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Stressing of migration matrices for IFRS 9 and ICAAP Calculations
Witzany, Jiří - 2020
Persistent link: https://www.econbiz.de/10012225730
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A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří; Fičura, Milan - 2023
Persistent link: https://www.econbiz.de/10014338462
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IFRS 9 and its behaviour in the cycle: the evidence on EU countries
Witzany, Jiří; Pastiranová, Oľga - 2021
Persistent link: https://www.econbiz.de/10012546261
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Recovery process optimization using survival regression
Witzany, Jiří; Kozina, Anastasiia - 2020
Persistent link: https://www.econbiz.de/10012493117
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Machine learning applications for the valuation of options on non-liquid option markets
Witzany, Jiří; Fičura, Milan - 2023
Persistent link: https://www.econbiz.de/10014249520
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Determinants of NMD Pass-Through Rates in Eurozone Countries
Fičura, Milan; Witzany, Jiří - 2022
Persistent link: https://www.econbiz.de/10013163668
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Copula-based trading of cointegrated cryptocurrency pairs
Tadi, Masood; Witzany, Jiří - 2023
Persistent link: https://www.econbiz.de/10014301307