Search results
- 1.0557038 - ÚI 2023 eng V - Research Report
Berec, Luděk - Diviák, T. - Kuběna, Aleš Antonín - Levínský, René - Neruda, Roman - Suchopárová, Gabriela - Šlerka, J. - Šmíd, Martin - Trnka, Jan - Tuček, V. - Vidnerová, Petra - Zajíček, Milan - Zapletal, František
Model-M: An agent-based epidemic model of a middle-sized municipality.
2022. bioRxiv, 2021.05.13.21257139.
R&D Projects: GA TA ČR(CZ) TL04000282
Institutional support: RVO:67985807 ; RVO:67985556
http://dx.doi.org/10.1101/2021.05.13.21257139
Permanent Link: http://hdl.handle.net/11104/0331145 - 2.0480803 - ÚTIA 2018 CZ eng V - Research Report
Šmíd, Martin - Dufek, J.
Multi-period Factor Model of a Loan Portfolio.
Praha: ÚTIA AV ČR v.v.i, 2017. 45 s. Research Report, 2363.
Keywords : Credit Risk * Structural Factor Models * Loan Portfolio Management
http://library.utia.cas.cz/separaty/2017/E/smid-0480803.pdf
Permanent Link: http://hdl.handle.net/11104/0276487File Download Size Commentary Version Access 0480803.pdf 1 1.3 MB Other open-access - 3.0411374 - UTIA-B 20050104 CZ eng V - Research Report
Šmíd, Martin
Forecasting in Continuous Double Auction.
Praha: ÚTIA AV ČR, 2005. 19 s. Research Report, 2128.
R&D Projects: GA ČR GA402/03/H057; GA ČR GA402/04/1294
Grant - others:GA UK(CZ) 454/2004/A EK/FSV
Institutional research plan: CEZ:AV0Z10750506
Keywords : limit order markets * continuous double auction * price and volume
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131456 - 4.0411307 - UTIA-B 20050035 CZ eng V - Research Report
Šmíd, Martin
Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process.
Praha: ÚTIA AV ČR, 2005. 19 s. Research Report, 2126.
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/03/H057
Institutional research plan: CEZ:AV0Z10750506
Keywords : limit order markets * continuous double auction * limit order book
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131390 - 5.0410772 - UTIA-B 20010241 CZ eng V - Research Report
Šmíd, Martin
Comparison of Discretization Error with Error in Monte Carlo Estimates.
Praha: ÚTIA AV ČR, 2001. 20 s. Research Report, 2025.
R&D Projects: GA ČR GA402/01/0539
Institutional research plan: AV0Z1075907
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130860 - 6.0410342 - UTIA-B 20000058 CZ eng V - Research Report
Šmíd, Martin
Evaluating Quality of Approximate Solution of Stochastic Programming Problem.
Praha: ÚTIA AV ČR, 1999. 19 s. Research Report, 1976.
R&D Projects: GA ČR GA402/98/0742
Institutional research plan: AV0Z1075907
Permanent Link: http://hdl.handle.net/11104/0130432 - 7.0388739 - ÚTIA 2013 CZ eng V - Research Report
Šmíd, Martin - Kopa, M.
A causal model of price and volume on market with a market maker.
Praha: ÚTIA AV ČR, 2012. 12 s. Research Report, 2328.
R&D Projects: GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : market maker * rationality * price and volume process
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/smid-a causal model of price and volume on market with a market maker.pdf
Permanent Link: http://hdl.handle.net/11104/0217942File Download Size Commentary Version Access 0388739.pdf 9 325.6 KB Other open-access - 8.0305506 - ÚTIA 2008 CZ eng V - Research Report
Šmíd, Martin
Probabilistic Properties of the Continuous Double Auction - Uniform Case.
[Pravděpodobnostní vlastnosti spojité dvojité aukce - rovnoměrný případ.]
Praha: ÚTIA AV ČR, 2008. 10 s. Research Report, 2216.
R&D Projects: GA ČR(CZ) GA402/06/1417
Institutional research plan: CEZ:AV0Z10750506
Keywords : continuous double auction * distribution
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0158771 - 9.0106438 - UTIA-B 20040250 CZ eng V - Research Report
Šmíd, Martin
Stochastic Model of Thin Market with Divisible Commodity.
Praha: ÚTIA AV ČR, 2004. 10 s. Research Report, 2106.
R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057
Institutional research plan: CEZ:AV0Z1075907
Keywords : thin maarket * market price * traded volume
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0013619 - 10.0106437 - UTIA-B 20040249 CZ eng V - Research Report
Šmíd, Martin
Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply.
Praha: ÚTIA AV ČR, 2004. 12 s. Research Report, 2120.
R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057
Institutional research plan: CEZ:AV0Z1075907
Keywords : equilibrium price * random demand * random supply
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0013618