Search results
- 1.0490685 - ÚTIA 2019 SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Second Order Stochastic Dominance Constraints in Multi-objective Stochastic Programming Problems.
Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Bratislava: University of Economics, Bratislava, 2018 - (Reiff, M.; Gežík, P.), s. 165-171. ISBN 978-80-89962-07-5.
[Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Trenčianské Teplice (SK), 23.05.2018-25.05.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : stochastic multi-objective optimization problems * efficient solution * Wasserstein metric and L1 norm * Lipschitz property * second order stochastic dominance constraints * relaxation
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2018/E/kankova-0490685.pdf
Permanent Link: http://hdl.handle.net/11104/0286787 - 2.0447994 - ÚTIA 2016 RIV CZ eng J - Journal Article
Kaňková, Vlasta - Houda, Michal
Thin and heavy tails in stochastic programming.
Kybernetika. Roč. 51, č. 3 (2015), s. 433-456. ISSN 0023-5954
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.628, year: 2015
http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf
Permanent Link: http://hdl.handle.net/11104/0250230 - 3.0410702 - UTIA-B 20010171 RIV GB eng C - Conference Paper (international conference)
Calvo, T. - Mesiar, Radko
Stability of aggregation operators.
Leicester: Montfort University Leicester, 2001. In: International Conference in Fuzzy Logic and Technology. Proceedings., s. 475-478
[EUSFLAT 2001. Leicester (GB), 05.09.2001-07.09.2001]
R&D Projects: GA ČR GA402/99/0032
Institutional research plan: AV0Z1075907
Keywords : aggregation operator * Lipschitz property * stability
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0130790 - 4.0393354 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Economic and Financial Problems via Multiobjective Stochastic Optimization.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.). ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
R&D Projects: GA ČR GA13-14445S; GA ČR GAP402/11/0150
Institutional support: RVO:67985556
Keywords : stochastic multiobjective optimization problems * efficient solution * Wasserstein metric * L_1 norm * empirical estimates * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/kankova-economic and financial problems via multiobjective stochastic optimization.pdf
Permanent Link: http://hdl.handle.net/11104/0223780 - 5.0380774 - ÚTIA 2013 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Empirical Estimates in Economic and Financial Problems via Heavy Tails.
Proceedings of 30th International Conference Mathematical Methods in Economics 2012. Karviná: Silesian University in Opava, School of Busines Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 396-401. 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; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : stochastic optimization problems * empirical estimates * thin and heavy tailed distributions * stable distribution * Pareto distribution * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/Kankova-empirical estimates in economic and financial problems via heavy tails.pdf
Permanent Link: http://hdl.handle.net/11104/0211398 - 6.0376758 - ÚTIA 2013 RIV CZ eng J - Journal Article
Houda, Michal - Kaňková, Vlasta
Empirical Estimates in Economic and Financial Optimization Problems.
Bulletin of the Czech Econometric Society. Roč. 19, č. 29 (2012), s. 50-69. ISSN 1212-074X
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 * empirical estimates * moment generating functions * stability * Wasserstein metric * L1-norm * Lipschitz property * consistence * convergence rate * normal distribution * Pareto distribution * Weibull distribution * distribution tails * simulation
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/houda-empirical estimates in economic and financial optimization problems.pdf
Permanent Link: http://hdl.handle.net/11104/0209079 - 7.0359099 - ÚTIA 2012 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization: Special cases.
Výpočtová ekonomie, sborník 4.semináře. Plzeň: Západočeská univerzita v Plzni, 2010 - (Lukáš, L.), s. 9-19. ISBN 978-80-7043-773-5.
[Výpočtová ekonomie, 4. seminář. Plzeň (CZ), 18.12.2008]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programming problems * L_1 norm * Lipschitz property * empirical estimates * convergence rate * exponential tails * heavy tails * Pareto distribution * risk functional
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kankova-empirical estimates in stochastic optimization special cases.pdf
Permanent Link: http://hdl.handle.net/11104/0196952 - 8.0346165 - ÚTIA 2011 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization via Distribution Tails.
Kybernetika. Roč. 46, č. 3 (2010), s. 459-471. ISSN 0023-5954.
[International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠMT(CZ) LC06075
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming problems * Stability * Wasserstein metric * L_1 norm * Lipschitz property * Empirical estimates * Convergence rate * Exponential tails * Heavy tails * Pareto distribution * Risk functional * Empirical quantiles
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
Permanent Link: http://hdl.handle.net/11104/0187260File Download Size Commentary Version Access 0346165.pdf 1 171.9 KB Publisher’s postprint open-access - 9.0025906 - ÚTIA 2006 RIV US eng J - Journal Article
Klement, E.P. - Mesiar, Radko - Pap, E.
Different types of continuity of triangular norms revisited.
[O rôznych typoch spojitosti triangulárnych noriem.]
New Matematics and Natural Computation. Roč. 1, č. 2 (2005), s. 195-211. ISSN 1793-0057
R&D Projects: GA ČR(CZ) GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : triangular norm * Lipschitz property * Schur concavity * stability
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0116231