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Bibliografie

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  1. Šmíd MartinDosáhneme kolektivní imunity očkováním? , Rok s pandemií covid-19 - reflexe v poločase., p. 181-193 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]
  2. Šmíd Martin, Kuběna Aleš AntonínFungují opatření? Korelace versus kauzalita. , Rok s pandemií covid-19 - reflexe v poločase., p. 65-72 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]
  3. Kukačka JiříSimulated maximum likelihood estimation of agent-based models in economics and finance , Network Theory and Agent-Based Modeling in Economics and Finance, p. 203-226 , Eds: Chakrabarti A. S., Pichl L., Kaizoji T. [2019] DOI: 10.1007/978-981-13-8319-9_10
  4. Derviz AlexisCollateral Composition, Diversification Risk, and Systemically Important Merchant Banks , Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund [2013] Download
  5. Víšek Jan ÁmosRobust error-term-scale estimate , Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jureckova, p. 254-267 , Eds: Antoch Jaromir, Huskova Marie, Sen Pranab [2010] Download
  6. Mareš MilanVaguely motivated cooperation , Fuzzy Optimization, p. 271-286 , Eds: Lodwick Weldon A., Kacprzyk Janusz [2010] Download

  1. Žíla Eric, Kukačka JiříMoment set selection for the SMM using simple machine learning , Journal of Economic Behavior & Organization vol.212, 1 (2023), p. 366-391 [2023] Download Download DOI: 10.1016/j.jebo.2023.05.040
  2. Šmíd Martin, Berec L., Trnka J.Reply to Llibre et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 941-941 [2022] Download DOI: 10.1093/infdis/jiac258
  3. Šmíd Martin, Berec L., Trnka J.Response to Beran et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 944-945 [2022] Download DOI: 10.1093/infdis/jiac259
  4. Mesiar Radko, Li J., Ouyang Y., Šeliga A.A new class of decomposition integrals on finite spaces , International Journal of Approximate Reasoning vol.149, 1 (2022), p. 192-205 [2022] Download Download DOI: 10.1016/j.ijar.2022.08.004
  5. Mesiar Radko, Kolesárová A.Rectangles-based discrete universal fuzzy integrals , International Journal of Approximate Reasoning vol.148, 1 (2022), p. 162-173 [2022] Download Download DOI: 10.1016/j.ijar.2022.06.003
  6. Baruník Jozef, Bevilacqua M., Tunaru R.Asymmetric Network Connectedness of Fears , Review of Economics and Statistics vol.104, 6 (2022), p. 1304-1316 [2022] Download Download DOI: 10.1162/rest_a_01003
  7. Kukačka Jiří, Krištoufek LadislavDoes parameterization affect the complexity of agent-based models? , Journal of Economic Behavior & Organization vol.192, 1 (2021), p. 324-356 [2021] Download Download DOI: 10.1016/j.jebo.2021.10.007
  8. Kočenda Evžen, Iwasaki I.Bank Survival in Central and Eastern Europe , International Review of Economics & Finance vol.69, 1 (2020), p. 860-878 [2020] Download Download DOI: 10.1016/j.iref.2020.06.020
  9. Zapletal F., Šmíd Martin, Kopa M.Multi-stage emissions management of a steel company , Annals of Operations Research vol.292, 2 (2020), p. 735-751 [2020] Download Download DOI: 10.1007/s10479-019-03192-4
  10. Agahi H., Mehri-Dehnavi H., Mesiar RadkoMonte Carlo integration for Choquet integral , International Journal of Intelligent Systems vol.34, 6 (2019), p. 1348-1358 [2019] Download Download DOI: 10.1002/int.22112
  11. Polach J., Kukačka JiříProspect Theory in the Heterogeneous Agent Model , Journal of Economic Interaction and Coordination vol.14, 1 (2019), p. 147-174 [2019] Download Download DOI: 10.1007/s11403-018-0219-6
  12. Kaňková Vlasta, Omelchenko VadymStochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric , Kybernetika vol.54, 6 (2018), p. 1231-1246, 19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI), (Jindřichův Hradec, CZ, 20180604) [2018] Download DOI: 10.14736/kyb-2018-6-1231
  13. Sladký KarelRisk-sensitive Average Optimality in Markov Decision Processes , Kybernetika vol.54, 6 (2018), p. 1218-1230, Mathematical Methods in Economy and Industry 2017, (Jindřichův Hradec, CZ, 20170904) [2018] Download DOI: 10.14736/kyb-2018-6-1218
  14. Kočenda Evžen, Brůha J.Bankovní sektor a státní riziko v Evropské unii , Politická ekonomie vol.66, 3 (2018), p. 366-383 [2018] Download DOI: 10.18267/j.polek.1193
  15. Kočenda Evžen, Poghosyan K.Export sophistication: A dynamic panel data approach , Emerging Markets Finance and Trade vol.54, 12 (2018), p. 2799-2814 [2018] Download DOI: 10.1080/1540496X.2017.1412305
  16. Agahi H., Mesiar RadkoOn Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.26, 2 (2018), p. 255-259 [2018] Download DOI: 10.1142/S0218488518500137
  17. Kočenda EvženSurvey of volatility and spillovers on financial markets , Prague Economic Papers vol.27, 3 (2018), p. 293-305 [2018] Download DOI: 10.18267/j.pep.650
  18. Baumöhl E., Kočenda Evžen, Lyócsa S., Výrost T.Networks of volatility spillovers among stock markets , Physica. A : Statistical Mechanics and its Applications vol.490, 1 (2018), p. 1555-1574 [2018] Download DOI: 10.1016/j.physa.2017.08.123
  19. Baruník J., Vácha LukášDo co-jumps impact correlations in currency markets? , Journal of Financial Markets vol.37, 1 (2018), p. 97-119 [2018] Download DOI: 10.1016/j.finmar.2017.11.004
  20. Hazarika P., Borkotokey S., Mesiar RadkoBi-cooperative games in bipolar fuzzy settings , International Journal of General Systems vol.47, 1 (2018), p. 51-66 [2018] Download DOI: 10.1080/03081079.2017.1388800
  21. Krištoufek Ladislav, Vošvrda MiloslavHerding, minority game, market clearing and efficient markets in a simple spin model framework , Communications in Nonlinear Science and Numerical Simulation vol.54, 1 (2018), p. 148-155 [2018] Download DOI: 10.1016/j.cnsns.2017.05.025
  22. Sladký KarelSecond Order Optimality in Markov Decision Chains , Kybernetika vol.53, 6 (2017), p. 1086-1099 [2017] Download DOI: 10.14736/kyb-2017-6-1086
  23. Kraicová Lucie, Baruník JozefEstimation of long memory in volatility using wavelets , Studies in Nonlinear Dynamics and Econometrics vol.21, [2017] Download DOI: 10.1515/snde-2016-0101
  24. Baruník Jozef, Kočenda Evžen, Vácha LukášAsymmetric volatility connectedness on the forex market , Journal of International Money and Finance vol.77, 1 (2017), p. 39-56 [2017] Download DOI: 10.1016/j.jimonfin.2017.06.003
  25. Ouyang Y., Li J., Mesiar RadkoOn linearity of pan-integral and pan-integrable functions space , International Journal of Approximate Reasoning vol.90, 1 (2017), p. 307-318 [2017] Download DOI: 10.1016/j.ijar.2017.08.001
  26. Agahi H., Mesiar Radko, Babakhani A.Generalized expectation with general kernels on g-semirings and its applications , Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales vol.111, 3 (2017), p. 863-875 [2017] Download DOI: 10.1007/s13398-016-0322-2
  27. Mesiar Radko, Li J., Ouyang Y.On the equality of integrals , Information Sciences vol.393, 1 (2017), p. 82-90 [2017] Download DOI: 10.1016/j.ins.2017.02.015
  28. Chen T., Mesiar Radko, Li J., Stupňanová A.Possibility and necessity measures and integral equivalence , International Journal of Approximate Reasoning vol.86, 1 (2017), p. 62-72 [2017] Download DOI: 10.1016/j.ijar.2017.04.008
  29. Ouyang Y., Li J., Mesiar RadkoOn the equivalence of the Choquet, pan- and concave integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.456, 1 (2017), p. 151-162 [2017] Download DOI: 10.1016/j.jmaa.2017.06.086
  30. Krištoufek LadislavFractal approach towards power-law coherency to measure cross-correlations between time series , Communications in Nonlinear Science and Numerical Simulation vol.50, 1 (2017), p. 193-200 [2017] Download DOI: 10.1016/j.cnsns.2017.02.018
  31. Avdulaj Krenar, Baruník JozefSemiparametric nonlinear quantile regression model for financial returns , Studies in Nonlinear Dynamics and Econometrics vol.21, 1 (2017), p. 81-97 [2017] Download DOI: 10.1515/snde-2016-0044
  32. Agahi H., Mesiar RadkoProbability inequalities for decomposition integrals , Journal of Computational and Applied Mathematics vol.315, 1 (2017), p. 240-248 [2017] Download DOI: 10.1016/j.cam.2016.11.014
  33. Krištoufek Ladislav, Vošvrda MiloslavGold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download Download DOI: 10.1016/j.physa.2015.12.075
  34. Krištoufek LadislavPower-law cross-correlations estimation under heavy tails , Communications in Nonlinear Science and Numerical Simulation vol.40, 1 (2016), p. 163-172 [2016] Download DOI: 10.1016/j.cnsns.2016.04.010
  35. Agahi H., Mesiar RadkoStolarsky's inequality for Choquet-like expectation , Mathematica Slovaca vol.66, 5 (2016), p. 1235-1248 [2016] Download DOI: 10.1515/ms-2016-0219
  36. Gapko Petr, Šmíd MartinMulti-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 6 (2016), p. 565-574 [2016] Download
  37. Adam Lukáš, Branda MartinNonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers , Journal of Optimization Theory and Applications vol.170, 2 (2016), p. 419-436 [2016] Download DOI: 10.1007/s10957-016-0943-9
  38. Frensch R., Hanousek J., Kočenda EvženTrade in parts and components across Europe , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 3 (2016), p. 236-262 [2016] Download
  39. Šmíd MartinEstimation of zero-intelligence models by L1 data , Quantitative Finance vol.16, 9 (2016), p. 1423-1444 [2016] Download DOI: 10.1080/14697688.2016.1149612
  40. Adam Lukáš, Branda MartinSparse optimization for inverse problems in atmospheric modelling , Environmental Modelling & Software vol.79, 3 (2016), p. 256-266 [2016] Download DOI: 10.1016/j.envsoft.2016.02.002
  41. Krištoufek Ladislav, Vošvrda MiloslavGold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download DOI: 10.1016/j.physa.2015.12.075
  42. Zapletal F., Šmíd MartinMean-risk optimal decision of a steel company under emission control , Central European Journal of Operations Research vol.24, 2 (2016), p. 435-454 [2016] Download DOI: 10.1007/s10100-015-0430-7
  43. Kaňková VlastaA remark on multiobjective stochastic optimization via strongly convex functions , Central European Journal of Operations Research vol.24, 2 (2016), p. 309-333 [2016] Download DOI: 10.1007/s10100-015-0414-7
  44. Baruník Jozef, Kočenda Evžen, Vácha LukášGold, oil, and stocks: Dynamic correlations , International Review of Economics & Finance vol.42, 1 (2016), p. 186-201 [2016] Download DOI: 10.1016/j.iref.2015.08.006
  45. Mesiar Radko, Stupňanová A., Yager R. R.Generalizations of OWA Operators , IEEE Transactions on Fuzzy Systems vol.23, 6 (2015), p. 2154-2152 [2015] Download DOI: 10.1109/TFUZZ.2015.2406888
  46. Klement E.P., Mesiar RadkoOn the Expected Value of Fuzzy Events , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.23, p. 57-74 [2015] Download DOI: 10.1142/S021848851540005X
  47. Krištoufek LadislavOn the interplay between short and long term memory in the power-law cross-correlations setting , Physica. A : Statistical Mechanics and its Applications vol.421, 1 (2015), p. 218-222 [2015] Download DOI: 10.1016/j.physa.2014.11.040
  48. Krištoufek LadislavCan the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? , Physica. A : Statistical Mechanics and its Applications vol.431, 1 (2015), p. 124-127 [2015] Download DOI: 10.1016/j.physa.2015.02.086
  49. Borkotokey S., Hazarika P., Mesiar RadkoA multilinear extension of a class of fuzzy bi-cooperative games , Journal of Intelligent & Fuzzy Systems vol.28, 2 (2015), p. 681-691 [2015] Download DOI: 10.3233/IFS-141349
  50. Mesiar Radko, Li J., Pap E.Superdecomposition integrals , Fuzzy Sets and Systems vol.259, 1 (2015), p. 3-11 [2015] Download DOI: 10.1016/j.fss.2014.05.003
  51. Ouyang Y., Li J., Mesiar RadkoRelationship between the concave integrals and the pan-integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.424, 2 (2015), p. 975-987 [2015] Download DOI: 10.1016/j.jmaa.2014.11.058
  52. Krištoufek LadislavFinite sample properties of power-law cross-correlations estimators , Physica. A : Statistical Mechanics and its Applications vol.419, 1 (2015), p. 513-525 [2015] Download DOI: 10.1016/j.physa.2014.10.068
  53. Krištoufek LadislavMeasuring correlations between non-stationary series with DCCA coefficient , Physica. A : Statistical Mechanics and its Applications vol.402, 1 (2014), p. 291-298 [2014] Download DOI: 10.1016/j.physa.2014.01.058
  54. Krištoufek LadislavLeverage effect in energy futures , Energy Economics vol.45, 1 (2014), p. 1-9 [2014] Download DOI: 10.1016/j.eneco.2014.06.009
  55. Krištoufek Ladislav, Janda K., Zilberman D.Price transmission between biofuels, fuels and food commodities , Biofuels Bioproducts & Biorefining-Biofpr vol.8, 3 (2014), p. 362-373 [2014] Download DOI: 10.1002/bbb.1464
  56. Klement E.P., Manzi M., Mesiar RadkoUltramodularity and copulas , Rocky Mountain Journal of Mathematics vol.44, 1 (2014), p. 189-202 [2014] Download DOI: 10.1216/RMJ-2014-44-1-189
  57. Klement E.P., Mesiar Radko, Spizzichino F., Stupňanová A.Universal integrals based on copulas , Fuzzy Optimization and Decision Making vol.13, 3 (2014), p. 273-286 [2014] Download DOI: 10.1007/s10700-014-9182-4
  58. Greco S., Mesiar Radko, Rindone F.Discrete bipolar universal integrals , Fuzzy Sets and Systems vol.252, 1 (2014), p. 55-65 [2014] Download DOI: 10.1016/j.fss.2014.02.002
  59. Kopa Miloš, Tichý T.No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection , The Anthropologist: international journal of contemporary and applied studies of man vol.17, 3 (2014), p. 751-755 [2014] Download
  60. Krištoufek Ladislav, Luňáčková P.Long-term memory in electricity prices: Czech market evidence , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 407-424 [2013] Download
  61. Kaňková VlastaRisk Measures in Optimization Problems via Empirical Estimates , Acta Universitatis Carolinae. Oeconomica vol.7, 3 (2013), p. 162-177 [2013] Download
  62. Sladký KarelRisk-Sensitive and Mean Variance Optimality in Markov Decision Processes , Acta Oeconomica Pragensia vol.7, 3 (2013), p. 146-161 [2013] Download
  63. Avdulaj Krenar, Baruník JozefCan We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 425-442 [2013] Download
  64. Baruník Jozef, Vácha LukášContagion among Central and Eastern European stock markets during the financial crisis , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 443-453 [2013] Download
  65. Krištoufek LadislavMixed-correlated ARFIMA processes for power-law cross-correlations , Physica. A : Statistical Mechanics and its Applications vol.392, 24 (2013), p. 6484-6493 [2013] Download DOI: 10.1016/j.physa.2013.08.041
  66. Mareš Milan, Mesiar RadkoInformation in vague data sources , Kybernetika vol.49, 3 (2013), p. 433-445 [2013] Download
  67. Kodera Jan, Van Tran Q., Vošvrda MiloslavComplex Price Dynamics in the Modified Kaldorian Model , Prague Economic Papers vol.22, 3 (2013), p. 358-384 [2013] Download
  68. Agahi H., Mohammadpour A., Mesiar Radko, Ouyang Y.On a strong law of large numbers for monotone measures , Statistics & Probability Letters vol.83, 4 (2013), p. 1213-1218 [2013] Download DOI: 10.1016/j.spl.2013.01.021
  69. Mesiar Radko, Li J., Pap E.Discrete pseudo-integrals , International Journal of Approximate Reasoning vol.54, 3 (2013), p. 357-364 [2013] Download DOI: 10.1016/j.ijar.2012.07.008
  70. Krištoufek Ladislav, Vošvrda MiloslavMeasuring capital market efficiency: Global and local correlations structure , Physica. A : Statistical Mechanics and its Applications vol.392, 1 (2013), p. 184-193 [2013] Download DOI: 10.1016/j.physa.2012.08.003
  71. Omelchenko VadymBehavior 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
  72. 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
  73. Šmíd MartinUnit 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
  74. Derviz Alexis, Raková M.Parent Influence on Loan Pricing by Czech Banks , Prague Economic Papers vol.21, 4 (2012), p. 434-449 [2012] Download
  75. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  76. Agahi H., Mohammadpour A., Mesiar Radko, Vaezpour M. S.Liapunov-type inequality for universal integral , International Journal of Intelligent Systems vol.27, 10 (2012), p. 908-925 [2012] Download DOI: 10.1002/int.21553
  77. Derviz AlexisFinancial Frictions and Real Implications of Macroprudential Policies , Financial Markets and Portfolio Management vol.3, 26 (2012), p. 333-368 [2012] Download DOI: 10.1007/s11408-012-0189-y
  78. Baruník Jozef, Aste T., Di Matteo T., Liu R.Understanding the source of multifractality in financial markets , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4234-4251 [2012] Download DOI: 10.1016/j.physa.2012.03.037
  79. 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
  80. 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
  81. Gapko Petr, Šmíd MartinDynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 125-140 [2012] Download
  82. Šmíd MartinProbabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  83. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavHow 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
  84. Voříšek JanEstimating Stochastic Cusp Model Using Transition Density , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 84-95 [2011] Download
  85. Baruník Jozef, Baruníková M.Neural Networks as Semiparametric Option Pricing Tool , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 66-83 [2011] Download
  86. Jurio A., Pagola M., Mesiar Radko, Beliakov G., Bustince H.Image magnification using interval information , IEEE Transactions on Image Processing vol.20, 11 (2011), p. 3112-3123 [2011] Download DOI: 10.1109/TIP.2011.2158227
  87. Derviz AlexisInformation, Sentiment, and Price in a Fast Order-Driven Market , IUP Journal of Financial Risk Management vol.8, 3 (2011), p. 43-75 [2011] Download
  88. Durante F., Jaworski P., Mesiar RadkoInvariant dependence structures and Archimedean copulas , Statistics & Probability Letters vol.81, 12 (2011), p. 1995-2003 [2011] Download DOI: 10.1016/j.spl.2011.08.018
  89. Afonso A., Baxa Jaromír, Slavík M.Fiscal developments and financial stress: a threshold VAR analysis , European Central Bank Working Paper Series vol.2011, 1319 (2011), p. 1-60 [2011] Download
  90. Horváth RomanResearch & development and growth: A Bayesian model averaging analysis , Economic Modelling vol.28, 6 (2011), p. 2669-2673, Society for Non-linear Dynamics and Econometrics Annual Conferencen, (Washington DC, US, 16.03.2011-18.03.2011) [2011] Download DOI: 10.1016/j.econmod.2011.08.007
  91. Krtek Jiří, Vošvrda MiloslavComparing Neural Networks and ARMA Models in Artificial Stock Market , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 53-65 [2011] Download
  92. Agahi H., Ouyang Y., Mesiar Radko, Pap E., Štrbojaf M.Hölder and Minkowski type inequalities for pseudo-integral , Applied Mathematics and Computation vol.217, 21 (2011), p. 8630-8639 [2011] Download DOI: 10.1016/j.amc.2011.03.100
  93. Klement P. E., Manzi M., Mesiar RadkoUltramodular aggregation functions , Information Sciences vol.181, 19 (2011), p. 4101-4111 [2011] Download DOI: 10.1016/j.ins.2011.05.021
  94. Derviz AlexisReal Implications of Bursting Asset Price Bubbles in Economies with Bank Credit , Finance a úvěr-Czech Journal of Economics and Finance vol.61, 1 (2011), p. 92-116 [2011]
  95. Mareš MilanInformation measures and uncertainty of particular symbols , Kybernetika vol.47, 1 (2011), p. 144-163 [2011] Download
  96. Derviz Alexis, Podpiera J.Lending Behavior of Multinational Bank Affiliates , Risk Governance and Control: Financial Markets & Institutions vol.1, 1 (2011), p. 19-36 [2011] Download
  97. Víšek Jan ÁmosHeteroscedasticity resistant robust covariance matrix estimator , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 33-49 [2010] Download
  98. Hamzeh A., Mesiar Radko, Yao O., Endre P., Mirjama Š.Berwald type inequality for Sugeno integral , Applied Mathematics and Computation vol.217, 8 (2010), p. 4100-4108 [2010] Download DOI: 10.1016/j.amc.2010.10.027
  99. Vošvrda MiloslavEditorial , AUCO Czech Economic Review vol.4, 3 (2010), p. 234-235 [2010] Download
  100. Krištoufek LadislavOn spurious anti-persistence in the US stock indices , Chaos Solitons & Fractals vol.43, 1 (2010), p. 68-78 [2010] Download DOI: 10.1016/j.chaos.2010.09.001
  101. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  102. Mesiar Radko, Sempi C.Ordinal sums and idempotents of copulas , Aequationes Mathematicae vol.79, p. 39-52 [2010] Download DOI: 10.1007/s00010-010-0013-6
  103. Baruník Jozef, Vácha LukášMonte Carlo-based tail exponent estimator , Physica. A : Statistical Mechanics and its Applications vol.389, 21 (2010), p. 4863-4874 [2010] Download DOI: 10.1016/j.physa.2010.06.054
  104. Kaňková VlastaEmpirical Estimates in Stochastic Optimization via Distribution Tails , Kybernetika vol.46, 3 (2010), p. 459-471, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  105. Sladký KarelIdentification of Optimal Policies in Markov Decision Processes , Kybernetika, 3 (2010), p. 558-570, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  106. Baruník Jozef, Krištoufek LadislavOn Hurst exponent estimation under heavy-tailed distributions , Physica. A : Statistical Mechanics and its Applications vol.389, 18 (2010), p. 3844-3855 [2010] Download DOI: 10.1016/j.physa.2010.05.025
  107. Krištoufek LadislavLocal Scaling Properties and Market Turning Points at Prague Stock Exchange , Acta physica Polonica. B vol.41, 6 (2010), p. 1001-1014 [2010] Download
  108. Durante F., Mesiar RadkoL-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas , Journal of Mathematical Analysis and Applications vol.180, 3 (2010), p. 610-165 [2010] Download DOI: 10.1016/j.jmaa.2010.04.005
  109. Krištoufek LadislavLong-range dependence in returns and volatility of Central European Stock Indices , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 50-67 [2010] Download
  110. Baruník Jozef, Vácha LukášMonte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  111. Ahagi H., Mesiar Radko, Ouyang Y.Chebyshev type inequalities for pseudo-integrals , Nonlinear Analysis: Theory, Methods & Applications vol.72, 6 (2010), p. 2737-2743 [2010] Download DOI: 10.1016/j.na.2009.11.017
  112. Bustince H., Fernández J., Mesiar Radko, Montero J., Orduna R.Overlap functions , Nonlinear Analysis: Theory, Methods & Applications vol.72, p. 1488-1499 [2010] Download DOI: 10.1016/j.na.2009.08.033
  113. Derviz AlexisFunding Costs and Loan Pricing by Multinational Bank Affiliates , Working Paper CNB vol.9, 9 (2009), p. 1-48 [2009] Download
  114. Mareš MilanTwo fuzzy zeros, two fuzzy units , International Journal of Innovative Computing, Information and Control, 5 (2008), p. 1243-1250 [2008]

  1. Kaňková VlastaAmbiguity in Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure via Wasserstein Metric , Proceedings of the 41st International Conference on Mathematical Methods in Econometrics, p. 192-197 , Eds: Sekničková Jana, Holý Vladimír, MME 2023: Mathematical Methods in Economics /41./, (Prague, CZ, 20230913) [2023] Download
  2. Sladký KarelAverage Reward Optimality in Semi-Markov Decision Processes with Costly Interventions , Proceedings of the 41st International Conference on Mathematical Methods in Econometrics, p. 378-383 , Eds: Sekničková Jana, Holý Vladimír, MME 2023: Mathematical Methods in Economics /41./, (Prague, CZ, 20230913) [2023] Download
  3. Kočenda Evžen, Shivendra R.Drivers of Private Equity Activity across Europe: An East-West Comparison, UK FSV – IES, (Praha 2023) Research Report IES WP 14/2023 [2023] Download
  4. Kočenda Evžen, Eshun S. F.Determinants of Financial Inclusion in Africa and OECD Countries, UK FSV – IES, (Praha 2023) Research Report IES WP 18/2023 [2023] Download
  5. Aliyev S., Kočenda EvženECB monetary policy and commodity prices, FFA VSE, (Praha 2022) Research Report 8/2022 [2022] Download
  6. Suchopárová Gabriela, Vidnerová Petra, Neruda Roman, Šmíd MartinUsing a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19 , Engineering Applications of Neural Networks, p. 310-320 , Eds: Iliadis L., Jayne Ch., Tefas A., Pimenidis E., EANN 2022: International Conference on Engineering Applications of Neural Networks /23./, (Chersonissos / Virtual, GR, 20220617) [2022] Download DOI: 10.1007/978-3-031-08223-8_26
  7. Šmíd MartinModeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models , Proceedings of the 12th Workshop on Uncertainty Processing, p. 205-214 , Eds: Studený Milan, Ay Nihat, Coletti Giulianella, Kleiter Gernot D., Shenoy Prakash P., WUPES 2022: 12th Workshop on Uncertainty Processing, (Kutná Hora, CZ, 20220601) [2022] Download
  8. Kučera A., Kočenda Evžen, Maršál AlešYield Curve Dynamics and Fiscal Policy Shocks, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2022) Research Report 4/2022 [2022] Download
  9. Sladký KarelCentral Moments and Risk-Sensitive Optimality in Markov Reward Processes , MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings, p. 446-451 , Eds: Hlavatý R., Czech University of Life Sciences Prague, (Praha 2021) , MME 2021: International Conference on Mathematical Methods in Economics /39./, (Prague, CZ, 20210908) [2021] Download
  10. Kočenda Evžen, Iwasaki I.Bank Survival Around the World: A Meta-Analytic Review, Hitotsubashi University, (Tokyo 2021) Research Report 2021‐2 [2021] Download
  11. Kočenda Evžen, Iwasaki I.Bank Survival Around the World: A Meta-Analytic Review, IES, Univerzita Karlova, (Praha 2021) Research Report 2021-09 [2021] Download
  12. Pinter J., Kočenda EvženMedia Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 30/2021 [2021] Download
  13. Greenwood-Nimmo M., Kočenda Evžen, Nguyen V. H.Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 29/2021 [2021] Download
  14. Vidnerová Petra, Neruda Roman, Suchopárová Gabriela, Berec L., Diviák T., Kuběna Aleš Antonín, Levínský René, Šlerka J., Šmíd Martin, Trnka J., Tuček V., Vrbenský Karel, Zajíček MilanSimulation of non-pharmaceutical interventions in an agent based epidemic model , Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021), p. 263-268 , Eds: Brejová B., Ciencialová L., Holeňa M., Mráz F., Pardubská D., Plátek M., Vinař T., ITAT 2021: Information Technologies - Applications and Theory /21./, (Heľpa, SK, 20210924) [2021] Download
  15. Houda MichalUse of the BCC and Range Directional DEA Models within an Efficiency Evaluation , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 180-185 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  16. Sladký KarelCentral Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes , QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX, p. 305-311 , Eds: Reiff Marian, Gežík Pavel, Quantitative Methods in Economics 2020 (Multiple Criteria Decision Making 2020) /20./, (Púchov, SK, 20200527) [2020] Download
  17. Sladký KarelRisk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 537-543 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  18. Kaňková VlastaA Note on Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 247-252 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  19. Kapounek S., Kučerová Z., Kočenda EvženSelective Attention in Exchange Rate Forecasting, UK FSV – IES, (Praha 2020) Research Report 42/2020 [2020] Download
  20. de Batz L., Kočenda EvženFinancial Crime and Punishment: A Meta-Analysis, UK FSV – IES, (Praha 2020) Research Report 2020/40 [2020] Download
  21. Kapounek S., Kučerová Z., Kočenda EvženSelective Attention in Exchange Rate Forecasting, Kyoto Institute of Economic Studies, (Kyoto 2020) Research Report 1035 [2020] Download
  22. Aliyev S., Kočenda EvženECB monetary policy and commodity prices, Institute of Economic Studies, Faculty of Social Science, Charles University, (Praha 2020) Research Report [2020] Download
  23. Iwasaki I., Kočenda Evžen, Shida YoshisadaDistressed Acquisitions: Evidence from European Emerging Markets, Kyoto Institute of Economic Research, Kyoto University, (Kyoto 2020) Research Report 1031 [2020] Download
  24. Hanousek Jan, Kočenda Evžen, Vozárová P.Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2020) Research Report 1028 [2020] Download
  25. Brož V., Kočenda EvženMortgage-related bank penalties and systemic risk among U.S. banks, Kyoto University, (Kyoto 2020) Research Report 1024 [2020] Download
  26. Kočenda Evžen, Iwasaki I.Bank Survival in European Emerging Markets, Kyoto University, (Kyoto 2020) Research Report 1022 [2020] Download
  27. Kaňková VlastaMean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 350-355 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  28. Sladký KarelSecond Order Optimality in Markov and Semi-Markov Decision Processes , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 338-343 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  29. Šmíd Martin, Kozmík VáclavSolution of Emission Management Problem , MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks, 9th International Scientific Conference Managing and Modelling of Financial Risks, (Ostrava, CZ, 20180905) [2018] Download
  30. Kaňková VlastaMulti-Objective Optimization Problems with Random Elements - Survey of Approaches , 36th International Conference Mathematical Methods in Economics, p. 198-203 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  31. Sladký KarelRisk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains , 36th International Conference Mathematical Methods in Economics, p. 497-512 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  32. Šmíd Martin, Kozmík VáclavTwo Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems , 36th International Conference Mathematical Methods in Economics, p. 551-554 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  33. Kaňková VlastaSecond Order Stochastic Dominance Constraints in Multi-objective Stochastic Programming Problems , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 165-171 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  34. Sladký KarelCentral Moments and Risk-Sensitive Optimality in Markov Reward Chains , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 325-331 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  35. Kaňková VlastaOptimal Value of Loans via Stochastic Programming , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 313-318, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  36. Šmíd Martin, Dufek J.Multi-period Factor Model of a Loan Portfolio, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2363 [2017] Download
  37. Sladký Karel, Martínez Cortés V. M.Risk-Sensitive Optimality in Markov Games , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 684-689, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  38. Kodera J., Van Tran Q., Vošvrda MiloslavDiscrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 419-424 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  39. Kaňková VlastaA Note on Optimal Value of Loans , 34th International Conference Mathematical Methods in Economics, p. 371-376 , Eds: Kocourek A., Vavroušek M., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  40. Voříšek JanApproximate Transition Density Estimation of the Stochastic Cusp Model , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 892-897 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  41. Krištoufek Ladislav, Vošvrda MiloslavCapital market efficiency in the Ising model environment: Local and global effects , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 465-470 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  42. Krištoufek LadislavScaling of dependence between foreign exchange rates and stock markets in Central Europe , Acta Physica Polonica A. Vol 129, n. 5 (2016) - Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS, p. 908-912, Polish Symposium of Physics in Economy and Social Sciences FENS (2016) /8./, (Rzeszów, PL, 20151104) [2016] Download DOI: 10.12693/APhysPolA.129.908
  43. Zapletal F., Šmíd MartinDecision of a Steel Company Trading with Emissions , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 916-921 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  44. Branda Martin, Červinka Michal, Schwartz A.Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download
  45. Kuběna Aleš AntonínSymmetry Condition for Partially Factorizable Discrete Distributions , INTERNATIONAL CONFERENCE ON INFORMATION GEOMETRY AND ITS APPLICATIONS IV, p. 46-47 , Eds: Kratochvíl Václav, IGAIA IV - Information Geometry and its Applications, (Liblice, 12.6.2016-17.6.2016) [2016] Download
  46. Sladký KarelTransient and Average Markov Reward Chains with Applications to Finance , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 773-778 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  47. Hanousek Jan, Kočenda EvženFDI and ownership in Czech firms: pre- and post-crisis efficiency, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2016) Research Report 942 [2016] Download
  48. Voříšek JanBimodality testing of the stochastic cusp model , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 888-893, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  49. Vitali Sebastiano, Tichý Tomáš, Kopa MilošThe arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  50. Branda MartinDay-ahead bidding on energy markets - a basic model and its extension to bidding curve , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 124-128, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  51. Kaňková VlastaScenario Generation via L-1 Norm , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 331-336, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  52. Tichý T., Kopa Miloš, Vitali S.The Bandwidth Selection in Connection to Option Implied Volatility Extraction , Proceedings of the 12th International Conference Liberec Economic Forum 2015, p. 201-208 , Eds: Kocourek Aleš, 12th International Conference Liberec Economic Forum 2015, (Liberec, CZ, 16.09.2015-17.09.2015) [2015] Download
  53. Kopa Miloš, Vitali Sebastiano, Tichý TomášOn the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  54. Šmíd MartinModel of Risk and Losses of a Multigeneration Mortgage Portfolio , 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1274-1278 , Eds: Šmíd Martin, International Scientific Conference Financial management of firms and financial institutions Ostrava /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  55. Vošvrda Miloslav, Schurrer J.Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 894-899, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  56. Branda Martin, Adam LukášA Comparison of Traditional and New Inverse Modelling Techniques for Source Term Identification in the Atmosphere , CTBT: Science and Technology 2015, CTBT: Science and Technology 2015, (Vienna, AT, 22.06.2015-26.06.2015) [2015] Download
  57. Sladký KarelSecond Order Optimality in Transient and Discounted Markov Decision Chains , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 731-736, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  58. Baruník Jozef, Kočenda Evžen, Vácha LukášAsymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, (Kiel 2014) Research Report 13 [2014] Download
  59. Branda MartinInfluence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach , International Scientific Conference Managing and Modelling of Financial Risks, p. 97-102, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  60. Houda MichalA note on the use of copulas in chance-constrained programming , Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014, p. 327-332 , Eds: Talašová J., MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  61. Tichý Tomáš, Kopa Miloš, Vitali S.On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  62. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R.ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download
  63. Kaňková VlastaMultiobjective Stochastic Optimization Problems with Probability Constraints , 32nd International Conference Mathematical Methods in Economics MME 2014, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  64. Šmíd MartinMarkov Equilibrium between High Frequency Traders , International Scientific Conference Managing and Modelling of Financial Risks, p. 781-786 , Eds: Šmíd Martin, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  65. Sladký KarelThe Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 908-913, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  66. Dufek J., Šmíd MartinMultifactor dynamic credit risk model , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 185-190, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  67. Baxa Jaromír, Plašil M., Vašíček B.Inflation and the Steeplechase Between Economic Activity Variables, Czech National Bank, (Prague 2013) Research Report 15/2013 [2013] Download
  68. Greco S., Mesiar Radko, Rindone F.Bipolar semicopulas , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 63-65, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  69. Greco S., Mesiar Radko, Rindone F.Axiomatic foundations of the universal integral in terms of aggregation functions and preference relations , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 62-64, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  70. Beliakov G., Bustince H., Fernandez J., Mesiar Radko, Pradera A.On the use of restricted dissimilarity and dissimilarity-like functions for defining penalty functions , Proceedings of the 8th Conference of the European Society for Fuzzy Logic and Technology EUSFLAT 2013, p. 620-625 , Eds: Pasi G., Montero J., Ciucci D, EUSFLAT 2013, (Milan, IT, 11.09.2013-13.09.2013) [2013] Download DOI: 10.2991/eusflat.2013.94
  71. Bustince H., Paternain D., De Miguel L., Mesiar RadkoSome notions of internal operators , EUROFUSE 2013 Workshop on Uncertainty and Imprecision Modelling in Decision Making, p. 43-48 , Eds: De Baets B., Fodor J., Montes S., EUROFUSE 2013, (Oviedo, ES, 02.12.2013-04.12.2013) [2013] Download
  72. Beliakov G., James S., Mesiar RadkoA generalization of the Bonferroni mean based on partitions , Proceedings of the 2013 IEEE International Conference on Fuzzy Systems (FUZZ 2013), 2013 IEEE International Conference on Fuzzy Systems, (Hyderabad, IN, 07.07.2013-10.07.2013) [2013] Download DOI: 10.1109/FUZZ-IEEE.2013.6622348
  73. Kuběna Aleš Antonín, Franek P.Symmetries of Quasi-Values , Algorithmic Game Theory - 6th International Symposium, SAGT 2013, p. 159-170, Symposium of Algorithmic Game Theory, (Aachen, DE, 21.10.2013-25.10.2013) [2013] Download DOI: 10.1007/978-3-642-41392-6_14
  74. Šmíd Martin, Kuběna Aleš AntonínDeterminants of Stocks' Choice in Portfolio Competitions , Financial Management of Firms and Financial Institutions, 8th International Scientific Conference Financial management of firms and financial institutions, (Ostrava, CZ, 9.-10. September 2013) [2013] Download
  75. Krištoufek Ladislav, Vošvrda MiloslavMeasuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013, p. 470-475 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  76. Baxa JaromírWhat the Data Say about the Effects of Fiscal Policy in the Czech Republic?, ÚTIA AV ČR, (Praha 2013) Research Report 2331 [2013]
  77. Kuběna Aleš Antonín, Šmíd MartinPortfolio competitions and rationality , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  78. Kaňková VlastaEconomic and Financial Problems via Multiobjective Stochastic Optimization , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  79. Sladký KarelCumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  80. Derviz AlexisBubbles, Bank Credit, and Macroprudential Policies, European Central Bank, (Frankfurt a. M 2013) Research Report 1551 [2013] Download
  81. 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
  82. Kopa MilošValue at Risk application to FSD portfolio efficiency testing , Proceedings of Managing and Modelling of Financial Risks 2012, p. 320-325, Managing and modeling of financial risks 2012, (Ostrava, CZ, 10.09.2012-11.09.2012) [2012] Download
  83. Mesiar RadkoDo we know how to integrate? , 9th International Conference on Modeling Decisions for Artificial Intelligence MDAI 2012, p. 13-22, Modeling Decisions for Artificial Intelligence, (Girona, ES, 21.11.2012-23.11.2012) [2012] Download DOI: 10.1007/978-3-642-34620-0_3
  84. Houda MichalConvexity 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
  85. Kodera Jan, Vošvrda MiloslavUsing Mathematica for the Analysis sof Macroeconomic Models , Proceedings of the Wolfram Technology Conference 2012, p. 1-11, Wolfram Technology Conference 2012, (Champaigne, US, 17.10.2012-19.10.2012) [2012] Download
  86. 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
  87. Sladký KarelRisk-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
  88. Klement E., Mesiar RadkoCopula-based integration of vector-valued functions , Advances in Computational Intelligence, p. 559-564 , Eds: Greco S., Bouchon-Meunier B., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31724-8_59
  89. Greco S., Mesiar Radko, Rindone F.The bipolar universal integral , Advances in Computational Intelligence, p. 360-369 , Eds: Greco S., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31718-7_38
  90. 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
  91. Sladký KarelRisk-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
  92. 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
  93. Ivanková Kristýna, Krištoufek Ladislav, Vošvrda MiloslavEvaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent , Mathematical Methods in Economics 2011, p. 300-305, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  94. 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
  95. Houda MichalUsing 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]
  96. 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]
  97. Krištoufek LadislavMultifractal Height Cross-Correlation Analysis , Mathematical Methods in Economics 2011, p. 1-19, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  98. Bustince H., Fernandez J., Mesiar Radko, Pradera A., Beliakov G.Restricted dissimilarity functions and penalty functions , Proceedings of the 7th Conference of the European Society for Fuzzy Logic and Technology, p. 79-85, EUSFLAT - LFA 2011. Conference of the European Society for Fuzzy Logic and Technology and les Recontres Francophones sur la Logique Floue et ses Applications, (Aix-Les-Bains, FR, 18.07.2011-22.07.2011) [2011] Download DOI: 10.2991/eusflat.2011.79
  99. 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
  100. 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
  101. Bustince H., Fernandez J., Sanz J., Galar M., Mesiar Radko, Kolesárová A.Multicriteria decision making by means of interval-valued Choquet integrals , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 269-278 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011] DOI: 10.1007/978-3-642-24001-0_25
  102. Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G.Image reduction using fuzzy quantifiers , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 351-362 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  103. Mesiar RadkoFuzzy integrals as a tool for multicriteria decision support , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 9-15 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  104. 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
  105. Ghiselli Ricci R., Mesiar RadkoAggregation with multi-attributes: a new perspective , Proceedings of AGOP 2011, p. 151-155 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  106. Bustince H., Fernandez J., Mesiar Radko, Beliakov G., Calvo T.Penalty functions over a Cartesian product of lattices , Proceedings of AGOP 2011, p. 59-64 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  107. Bustince H., Fernandez J., Mesiar Radko, Kalická J.Discrete interval-valued Choquet integrals , Proceedings of AGOP 2011, p. 23-27 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  108. Jurio A., Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G.A construction method of interval-valued fuzzy sets for image processing , Proceedings of SSCI 2011, T2FUZZ 2011, p. 16-22, SSCI 2011, T2FUZZ 2011, (Paris, FR, 11.04.2011-15.04.2011) [2011] Download
  109. Mareš MilanInformation measure for vague symbols , ODAM 2011, Book of Abstracts, p. 41-41 , Eds: Fišerová Eva, Talašová Jana, Olomoucian Days of Applied Mathematics, (Olomouc, CZ, 26-28. 1. 2011) [2011]
  110. Kaňková VlastaEmpirical 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
  111. Sladký KarelRamsey Growth Model in Discrete and Continuous-Time Setting , Výpočtová ekonomie, sborník 4.semináře, p. 95-105 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4.seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  112. Paternain D., Bustince H., Fernandez J., Beliakov G., Mesiar RadkoImage reduction with local reduction operators , CEC 2010. Proceedings of the IEEE Congress on Evolutionary Computation, p. 1-8, WCCI 2010. IEEE World Congress on Computational Intelligence, (Barcelona, ES, 18.07.2010-23.07.2010) [2010] Download
  113. Omelchenko VadymElliptical Stable Distributions , Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  114. Ivanková KristýnaApplication of isobars to stock market indices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 296-301 , Eds: Houda M., Friebelová J., Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  115. Šmíd Martin, Gapko PetrDynamic Model of Losses of Creditor with a Large Mortgage Portfolio , Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10, 47th EWGFM meeting, (Praha, CZ, 28.10.2010-30.10.2010) [2010] Download
  116. Baxa JaromírWhat the Data Say about the Effects of Fiscal Policy in the Czech Republic? , Mathematical Methods in Economics 2010, p. 24-29 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  117. 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
  118. Klement E.P., Manzi M., Mesiar RadkoAggregation functions with stronger types of monotonicity , Computational Intelligence for Knowledge-Based Systems Design, p. 218-224 , Eds: Hüllermeier E., Kruse R., Hoffmann F., IPMU 2010 /13./, (Dortmund, DE, 28.06.2010-02.07.2010) [2010] Download
  119. 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
  120. 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
  121. Kuběna Aleš AntonínPexeso ("Concentration game") as an arbiter of bounded-rationality models , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 337-380 , 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
  122. 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
  123. Baruník Jozef, Vácha Lukáš, Krištoufek LadislavComovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , 28th International Conference on Mathematical Methods in Economics 2010, p. 12-17 , Eds: Houda Michal, Friebelová Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  124. Gapko Petr, Šmíd MartinModeling a distribution of mortgage credit losses , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155 , 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
  125. 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
  126. 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
  127. Sladký KarelRisk-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
  128. Paternain D., Bustince H., Fernández J., Beliakov G., Mesiar RadkoSome averaging functions in image reduction , Trends in Applied Intelligent Systems, p. 399-408 , Eds: García-Pedrajas N., Herrera F., Benítez J. M., IEA/AIE 2010, (Cordoba, ES, 01.06.2010-04.06.2010) [2010] Download
  129. Krištoufek LadislavMultifractal height cross-correlation analysis, ÚTIA AV ČR, (Praha 2010) Research Report 2281 [2010] Download