Research reports

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2021-09-12
00:00
Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav ; Pyrlik, Vladimir
Copulas are a convenient framework to synthesize joint distributions, particularly in higher dimensions. Currently, copula-based high dimensional settings are used for as many as a few hundred variables and require large data samples for estimation to be precise. In this paper, we employ shrinkage techniques for large covariance matrices in the problem of estimation of Gaussian and t copulas whose dimensionality goes well beyond that typical in the literature. Specifically, we use the covariance matrix shrinkage of Ledoit and Wolf to estimate large matrix parameters of Gaussian and t copulas for up to thousands of variables, using up to 20 times lower sample sizes. The simulation study shows that the shrinkage estimation significantly outperforms traditional estimators, both in low and especially high dimensions. We also apply this approach to the problem of allocation of large portfolios.

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2021-09-12
00:00
Make your own luck: the wage gains from starting college in a bad economy
Bičáková, Alena ; Cortes, G. M. ; Mazza, J.
Using data for nearly 40 cohorts of American college graduates and exploiting regional variation in economic conditions, we show robust evidence of a positive relationship between the unemployment rate at the time of college enrollment and subsequent annual earnings, particularly for women. This positive relationship cannot be explained by selection into employment or by economic conditions at the time of graduation. Changes in major field of study account for only about 10% of the observed earnings gains. The results are consistent with intensified effort exerted by students who experience bad economic times at the beginning of their studies.

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2021-09-12
00:00
Shifting punishment on minorities: experimental evidence of scapegoating
Bauer, Michal ; Cahlíková, J. ; Chytilová, Julie ; Roland, G. ; Želinský, T.
This paper provides experimental evidence showing that members of a majority group systematically shift punishment on innocent members of an ethnic minority. We develop a new incentivized task, the Punishing the Scapegoat Game, to measure how injustice affecting a member of one’s own group shapes punishment of an unrelated bystander (“a scapegoat”). We manipulate the ethnic identity of the scapegoats and study interactions between the majority group and the Roma minority in Slovakia. We find that when no harm is done, there is no evidence of discrimination against the ethnic minority. In contrast, when a member of one’s own group is harmed, the punishment ”passed” on innocent individuals more than doubles when they are from the minority, as compared to when they are from the dominant group. These results illuminate how individualized tensions can be transformed into a group conflict, dragging minorities into conflicts in a way that is completely unrelated to their behavior.

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2021-09-05
00:00
SMV-2021-03: Vývoj testovacích preparátů pro REM
Matějka, Milan ; Horáček, Miroslav ; Chlumská, Jana ; Kolařík, Vladimír ; Krátký, Stanislav
Výzkum, vývoj a realizace rozměrově přesných vzorků s reliéfními strukturami. Vzorky jsou určeny pro kalibraci parametrů rastrovacích elektronových mikroskopů (REM). Motivy struktur umožňují kontrolu a kalibraci zvětšení, pravoúhlosti a geometrického zkreslení. Byly vyvinuty přípravky pro technologické operace depozice a rezistu a pro operace leptání. Optimalizace bylo dosaženo i v oblasti transferu reliéfní struktury do křemíkové podložky při anizotropním leptání, díky modifikacím leptací aparatury. Pro kontrolu a vyhodnocení jakosti čipů mezi jednotlivými technologickými operacemi byly vyvinuty standardizované postupy.

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2021-09-05
00:00
SMV-2021-02: Vývoj a realizace amplitudové masky pro justáž optomechanických soustav
Meluzín, Petr ; Chlumská, Jana ; Kolařík, Vladimír ; Kopal, Jaroslav
Byla vyvinuta, realizována a charakterizována amplitudová maska dle podkladů zadavatele. K přípravě byl použit zápis motivu v zařízení s elektronovým svazkem a související technologické operace. Parametry byly ověřeny pomocí skenování povrchu sondou.

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2021-09-05
00:00
Zpráva o výsledcích mikroskopické analýzy vzorku umělého kamene z pískovcové arkády na zámku v Moravském Krumlově
Frankeová, Dita ; Koudelková, Veronika ; Bauerová, Pavla ; Slížková, Zuzana
V rámci stavebně-technického průzkumu byl proveden mikroskopický rozbor vzorku umělého kamene s využitím skenovacího elektronového mikroskopu a SEM‐EDS analýzy. Byla provedena charakterizace plniva a složek pojiva. Analýzy prokázaly, že pojivo umělého kamene je anorganické na bázi portlandského cementu

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2021-09-05
00:00
Zpráva o výsledcích mikroskopické analýzy vzorků malt z kleneb a opěr Vinohradských železničních tunelů
Bauerová, Pavla ; Frankeová, Dita ; Slížková, Zuzana
V rámci stavebně-technického průzkumu byl proveden mikroskopický rozbor vzorků historického betonu s využitím skenovacího elektronového mikroskopu a SEM‐EDS analýzy. Byla provedena charakterizace plniva a složek pojiva malt a identifikace produktů chemické koroze. Výsledky průzkumných prací byly použity jako podklad pro návrh rekonstrukce objektu.\n

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2021-08-22
00:07
Paternal circular migration and development of socio-emotional skills of children left behind
Adunts, Davit
This study investigates the short-run effect of paternal absence due to circular migration on the socio-emotional skills of their children left behind. To address the endogeneity of the migration decision, and building on previous studies, this study focuses on children whose fathers have all engaged in circular migration. Furthermore, using quasi-exogenous variation in the timing of return migration induced by bilateral migration laws between Ukraine and Poland, I circumvent the bias related to the return migration decision. The findings of this study suggest that current paternal absence due to circular migration negatively affects the socioemotional skills of children left behind. Overall, this result suggests that circular migration is not necessarily a „triple-win“ solution that benefits all involved parties.

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2021-08-22
00:07
Nearly All Reals Can Be Sorted with Linear Time Complexity
Jiřina, Marcel
We propose a variant of the counting sort modified for sorting reals in a linear time. It is assumed that the sorting key and pointers to the items being sorted are moved and individual items remain at the same place in the memory (in place sorting). In this case, the space complexity of the new variant of the algorithm is the same as the complexity of the quicksort. We also quantify the practical limits for possible sorting reals in a linear time. This possibility is assured under additional assumptions on the distribution of the sorting key, mainly the independence and identity of the distribution. Here we give a more general criteria easily applicable in practice. We also show that the algorithm is applicable for data that do not fulfill criteria for linear time complexity but even that the computation is faster than the system quicksort. A new, faster version of the algorithm is attached.

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2021-08-22
00:07
Firm relocations, commuting and relationship stability
Hrehová, Kristína ; Sandow, E. ; Lindgren, U.
In this paper, we study the impact of firm relocations on commuting distance and the probability of married couples and cohabiting couples with children separating. We use Swedish register data for 2010-2016 and select employees of relocating firms with one workplace and more than 10 employees. Focusing on this sample allows us to use plausibly exogenous variation in the commuting distance arising from the relocation. We extend the literature on the effect of commuting on relationship stability by reducing the possibility for unobserved time-variant factors to bias our estimates. While previous literature has focused on the difference between short- and long-distance commuting, we focus on changes in the commuting distance that are externally induced by firm management. We find a small but statistically significant negative effect of increased firm relocation distance on family stability. A 10 km change in commuting distance leads to a 0.09 percentage point higher probability of separation if the commuter remains with the firm for the next 5 years.

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