About: Dependent Data in Economic and Financial Problems

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical%22 results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition. Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical%22 results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition. (en)
Title	Dependent Data in Economic and Financial Problems Dependent Data in Economic and Financial Problems (en)
skos:prefLabel	Dependent Data in Economic and Financial Problems Dependent Data in Economic and Financial Problems (en)
skos:notation	RIV/67985556:_____/11:00364654!RIV12-AV0-67985556
http://linked.open...avai/predkladatel	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GAP402/10/0956), P(GAP402/10/1610), P(GAP402/11/0150), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Kaňková, Vlasta
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	193365
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/11:00364654
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stochastic programming; Wasserstein metric; L_1norm; Empirical estimates; One-stage problems; Multistage problems; Independent samples; m-dependent samples; Markov dependence; Phi-mixing random samples (en)
http://linked.open.../riv/klicoveSlovo	Empirical estimates Independent samples L_1norm Markov dependence Multistage problems One-stage problems Phi-mixing random samples Stochastic programming Wasserstein metric m-dependent samples
http://linked.open...ontrolniKodProRIV	[946528DDBE07]
http://linked.open...v/mistoKonaniAkce	Janská Dolina
http://linked.open...i/riv/mistoVydani	Praha
http://linked.open...i/riv/nazevZdroje	Proceedings of the 29th International Conference Mathematical Methods in Economics 2011
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Rational Decision Making at Markets with Asynchronous Trading: Theory and Emprical Evidence The Interplay of Theory and Applications in Stochastic Decision Problems Stochastic Economic Models under Uncertainty: Development over Time and Optimization
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Kaňková, Vlasta
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2011-09-06 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic
https://schema.org/isbn	978-80-7431-058-4
is http://linked.open...avai/riv/vysledek of	Dependent Data in Economic and Financial Problems Dependent Data in Economic and Financial Problems

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