by proving the asymptotic normality under local alternatives. The ...

Vajda, Igor
Ústav teorie informace a automatizace, 2006

Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
Šmíd, Martin
2005 - English Keywords: limit order markets; continuous double auction; limit order book Available at various institutes of the ASCR Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process

Šmíd, Martin
Ústav teorie informace a automatizace, 2005

Estimation of Model of Drying Furnace
Kárný, Miroslav; Böhm, Josef
2005 - English Keywords: system identification Available at various institutes of the ASCR Estimation of Model of Drying Furnace

Kárný, Miroslav; Böhm, Josef
Ústav teorie informace a automatizace, 2005

Texturing Library - Reference Manual
Haindl, Michal; Filip, Jiří; Somol, Petr
2005 - English Keywords: texture modelling; BTF textures; software system Available at various institutes of the ASCR Texturing Library - Reference Manual

Haindl, Michal; Filip, Jiří; Somol, Petr
Ústav teorie informace a automatizace, 2005

Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy
Kodera, Jan; Vošvrda, Miloslav
2005 - English Keywords: investment ratio; propensity to save; expected inflation; nonlinear system; price dynamics Available at various institutes of the ASCR Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy

Kodera, Jan; Vošvrda, Miloslav
Ústav teorie informace a automatizace, 2005

Forecasting in Continuous Double Auction
Šmíd, Martin
2005 - English Keywords: limit order markets; continuous double auction; price and volume Available at various institutes of the ASCR Forecasting in Continuous Double Auction

Šmíd, Martin
Ústav teorie informace a automatizace, 2005

Heterogeneous Agents Model with the Worst Out Algorithm
Vácha, Lukáš; Vošvrda, Miloslav
2005 - English Keywords: efficient markets hypothesis; fractal market hypothesis; technical trading rules; agent's investment horizont; heterogeneous agent model with stochastic memory Available at various institutes of the ASCR Heterogeneous Agents Model with the Worst Out Algorithm

Vácha, Lukáš; Vošvrda, Miloslav
Ústav teorie informace a automatizace, 2005