It has been documented (see e.g. article by Bessembinder) that there is positive skewness in the distribution of individual stock returns. Based on this hypothesis we present a study in which mean versus median performance of stock portfolios is compared. Unlike other works, the aim of this study is not to create a robust portfolio, but rather to investigate the amount of skewness one can see...
The aim of blind image deconvolution is to estimate latent image and blur from observed blurred image. This problem is higly ill-posed. One of the approches used for blind image deconvolution is Variational Bayes (VB). Relations between data, blur and latent image are described using probabilistic model and posterior probabilities are approximated via VB inference. Solution can be obtained...
The eikonal equation is discretized with diferent space steps. Solution of eikonal equation is found in a form of the signed distance function. Further more, the Fast Sweeping Method is implemented into the TNL library via C++ programming language on CPU and via nVidia CUDA toolkid on GPU. Results are presented in form figures, tables of experimental order of convergence (EOC) and tables of...
Investment opportunities are currently valued via metrics and algorithms formed by the economical theory. The majority of investors still values projects with the net present value (NPV) method, which takes into account the time value of money and gives solid results for simple projects with minimal requirements on mathematical skills. More complicated projects, which are in this thesis...
The aim of the contribution is to present a new robust estimator for Poisson regression models – the modified median estimator. The definition of the modified median estimator was based on the median estimator, so we will first get acquainted with this estimator and then explain the transition to the modified median estimator. In the next part, we will describe simulation studies examining the...
