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Open Leontief model with alternative choice of input-output matrices
Sladký, Karel
We consider an open Leontief (input-output) model such that the input-output matrix can be selected by a decision maker from a given finite set A of nonnegative matrices fulfilling the "product property." We present algorithmic procedures for testing if the set A contains feasible solutions (i.e. if A contains a matrix having the spectral radius less than unity), and for finding feasible solutions of the considered open Leontief (input-output) model.
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Bifurcation routes in financial markets
Vošvrda, Miloslav
The heterogeneity of expectations among traders introduces an important non-linearity into the financial markets. In a series of papers, Brock and Hommes, propose to model economic and financial markets as adaptive belief systems. Asset price fluctuations in adaptive belief systems are characterized by phases of close-to-the-fundamental-price fluctuations, phases of optimism where most agents follow an upward price trend, and phases of pessimism with small or large market crashes.
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Multiobjective stochastic programming and empirical data
Kaňková, Vlasta
We consider a mutiobjective optimization problem depending on a probability measure and, moreover, we assume that the problem must be solved on the basis of emipirical data. Estimates of the corresponding characteristics, as e.g. the "efficient" points, can be only obtained by this approach. Our aim is to investigate statistical properties of these "estimates".
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On regression models of survival analysis and application to grouped unemployment data
Volf, Petr
The contribution deals with the Cox's regression model and with its application to the analysis of group ed data, when both the numbers of followed objects and the numbers of observed events are summarized in discrete time periods and covariate classes. The formulation of the model and the procedure of estimation of its parameters are presented. A numerical example shows the analysis of grouped unemployment data.
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