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Ekonomické procesy a empirická data
Kaňková, Vlasta
Optimizatiom problems depending on a completely unknown probability measure are considered. In particular, there are considered optimization problems with objective functions in a form mathematical expectation of functions depednding on a random parameter. In such situations, usually, an empirical measure replaced the theoretical one. The aim of the paper is to discuss corresponding estimates of the optimal value and optimal solution based on the independent as well as on some types od dependent data.
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Shluková analýza pro náhodné procesy událostí
Volf, Petr
The paper deals with the statistical analysis of unemployment data. The data are modeled via a discrete-time version of Poisson process. Cluster analysis is employed for selection of sub-populations with similar development of unemployment in recent years. Inside these clusters, an additional analysis of heterogeneity is performed. Numerical example analyzes certain aspects of unemployment development in the Czech Republic in 1993-1998.
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Rozdělení ceny na nelikvidních trzích s náhodným příchodem agentů
Šmíd, Martin
We suggest a model of (a thin) market at which the number of participants is random with Poisson distribution. We provide a formula for joint distribution of the market price and the traded volume. We derive an asymptotic distribution of the quantities. We find that, according to our model, with increasing intensity of the participants' number, the fluctuations of the market price vanish while the variance of the traded volume increases.
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Poznámka k úlohám vícekriteriální stochastické optimalizace a silně (strongly) konvexním funkcím
Kaňková, Vlasta
Multiobjective problems with an operator of mathematical expectation in objective functions and a constraints set depending (generally) on a probability measure are considered. The aim of the paper is to introduce modified assertions on a stability (considered w.r.t. a propbability measures space) of the (properly) efficient points set and the behaviour of the corresponding empirical estimates. To this end at least one component of the objective functions is supposed to be strongly convex.
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