Search results
- 1.0558938 - ÚI 2023 RIV CH eng C - Conference Paper (international conference)
Suchopárová, Gabriela - Vidnerová, Petra - Neruda, Roman - Šmíd, Martin
Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19.
Engineering Applications of Neural Networks. Cham: Springer, 2022 - (Iliadis, L.; Jayne, C.; Tefas, A.; Pimenidis, E.), s. 310-320. Communications in Computer and Information Science, 1600. ISBN 978-3-031-08222-1. ISSN 1865-0929.
[EANN 2022: International Conference on Engineering Applications of Neural Networks /23./. Chersonissos / Virtual (GR), 17.06.2022-20.06.2022]
Institutional support: RVO:67985807 ; RVO:67985556
Keywords : Deep learning * Risk model * Immunity waning
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8); Statistics and probability (UTIA-B)
https://dx.doi.org/10.1007/978-3-031-08223-8_26
Permanent Link: https://hdl.handle.net/11104/0332424 - 2.0558740 - ÚTIA 2023 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Modeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models.
Proceedings of the 12th Workshop on Uncertainty Processing. Prague: MatfyzPress, 2022 - (Studený, M.; Ay, N.; Coletti, G.; Kleiter, G.; Shenoy, P.), s. 205-214. ISBN 978-80-7378-460-7.
[WUPES 2022: 12th Workshop on Uncertainty Processing. Kutná Hora (CZ), 01.06.2022-04.06.2022]
Institutional support: RVO:67985556
Keywords : COVID * Epidemic Models * stochastic model
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2022/E/smid-0558740.pdf
Permanent Link: http://hdl.handle.net/11104/0332320 - 3.0546282 - ÚI 2022 RIV DE eng C - Conference Paper (international conference)
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, Milan … Total 14 authors
Simulation of non-pharmaceutical interventions in an agent based epidemic model.
Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021). Aachen: Technical University & CreateSpace Independent Publishing, 2021 - (Brejová, B.; Ciencialová, L.; Holeňa, M.; Mráz, F.; Pardubská, D.; Plátek, M.; Vinař, T.), s. 263-268. ISSN 1613-0073.
[ITAT 2021: Information Technologies - Applications and Theory /21./. Heľpa (SK), 24.09.2021-28.09.2021]
R&D Projects: GA TA ČR(CZ) TL04000282
Institutional support: RVO:67985807 ; RVO:67985556 ; RVO:67985998
Keywords : agent based modelling * epidemic modelling * non-pharmaceutical interventions
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8); Sociology (NHU-N); Public administration (NHU-N); Urban studies (planning and development) (NHU-N); Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8) (UTIA-B)
https://ics.upjs.sk/~antoni/ceur-ws.org/Vol-0000/paper12.pdf
Permanent Link: http://hdl.handle.net/11104/0322820File Download Size Commentary Version Access 0546282-aoa.pdf 12 924.6 KB OA CC BY 4.0 Publisher’s postprint open-access - 4.0495435 - ÚTIA 2019 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kozmík, Václav
Solution of Emission Management Problem.
MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks. Ostrava: VŠB-Technical University of Ostrava, 2018. ISSN 2464-6970. E-ISSN 2464-6989.
[9th International Scientific Conference Managing and Modelling of Financial Risks. Ostrava (CZ), 05.09.2018-06.09.2018]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : Multi-stage stochastic programming * Emission management * SDDP * time dependence
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2018/E/smid-0495435.pdf
Permanent Link: http://hdl.handle.net/11104/0288954 - 5.0493316 - ÚTIA 2019 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kozmík, Václav
Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems.
36th International Conference Mathematical Methods in Economics. Praha: MatfyzPress, 2018 - (Váchová, L.; Kratochvíl, V.), s. 551-554. ISBN 978-80-7378-371-6.
[36th International Conference Mathematical Methods in Economics. Jindřichův Hradec (CZ), 12.09.2018-14.09.2018]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : Multi-stage stochastic programming * deterministic equivalent * multi-period CVaR * nested CVaR * optimization algorithm
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2018/E/smid-0493316.pdf
Permanent Link: http://hdl.handle.net/11104/0286991 - 6.0469137 - ÚTIA 2017 RIV CZ eng C - Conference Paper (international conference)
Zapletal, F. - Šmíd, Martin
Decision of a Steel Company Trading with Emissions.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 916-921. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR(CZ) GA16-01298S
Institutional support: RVO:67985556
Keywords : CVaR * emission trading * optimization * allowances * EU ETS
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/smid-0469137.pdf
Permanent Link: http://hdl.handle.net/11104/0269418 - 7.0433571 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Markov Equilibrium between High Frequency Traders.
International Scientific Conference Managing and Modelling of Financial Risks. Ostrava: VSB-TU Ostrava, 2014 - (Šmíd, M.), s. 781-786. ISBN 978-80-248-3631-7.
[International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./. Ostrava (CZ), 08.09.2014-09.09.2014]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Grant - others:European Social Fund(CZ) CZ.1.07/2.3.00/20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Institutional support: RVO:67985556
Keywords : limit order market * Markov property * optimal trading
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/smid-0433571.pdf
Permanent Link: http://hdl.handle.net/11104/0237773 - 8.0411421 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Forecasting in continuous double auction.
[Predpovídání ve dvojité aukci se spojitým časem.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Kralové: Gaudeamus, 2005 - (Skalská, H.), s. 358-363. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057
Grant - others:GA UK(CZ) 454/2004/AEK/FSV
Institutional research plan: CEZ:AV0Z10750506
Keywords : limit order markets * continuous double auction * price and volume
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131503 - 9.0411233 - UTIA-B 20030220 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Notes on approximation of stochastic programming problem.
Prague: Czech University of Agriculture, 2003. ISBN 80-213-1046-4. In: Proceedings of the 21st International Conference Mathematical Methods in Economics 2003. - (Houška, M.), s. 244-251
[MME 2003. Prague (CZ), 10.09.2003-12.09.2003]
R&D Projects: GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming * discretization * Monte Carlo
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131319 - 10.0396997 - ÚTIA 2014 CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Kuběna, Aleš Antonín
Determinants of Stocks' Choice in Portfolio Competitions.
Financial Management of Firms and Financial Institutions. Ostrava: VŠB-Technical University Ostrava, faculty of Economics, Finance department, 2013.
[8th International Scientific Conference Financial management of firms and financial institutions. Ostrava (CZ), 9.-10. September 2013]
R&D Projects: GA ČR GA402/09/0965; GA ČR GAP402/11/0150
Grant - others:EU(CZ) CZ.1.07/2.3.00/20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Institutional support: RVO:67985556
Keywords : portfolio competition * game theory * behavioural finance * discrete choice
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/smid-determinants of stocks choice in portfolio competitions.pdf
Permanent Link: http://hdl.handle.net/11104/0224705