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GAP402/10/0956

  1. Kaňková Vlasta :  Risk Measures in Optimization Problems via Empirical Estimates , Acta Universitatis Carolinae. Oeconomica vol.7, 3 (2013), p. 162-177 [2013] Download
  2. Sladký Karel :  Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes , Acta Oeconomica Pragensia vol.7, 3 (2013), p. 146-161 [2013] Download
  3. Omelchenko Vadym :  Behavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions , Bulletin of the Czech Econometric Society vol.2012, 30 (2012), p. 124-138 [2012] Download
  4. Volf Petr :  On precision of optimization in the case of incomplete information , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 170-184 [2012] Download
  5. Kaňková Vlasta :  Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 92-111 [2012] Download
  6. Sladký Karel :  Some Remarks on Stochastic Versions of the Ramsey Growth Model , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 139-152 [2012] Download
  7. Šmíd Martin :  Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 153-169 [2012] Download
  8. Houda Michal, Kaňková Vlasta :  Empirical Estimates in Economic and Financial Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 50-69 [2012] Download
  9. Šmíd Martin :  Probabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  10. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  How do skilled traders change the structure of the market , International Review of Financial Analysis vol.23, 1 (2012), p. 66-71 [2012] Download DOI: 10.1016/j.irfa.2011.06.011

  1. Houda Michal :  Convexity in stochastic programming model with indicators of ecological stability , Proceedings of 30th International Conference Mathematical Methods in Economics, p. 314-319 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  2. Volf Petr :  On problem of optimization under incomplete information , Proceedings of 30th International Conference Mathematical Methods in Economics, p. 968-973 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  3. Kaňková Vlasta :  Empirical Estimates in Economic and Financial Problems via Heavy Tails , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 396-401 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  4. Sladký Karel :  Risk-Sensitive and Average Optimality in Markov Decision Processes , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 799-804 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  5. Kaňková Vlasta :  Risk Measures via Heavy Tails , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 115-119 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  6. Sladký Karel :  Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 201-205 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  7. Sladký Karel :  Separable Utility Functions in Dynamic Economic Models , Proceedings of the 29th International Conference Mathematical Methods in Economics, p. 629-634 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29 mezinárodní konference matematické metody v ekonomii 2011, (Janská Dolina, SK, 06.08.2011-09.08.2011) [2011] Download
  8. Houda Michal :  Using indicators of ecological stability in stochastic programming , Mathematical Methods in Economics 2011, p. 279-283, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011]
  9. Šmíd Martin :  A Simple Decision Problem of a Market Maker , Mathematical Methods in Economics 2011, p. 694-697, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  10. Kaňková Vlasta :  Dependent Data in Economic and Financial Problems , Proceedings of the 29th International Conference Mathematical Methods in Economics 2011, p. 327-332 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29th International Conference Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  11. Volf Petr :  Analysis of occurrence of extremes in a time series with a trend , Proccedengs of the 29th International Conference on Mathematical Methods in Economics 2011, p. 751-756 , Eds: Dlouhý M., Skočdopolová Veronika, 29th International Conference on Mathematical Methods in Economics 2011, (Jánská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  12. Kaňková Vlasta :  Empirical Estimates in Stochastic Optimization: Special cases , Výpočtová ekonomie, sborník 4.semináře, p. 9-19 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4. seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  13. Kaňková Vlasta :  Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 96-106 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making), (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  14. Sladký Karel :  Markov decision chains in discrete- and continuous-time; a unified approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 207-219 , Eds: Reiff Marian, Quantitative Methods in Economics, Multiple Criteria Decision Making XV, (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  15. Šmíd Martin :  Dynamic model of Loan Portfolio with Lévy Asset Prices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 615-620 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  16. Kaňková Vlasta :  Ramsey Stochastic Model via Multistage Stochastic Programming , 28th International Conference on Mathematical Methods in Economics 2010, p. 328-333 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  17. Sladký Karel :  Risk-sensitive Ramsey Growth Model , 28th International Conference on Mathematical Methods in Economics 2010, p. 560-565 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  18. Volf Petr :  On statistical modeling of incidence of competing events, with application to labor mobility analysis , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 670-675 , Eds: Houda M., Friebelová J., 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
2019-01-07 08:39
Institute of Information Theory and Automation