Institute of Information Theory and Automation

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Department: E Duration: 2014 - 2016 Grantor: GACR
The project focuses on analysis of financial time series in a framework of bivariate long memory with a special attention on power-law decaying cross-correlation function and its implications for dynamic properties of such processes. The first target is to use these implications for construction of statistical tests to distinguish between short and long memory.
Department: ZS Duration: 2014 - 2017 Grantor: FG
PANACHE is the ENIAC KET Pilot Line project addresses subprogram 6. Design technologies and 7. Semiconductor process and integration. PANACHE project objective is to set-up a pilot line for embedded Flash technology design and manufacturing platform for the prototyping of innovative microcontrollers in Europe.
Department: ZS Duration: 2014 - 2017 Grantor: FG
THINGS2DO is the ENIAC KET Pilot Line project addresses subprogram 3. Energy Efficiency, 6. Design technologies and 4. Health and Ageing Socity. THINGS2DO project is focused on building the Design and Development Ecosystem for FD-SOI-technology. This technology is uniquely positioned to take advantage of some very distinct strengths of the European Semiconductor Industry.
Department: MTR Duration: 2014 - 2016 Grantor: GACR
The proposed project is focused on development of new mathematical models of constitutive behavior of shape memory alloys. These models will be based on results of experimental observations, and will reflect the mutual couplings between individual microstructural processes in these materials.
Department: E Duration: 2014 - 2016 Grantor:
The ability of financial markets to bear risk is central to economic welfare and stability. Growth and economic wellbeing is inhibited if financial markets are unable to transfer resources efficiently from the suppliers of liquiditz to entrepreneurs.
Department: RO Duration: 2014 - 2016 Grantor: GACR
View and illumination dependent representation of real-world material surfaces is crucial for different applications in virtual prototyping, safety visual simulations or cultural heritage digitization. However, the measurement of the corresponding descriptive data is time consuming due to its massive size and dimensionality, which strongly limit any practical utilization.
Department: ZS Duration: 2013 - 2016 Grantor: MSMT
Department: E Duration: 2013 - 2015 Grantor:
The project deals with modelling of options implied volatility where the implied volatility is considered as a function of strike price and time to maturity.
Department: E Duration: 2013 - 2015 Grantor:
The project focuses on studying multivariate time-frequency dynamics of financial markets using spectral methods. First target is to formulate new spectral-based realized measure of variance and covariance using wavelets, which will be applied to measure the integrated volatililty and covolatility under the various types of dependent microstructure noise.
Department: E Duration: 2013 - 2015 Grantor: GACR
The project will theoretically and empirically investigate the effects that systemic, mostly supranational financial shocks and policy responses (local and global) to these shocks have on behavior, economic performance and welfare of the private sector in open economies. We want to contribute to answering the following questions: (a) What type of economic integration, i.e.
Department: E Duration: 2013 - 2015 Grantor:
Economic and financial activities are often influenced simultaneously by a decision and random factors. Since the decision parameter must be constructed mostly without knowledge of a random element realization, an optimization problem depending on a probability measure corresponds to this situation. Usually in applications this measure must be replaced by an empirical one.
Department: MTR Duration: 2013 - 2015 Grantor: GACR
The application of algebraic and geometric methods is one of the present trends in modern statistics. The aim of the project is to apply the methods of combinatorial optimization to problems with motivation in statistics and artificial intelligence.
Department: AS Duration: 2013 - 2016 Grantor: GACR
Decision making (DM) is a targeted choice of actions based on given knowledge and preferences. Normatively, Bayesian DM, maximising expected utility, should be used under uncertainty but this happens less than desirable. Often, imperfection of the DM participant can be blamed as it limits the deliberation effort spent.