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Annual workshop on Stochastics Informatics and Decision Making (Alšovice 2024)

Date of event

Workshop on Stochastics Informatics and Decision Making  - well known as Alšovice according to the traditional venue of many of the first meetings - is an annual workshop organized by members of the Department of Stochastic Informatics of the Institute of Information Theory and Automation of the Czech Academy of Sciences. It is an informal meeting of people interested in various topics of information and decision-making theories.

Useful information

  • Date: June 5 - June 7, 2024 (Wednesday - Friday).
  • Registration deadline: 15th May 2024. Either via email to Karel Vrbenský or via Google Forms. Please specify how long you want to stay, the title of your talk, and its preferred length.
  • Location: The workshop takes place in Penzion Kněžická Chalupa in the Czech Republic in the beautiful surroundings of the Krkonoše Mountains, above the town of Vrchlabí. (see map below).
  • Presentation: Each participant is invited to give a presentation in a duration of approximately 30 minutes.
  • Accommodation: Accommodation is provided in the guest house, including full board.


Wednesday (Chair: Jan Klaschka)

  • 14:00 Zdeněk Fabián: Informace a neurčitost
  • 14:30 Iván Leonardo Pérez Cabrera: BN2A models: Identifability and Structural Learning
  • 15:30 Martin Šmíd, Karel Vrbenský: Optimální řízení globálních problémů
  • Coffee break
  • 16:00 Jakub Slavík: Extensions of the Young integral
  • 16:30 Milan Studený: On self-adhesivity concept for polymatroids and conditional independence structures

Thursday (Chair: Petr Volf)

  • 09:00 Václav Kratochvíl: Troubles with defining entropy for Belief functions
  • 09:30 Marouan Handa: Term sparse polynomial optimization for the design of frame structures
  • Coffee break
  • 10:30 Lenka Nechvátalová:  Autoencoder asset pricing models and economic restrictions - an international evidence
  • 11:00 František Čech: Ahead of the Yield Curve: Tail Risk Forecasting in Interest Rates Futures Markets
  • 11:30 Jiří Vomlel: Disinformation in Czech society: an analysis using Bayesian networks

Friday (Chair: Jozef Baruník)

  • 08:30 Jozef Baruník, Attila Sárkány: Quantile Preferences in Portfolio Choice: A Q-DRL Approach to
    Dynamic Diversification
  • 09:00 Josef Kurka: Heterogeneously persistent higher moment risks
  • 09:30 Jaromír Baxa: Bankovnictví v době války: Evidence z Ukrajiny
  • Coffee break
  • 10:30 Luboš Hanus: Deep Learning the Persistence Structure of Economic Variables
  • 11:00 Lukáš Vácha: Forecasting Volatility of Oil-based Commodities: The Model of Dynamic Persistence
  • 11:30 Petr Tichavský: Dynamické programování snadno a rychle


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