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Bibliography

GA402/04/1294

  1. Šmíd MartinAre Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 [2007]
  2. Sladký Karel, van Dijk N. M.On the Total Reward Variance for Continuous-Time Markov Reward Chains , Journal of Applied Probability vol.43, 4 (2006), p. 1044-1052 [2006]
  3. Volf PetrOn statistical analysis of compound point process , Austrian Journal of Statistics vol.35, p. 389-396 [2006]
  4. Šmíd MartinStochastic model of thin market with an indivisible commodity , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 94-100 [2005]
  5. Volf PetrHazard rate model and statistical analysis of a compound point process , Kybernetika vol.41, 6 (2005), p. 773-786 [2005]
  6. Houda MichalUsing metrics in stability of stochastic programming problems , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 128-134 [2005]
  7. Sladký KarelOn mean reward variance in semi-Markov processes , Mathematical Methods of Operations Research vol.62, 3 (2005), p. 387-397 [2005]
  8. Vošvrda Miloslav, Žikeš FilipAn application of the GARCH-t model on Central European stock returns , Prague Economic Papers vol.12, 1 (2004), p. 26-39 [2004]

  1. Vácha Lukáš, Vošvrda MiloslavWavelet Applications to Heterogeneous Agents Model, Fakulta sociálních věd UK, (Praha 2008) Internal Publication EC-025 [2008]
  2. Sladký Karel, Montes-de-Oca R.Risk-Sensitive Average Optimality in Markov Decision Chains , Operations Research Proceedings 2007, p. 69-74 , Eds: Kalcsics Joerg, Nickel Stefan, Annual International Conference of the German Operations Research Society (GOR), (Saarbruecken, DE, 05.09.2007-07.09.2007) [2008]
  3. Kaňková VlastaMultistage Stochastic Programming Problems; Stability and Approximation , Operations Research Proceedings 2006, p. 595-600 , Eds: Waldmann Karl-Heinz, Stocker Ulrike M., Annual International Conference of the German Operations Research Society (GOR), (Karlsruhe, DE, 06.09.2006-08.09.2006) [2007]
  4. Sladký KarelRisk-Sensitive Optimality Criteria in Markov Decision Processes , Operations Research Proceedings 2006, p. 555-561 , Eds: Waldmann Karl-Heinz, Stocker Ulrike M., Annual International Conference of the German Operations Research Society (GOR), (Karlsruhe, DE, 06.09.2006-08.09.2006) [2007]
  5. Vošvrda Miloslav, Vácha LukášWavelet Applications to Heterogeneous Agents Model , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 497-502 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09. 2006) [2006]
  6. Sladký KarelSome Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes , Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII, p. 165-173 , Eds: Pekár J., Lukáčik M., Quantitative Methods in Economics. Multiple Criteria Decision Making XIII, (Bratislava, SK, 06.12.2006-08.12.2006) [2006]
  7. Kaňková Vlasta, Chovanec PetrUnemployment problem via multistage stochastic programming , Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII, p. 69-76 , Eds: Pekár J., Lukáčik M., Quantitative Methods in Economics. Multiple Criteria Decision Making XIII, (Bratislava, SK, 06.12.2006-08.12.2006) [2006]
  8. Kraus DavidZobecněné lineární modely pro značkované bodové procesy , Sborník ROBUST 2006, p. 181-188 , Eds: Antoch J., Dohnal G., ROBUST 2006. Letní škola JČMF /14./, (Lhota pod Rohanovem, CZ, 23.01.2006-27.01.2006) [2006]
  9. Volf PetrMarkov Chain Monte Carlo methods in computational statistics and econometrics , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 525-530 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  10. Houda MichalComparison 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]
  11. Šmíd MartinOptimal Strategies at a Limit Order Market , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 1-4 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  12. Šmíd MartinOn 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]
  13. Kaňková VlastaStochastic Programming programs with Linear Recourse; Application to Problems of Two Managers , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 283-288 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  14. Houda MichalApproximations 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]
  15. Sladký Karel, Sitař MilanNecessary and sufficient optimality conditions in multichain semi-Markov decision processes , Prague Stochastics 2006, p. 633-643 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  16. Sladký Karel, Sitař MilanAlgorithmic procedures for mean variance optimality in Markov decision chains , Operation Research Proceedings 2005, p. 799-804 , Eds: Haasis H. D., Kopfer H., Schonberger J., Operations Research 2006, (Bremen, DE, 06.09.2005-08.09.2005) [2006]
  17. Kaňková VlastaDecomposition in multistage stochastic programs with individual probability constrains , Operation Research Proceedings 2005, p. 793-798 , Eds: Haasis H. D., Kopfer H., Schonberger J., Operations Research 2006, (Bremen, DE, 06.09.2005-08.09.2005) [2006]
  18. Kaňková Vlasta, Houda MichalEmpirical 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]
  19. Šmíd MartinBehavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 [2006]
  20. Houda MichalEstimation 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]
  21. Chovanec PetrNew 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]
  22. Šmíd MartinForecasting 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]
  23. Kaňková VlastaOn stability of stochastic programming problems with linear recourse , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 188-195 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  24. Volf PetrBayes analysis of time series with covariates , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 421-426 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  25. Šmíd MartinForecasting in Continuous Double Auction, ÚTIA AV ČR, (Praha 2005) Research Report 2128 [2005]
  26. Sladký Karel, van Dijk N. M.Total reward variance in discrete and continuous time Markov chains , Operations Research Proceedings 2004, p. 319-326 , Eds: Fleuren H., den Hertog D., Kort P., Operations Research 2004, (Tilburg, NL, 01.09.2004-03.09.2004) [2005]
  27. Kaňková VlastaA note on the relationship between strongly convex functions and multiobjective stochastic programming problems , Operations Research Proceedings 2004, p. 305-312 , Eds: Fleuren H., Hertog D., Kort P., Springer, (Berlin 2005) , Operations Research 2004, (Tilburg, NL, 01.09.2004-03.09.2004) [2005]
  28. Vácha Lukáš, Vošvrda MiloslavHeterogeneous Agents Model with the Worst Out Algorithm, UK FSV - IES, (Praha 2005) Research Report 91. [2005]
  29. Chovanec PetrProduction 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]
  30. Kodera J., Sladký Karel, Vošvrda MiloslavA small-open-economy model and the possibility of more complex dynamical behaviour , Výpočtová technika, p. 47-57 , Eds: Lukáš L., Západočeská univerzita, (Plzeň 2004) , Výpočtová ekonomie, (Plzeň, CZ, 18.11.2004) [2004]
  31. Kaňková VlastaEconomic processes and empirical data , Výpočtová ekonomie, p. 55-72 , Eds: Lukáš L., Západočeská univerzita, (Plzeň 2004) , Výpočtová ekonomie, (Plzeň, CZ, 18.11.2004) [2004]
  32. Šmíd MartinStochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2106 [2004]
  33. Volf PetrClustering of random series of events , Proceedings of the 22nd International Conference Mathematical Methods in Econometrics 2004, p. 349-356, Mathematical Methods in Economics 2004 /22./, (Brno, CZ, 15.09.2004-17.09.2004) [2004]
  34. Šmíd MartinDistribution of price in thin market with random arrival of agents , Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, p. 311-316, Mathematical Methods in Economics 2004 /22./, (Brno, CZ, 15.09.2004-17.09.2004) [2004]
  35. Sladký KarelSome remarks on the variance in Markov reward processes , Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, p. 292-297, Mathematical Methods in Economics 2004 /22./, (Brno, CZ, 15.09.2004-17.09.2004) [2004]
  36. Kaňková VlastaA note on multiobjective stochastic programming problems and strongly convex functions , Proceedings of the 22nd International Conference on Mathematical Methods in Economics 2004, p. 152-157, Mathematical Methods in Economics 2004 /22./, (Brno, CZ, 15.09.2004-17.09.2004) [2004]
  37. Šmíd MartinStochastic Model of Thin Market of Nondivisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2100 [2004]
  38. Kaňková VlastaMultiobjective programs and Markowitz model , Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII), p. 109-117, Quantitative Methods in Economics. Multiple Criteria Decision Making /12./, (Virt, SK, 02.06.2004-04.06.2004) [2004]