Institute of Information Theory and Automation

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GAP402/10/1610

  1. Kaňková VlastaRisk Measures in Optimization Problems via Empirical Estimates , Acta Universitatis Carolinae. Oeconomica vol.7, 3 (2013), p. 162-177 [2013] Download
  2. Sladký KarelSome Remarks on Stochastic Versions of the Ramsey Growth Model , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 139-152 [2012] Download
  3. Houda Michal, Kaňková VlastaEmpirical Estimates in Economic and Financial Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 50-69 [2012] Download
  4. Branda M., Kopa MilošDEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 106-124 [2012] Download
  5. Šmíd MartinProbabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download

  1. Šmíd Martin, Kopa M.A causal model of price and volume on market with a market maker, ÚTIA AV ČR, (Praha 2012) Research Report 2328 [2012] Download
  2. Kaňková VlastaEmpirical 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
  3. Kaňková VlastaRisk 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
  4. Branda MartinThird-degree stochastic dominance and DEA efficiency - relations and numerical comparison , Mathematical Methods in Economics 2011, p. 1-6, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  5. Sladký KarelSeparable 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
  6. Baruník Jozef, Vácha LukášModeling multivariate volatility using wavelet-based realized covariance estimator , Mathematical Methods in Economics 2011, p. 29-34, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011]
  7. Šmíd MartinA 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
  8. Kopa MilošComparison of various approaches to portfolio efficiency , Mathematical Methods in Economics 2011, p. 351-356, Mathematical Methods in Economics 2011, (Liptovský Ján, SK, 06.09.2011) [2011] Download
  9. Kaňková VlastaDependent 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
  10. Veverka PetrBackward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) [2010] Download
  11. Kaňková VlastaNonlinear 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
  12. Sladký KarelMarkov 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
  13. Báťa Karel, Šmíd MartinEquity home bias in the Czech Republic , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 18-23 , 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
  14. Šmíd MartinDynamic 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
  15. Kaňková VlastaRamsey 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
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