Institute of Information Theory and Automation

You are here

Home

Bibliography

GD402/03/H057

  1. Kodera Jan, Sladký Karel, Vošvrda Miloslav :  Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents , AUCO Czech Economic Review vol.1, 3 (2007), p. 1-11 [2007]
  2. Houda Michal :  Role of Dependence in Chance-constrained and Robust Programming , Acta Oeconomica Pragensia vol.15, 4 (2007), p. 111-120 [2007]
  3. Baxa Jaromír :  Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange , Acta Oeconomica Pragensia vol.15, 4 (2007), p. 5-16 [2007]
  4. Vácha Lukáš :  Fractal Properties of the Financial Market , Acta Oeconomica Pragensia, 4 (2007), p. 49-55 [2007]
  5. Kaňková Vlasta :  Multistage Stochastic Programming via Autoregressive Sequences , Acta Oeconomica Pragensia vol.15, 4 (2007), p. 99-110 [2007]
  6. Šmíd Martin :  Are Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 [2007]
  7. Šmíd Martin :  On Uselessness of Limit Orders , Bulletin of the Czech Econometric Society vol.2007, 24 (2007), p. 45-57 [2007]
  8. Kaňková Vlasta, Houda Michal :  Depandent samples in empirical estimation of stochastic programming problems , Austrian Journal of Statistics vol.35, p. 271-279 [2006]
  9. Vácha Lukáš, Vošvrda Miloslav :  Dynamical agents' strategies and the fractal market hypothesis , Prague Economic Papers vol.14, 2 (2005), p. 172-179 [2005]
  10. Šmíd Martin :  Stochastic model of thin market with an indivisible commodity , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 94-100 [2005]
  11. Kodera Jan, Sladký Karel, Vošvrda Miloslav :  A small-open-economy model and endogeous money stock , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 27-34 [2005]
  12. Hlaváček Jiří, Hlaváček M. :  Cruel alturism , Prague Economic Papers vol.14, 4 (2005), p. 363-374 [2005]
  13. Houda Michal :  Using metrics in stability of stochastic programming problems , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 128-134 [2005]

  1. Houda Michal :  Convexity and dependence in chance-constrained programming, ÚTIA AV ČR, (Praha 2007) Research Report 2190 [2007]
  2. Šmíd Martin :  Reduction of the Smith /& Farmers' Model, ÚTIA AV ČR, (Praha 2007) Research Report 2188 [2007]
  3. Vácha Lukáš, Vošvrda Miloslav :  Moods Modelling on the Financial Markets , Proceedings of the Mathematical Methods in Economics, p. 1-7, Mathematical Methods in Economics, (Ostrava, CZ, 04.09.2007-06.09.2007) [2007]
  4. Šmíd Martin :  Dynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2177 [2006]
  5. Šmíd Martin :  Dynamic Behavior of a Rational Agent at a Limit Order Market, UTIA AV ČR, (Sydney 2006) [2006] Download
  6. Houda Michal :  Comparison of approximations in stochastic and robust optimization programs , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 418-426 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  7. Šmíd Martin :  On Markov Properties of Limit Order Markets , Prague Stochastics 2006, p. 1-10 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  8. Houda Michal :  Approximations of stochastic and robust optimization programs , Prague Stochastics 2006, p. 418-425 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  9. Kaňková Vlasta, Houda Michal :  Empirical processes in stochastic programming , Prague Stochastics 2006, p. 426-436 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  10. Šmíd Martin :  Behavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 [2006]
  11. Houda Michal :  Estimation in chance-constrained problem , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 134-139 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  12. Chovanec Petr :  New criteria for stochastic DEA , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 164-170 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  13. Šmíd Martin :  Forecasting in continuous double auction , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 358-363 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  14. Kodera Jan, Sladký Karel, Vošvrda Miloslav :  Stabillity and Lyapunov exponents in Keynesian and Classical macroeconomic models , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 203-210 , Eds: Skalská H., Gaudeamus, (Hradec Králové 2005) , Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  15. Chovanec Petr :  Production possibility frontier and stochastic Programming , Week of Doctoral Students, p. 108-113 , Eds: Šafránková J., Annual Conference of Doctoral Students /14./, (Praha, CZ, 07.06.2005-10.06.2005) [2005]
  16. Šmíd Martin :  Stochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2106 [2004]
  17. Šmíd Martin :  Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply, ÚTIA AV ČR, (Praha 2004) Research Report 2120 [2004]
2019-01-07 08:39
Institute of Information Theory and Automation