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  1. 4 Littera Scripta

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  1. 4 Jana K.

  2. 4 Kamil D.

  3. 1 Vojtěch S.

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  1. 4 2008

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1
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Matematický software Matlab

100%
Kamil D., Jana K.
Littera Scripta
|
2008
|
vol. 1
31-36
EN
This paper deals with the Matlab software, it’s features and basics. Matlab is a numerical computing environment useful for both simple computing and intensive supercomputing. It has a specific programming language, providing the user with a wide variety of functions and flow control statements. It is widely spread in the academic and commercial world and is probably the most preffered mathematical software.
2
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Přednosti a slabiny Wilsonova modelu v řízení zásob

100%
Jana K., Kamil D.
Littera Scripta
|
2008
|
vol. 2
11-18
EN
A derivation of Wilson model is shown and an effect of inaccuracies of parameters is discussed. A generalized model of calculations of economic order quantity is presented. A main advantage of Wilson model is its simplicity. It is the reason for the recency of Wilson model. We have discussed the usage of this model in modern ERP systems.
3
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Ekonofyzika a finanční krize

100%
Jana K., Kamil D.
Littera Scripta
|
2008
|
vol. 2
19-23
EN
The comparison of conceptions and procedures used in physics and economics and analogies between them are carried out in this paper. The current financial crisis could be described as a phase transition when small changes in parameters can cause not only quantitative but also qualitative changes. The current economics is not prepared enough for the prediction and description of the phenomena. Just in the area economics could take over the procedures used in physics. The new access to economics – econophysics – is presented shortly.
4
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Prediction of Exchange Rates With Autoregressive Model With Exponential Forgetting

81%
Kamil D., Jana K., Vojtěch S.
Littera Scripta
|
2008
|
vol. 2
1-9
EN
The paper deals with a first-order autoregression model with parameter estimation with exponential forgetting, known and well established in the mathematical system theory. However, the use of exponential forgetting in econometry is not a standard. Under the assumption of slow timevariability of model parameters and model stationarity, this estimation method could however lead to significant improvement of the prediction quality. In this paper, we describe the Bayesian approach to such a modelling and parameter estimation. The use of the method is demonstrated on a one-step-ahead prediction of the EUR-USD exchange rate.
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