Search results
- 1.0382158 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Convexity in stochastic programming model with indicators of ecological stability.
Proceedings of 30th International Conference Mathematical Methods in Economics. Karviná: Silesian University in Opava, School of Business Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 314-319. ISBN 978-80-7248-779-0.
[30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
R&D Projects: GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : stochastic programming * convexity * value-at-risk models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/houda-convexity in stochastic programming model with indicators of ecological stability.pdf
Permanent Link: http://hdl.handle.net/11104/0212459 - 2.0380981 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
On problem of optimization under incomplete information.
Proceedings of 30th International Conference Mathematical Methods in Economics. Karviná: Silesian University in Opava, School of Business Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 968-973. ISBN 978-80-7248-779-0.
[30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
R&D Projects: GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : optimization * censored data * Fisher information * product-limit estimate
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/SI/volf-on problem of optimization under incomplete information.pdf
Permanent Link: http://hdl.handle.net/11104/0211560 - 3.0377917 - ÚTIA 2013 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Risk Measures via Heavy Tails.
Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava: Vydavatelstvo EKONÓM, 2012 - (Reiff, M.), s. 115-119. ISBN 978-80-225-3426-0.
[Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava (SK), 30.05.2012-01.06.2012]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : Static stochastic optimization problems * linear and nonlinear dependence * thin and heavz tails
Subject RIV: BB - Applied Statistics, Operational Research; AH - Economics (UTIA-B)
http://library.utia.cas.cz/separaty/2012/E/kankova-risk measures via heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0209939 - 4.0377685 - ÚTIA 2013 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach.
Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava: Vydavatelstvo EKONÓM, 2012 - (Reiff, M.), s. 201-205. ISBN 978-80-225-3426-0.
[Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava (SK), 30.05.2012-01.06.2012]
R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : discrete-time Markov decision chains * exponential utility functions * risk-sensitive coefficient * connections between risk-sensitive and risk-neutral models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/sladky-risk-sensitive and risk-neutral optimality in markov decision chains a unified approach.pdf
Permanent Link: http://hdl.handle.net/11104/0209781 - 5.0369897 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Separable Utility Functions in Dynamic Economic Models.
Proceedings of the 29th International Conference Mathematical Methods in Economics. Praha: University of Economics, Prague, Faculty of Informatics and Statistics, 2011 - (Dlouhý, M.; Skočdopolová, V.), s. 629-634. ISBN 978-80-7431-058-4.
[29 mezinárodní konference matematické metody v ekonomii 2011. Janská Dolina (SK), 06.08.2011-09.08.2011]
R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : utiliy functions * decision under uncertainty * dynamic economic models
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2011/E/sladky-separable utility functions in dynamic economic models.pdf
Permanent Link: http://hdl.handle.net/11104/0203855 - 6.0369422 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Using indicators of ecological stability in stochastic programming.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 279-283. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Jánska Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : EIA process * indicator of ecological stability * stochastic programming * value-at-risk model
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0203488 - 7.0364871 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
A Simple Decision Problem of a Market Maker.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 694-697. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Janská Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GA402/09/0965; GA ČR GAP402/10/1610; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : market microstructure * market makers * decision problem * probability constraints * stochastic optimization
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/smid-a simple decision problem of a market maker.pdf
Permanent Link: http://hdl.handle.net/11104/0200240 - 8.0364654 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Dependent Data in Economic and Financial Problems.
Proceedings of the 29th International Conference Mathematical Methods in Economics 2011. Vol. 1. Praha: Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic, 2011 - (Dlouhý, M.; Skočdopolová, V.), s. 327-332. ISBN 978-80-7431-058-4.
[29th International Conference Mathematical Methods in Economics 2011. Janská Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GAP402/10/1610; GA ČR GAP402/11/0150; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming * Wasserstein metric * L_1norm * Empirical estimates * One-stage problems * Multistage problems * Independent samples * m-dependent samples * Markov dependence * Phi-mixing random samples
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kankova-dependent data in economic and financial problems.pdf
Permanent Link: http://hdl.handle.net/11104/0006558 - 9.0364201 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
Analysis of occurrence of extremes in a time series with a trend.
Proccedengs of the 29th International Conference on Mathematical Methods in Economics 2011. Praha: Professional Publishing Praha, 2011 - (Dlouhý, M.; Skočdopolová, V.), s. 751-756. ISBN 978-80-7431-059-1.
[29th International Conference on Mathematical Methods in Economics 2011. Jánská Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : extremal value * regression * prediction
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/SI/volf-analysis of occurrence of extremes in a time series with a trend.pdf
Permanent Link: http://hdl.handle.net/11104/0199742 - 10.0348202 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 96-106. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics (Multiple Criteria Decision Making). Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/10/1610; GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Optimization problems with a random element * One stage stochastic programming problems * Multistage stochastic programming problems * Linear and nonlinear functionals * Risk measures
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/E/kankova-nonlinear functionals in stochastic programming a note on stability and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0188791