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Application for the Dynamic Programming Demonstration
Nereča, Tomáš ; Bartík, Vladimír (referee) ; Burgetová, Ivana (advisor)
A result of this bachelor thesis is a web application which focuses on computer programming method called dynamic programming. Principles and advantages of dynamic programming are explained on several examples. Dynamic programming algorithm is explained both theoretically and also practically by a dynamically filled up table. Dynamic programming solution is also compared with simple recursive solution in charts and table.
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Application for the Dynamic Programming Demonstration
Nereča, Tomáš ; Bartík, Vladimír (referee) ; Burgetová, Ivana (advisor)
A result of this bachelor thesis is a web application which focuses on computer programming method called dynamic programming. Principles and advantages of dynamic programming are explained on several examples. Dynamic programming algorithm is explained both theoretically and also practically by a dynamically filled up table. Dynamic programming solution is also compared with simple recursive solution in charts and table.
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Recursive estimation of models relating discrete-valued variables to continuous-valued ones applied to trading with futures
Svoboda, Miroslav ; Kárný, Miroslav (advisor) ; Hurt, Jan (referee)
This bachelor thesis deals with recursive estimation of a dependence of the models with discrete variables on variables that are either discretely or continuously distributed. To this purpose Bayes formula, described in the first chapter, is used, to which an additional assumption of conditional independence is added so that it can be used dynamically. The second chapter describes an approximation algorithm, which is used for recursive approximation of the density of random variable that has been estimated by the Bayesian equation. The third chapter deals with the application of the whole model on a special form of logistic regression. Results are shown on the examples using simulated data. At last, the model along with approximation algorithm is applied on a trading with futures. Powered by TCPDF (www.tcpdf.org)
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Solving SDGE models: a new algorithm for the sylvester equation
Kameník, Ondřej
This paper presents a new numerical algorithm for solving the Sylvester equation involved in higher-order perturbation methods developed for solving stochastic dynamic general equilibrium models. The new algorithm surpasses other methods used so far (including the very popular doubling algorithm) in terms of computational time, memory consumption, and numerical stability.
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