Browsing by Author "Šípka, Stanislav"
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Combining multivariate volatility forecasts in portfolio optimization
Defence status: DEFENDEDŠípka, Stanislav (Univerzita Karlova, Matematicko-fyzikální fakulta, 2022)Date of defense: 8. 6. 2022The selection of the best-performing model is always a challenge when solving financial-economic problems. The final model might prove to be suboptimal even after a short time if the economic climate changes suddenly. This ... -
Optimalizačné úlohy s neistou závislou na rozhodnutí
Defence status: DEFENDEDŠípka, Stanislav (Univerzita Karlova, Matematicko-fyzikální fakulta, 2019)Date of defense: 3. 9. 2019In practical optimization problems, uncertainty in parameter values is often present. This uncertainty needs to be taken in account when taking real-life de- cisions. Such issues, where the parameters of the problem lie ...