Appearance Acquisition and Analysis of Effect Coatings
Filip, Jiří; Maile, F. J.
2017 - anglický
Klíčová slova:
effect coatings; appearance capturing; polychromatic; particle orientation
Dokument je dostupný na externích webových stránkách.
Appearance Acquisition and Analysis of Effect Coatings
Multi-period Factor Model of a Loan Portfolio
Šmíd, Martin; Dufek, J.
2017 - anglický
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.
Klíčová slova:
Credit Risk; Structural Factor Models; Loan Portfolio Management
Dokument je dostupný na externích webových stránkách.
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 ...
UFO 2017. Interactive System for Universal Functional Optimization
Lukšan, Ladislav; Tůma, Miroslav; Matonoha, Ctirad; Vlček, Jan; Ramešová, Nina; Šiška, M.; Hartman, J.
2017 - anglický
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.
Klíčová slova:
numerical optimization; nonlinear programming; nonlinear approximation; algorithms; software systems
Plné texty jsou dostupné v digitálním repozitáři Akademie Věd.
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.
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 - anglický
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
Klíčová slova:
ALMA; solar research; observing modes
Dokument je dostupný na externích webových stránkách.
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 ...
The IINC System under the ROOT Environment
Jiřina, Marcel
2017 - anglický
Klíčová slova:
IINC; data separation; classification; multivariate data; distance; metric
Plné texty jsou dostupné v digitálním repozitáři Akademie Věd.
The IINC System under the ROOT Environment
Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
Vlček, Jan; Lukšan, Ladislav
2017 - anglický
Klíčová slova:
unconstrained minimization; block variable metric methods; limited-memory methods; the BFGS update; global convergence; numerical results
Plné texty jsou dostupné v digitálním repozitáři NUŠL
Properties of the block BFGS update and its application to the limited-memory block BNS method for unconstrained minimization
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 - anglický
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
Klíčová slova:
ALMA; solar research; observing modes
Dokument je dostupný na externích webových stránkách.
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 ...
Nondeterministic Computations for Which Space is More Powerful than Time
Wiedermann, Jiří
2016 - anglický
Klíčová slova:
nondeterministic computation; crossing sequences; complexity
Plné texty jsou dostupné v digitálním repozitáři NUŠL
Nondeterministic Computations for Which Space is More Powerful than Time
A Block Version of the BNS Limited-Memory Variable Metric Method for Unconstrained Minimization
Vlček, Jan; Lukšan, Ladislav
2016 - anglický
Klíčová slova:
unconstrained minimization; block variable metric methods; limited-memory methods; the BFGS update; global convergence; numerical results
Plné texty jsou dostupné v digitálním repozitáři NUŠL
A Block Version of the BNS Limited-Memory Variable Metric Method for Unconstrained Minimization
Maximum Likelihood Estimation of Diagonal Covariance Matrix
Turčičová, Marie; Mandel, Jan; Eben, Kryštof
2016 - anglický
Klíčová slova:
maximum likelihood estimation; parametric model; Fisher information; delta method
Plné texty jsou dostupné v digitálním repozitáři NUŠL
Maximum Likelihood Estimation of Diagonal Covariance Matrix
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