Zobrazeno 1 - 10
of 271
pro vyhledávání: '"Pospíšil, Jan"'
Autor:
Daněk, Josef, Pospíšil, Jan
In this paper we numerically analyse problems that arise in numerical integration used in various problems that are nowadays being solved by physics-informed neural networks. In particular we show how inaccurately evaluated integrands can lead to sev
Externí odkaz:
http://arxiv.org/abs/2408.05172
Using Malliavin calculus techniques we obtain formulas for computing Greeks under different rough Volterra stochastic volatility models. In particular we obtain formulas for rough versions of Stein-Stein, SABR and Bergomi models and numerically demon
Externí odkaz:
http://arxiv.org/abs/2312.00405
In this paper we study nonlinear partial differential equations (PDEs) that are used to model different value adjustments denoted generally as xVA. These adjustments are nowadays commonly added to the risk-free financial derivative values and the PDE
Externí odkaz:
http://arxiv.org/abs/2306.17320
Autor:
Pospíšil, Jan
The main task of this work is to design an algorithm for suppressing unwanted noise and artifacts in fMRI data using the analysis of independent components and multi-echo data. The theoretical part deals with the basic principles of magnetic resonanc
Externí odkaz:
http://www.nusl.cz/ntk/nusl-442586
Autor:
Pospíšil, Jan
The thesis constitutes the analysis of selected Czech dramas from the beginning of the 20th century representing various portrayals of national leaders. In my view, the dramas are Apollonian images of a kind representing the dreams of their creators
Externí odkaz:
http://www.nusl.cz/ntk/nusl-449033
Autor:
Pospíšil, Jan
This thesis deals vith the design of welding torch holder using topology optimization and lattice structure. The objective of this thesis is gaining knowledge about topology optimization in different software and aplication of methods to that part. C
Externí odkaz:
http://www.nusl.cz/ntk/nusl-417569
Autor:
Matas, Jan, Pospíšil, Jan
Rough Volterra volatility models are a progressive and promising field of research in derivative pricing. Although rough fractional stochastic volatility models already proved to be superior in real market data fitting, techniques used in simulation
Externí odkaz:
http://arxiv.org/abs/2108.01999
Autor:
Matas, Jan, Pospíšil, Jan
In this paper, we analyze the robustness and sensitivity of various continuous-time rough Volterra stochastic volatility models in relation to the process of market calibration. Model robustness is examined from two perspectives: the sensitivity of o
Externí odkaz:
http://arxiv.org/abs/2107.12462
In this paper we study partial differential equations (PDEs) that can be used to model value adjustments. Different value adjustments denoted generally as xVA are nowadays added to the risk-free financial derivative values and the PDE approach allows
Externí odkaz:
http://arxiv.org/abs/2105.00051
Autor:
Pospíšil, Jan
The diploma thesis in theoretical part focuses on LPWAN in general, meaning the low power wireless device falling into IoT category with a focus on LoRaWAN. The second half of the theoretical part focuses on describing localization techniques and pri
Externí odkaz:
http://www.nusl.cz/ntk/nusl-400889