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Bibliography

Martin Šmíd

  1. Šmíd MartinDosáhneme kolektivní imunity očkováním? , Rok s pandemií covid-19 - reflexe v poločase., p. 181-193 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]
  2. Šmíd Martin, Kuběna Aleš AntonínFungují opatření? Korelace versus kauzalita. , Rok s pandemií covid-19 - reflexe v poločase., p. 65-72 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]

  1. Šmíd Martin, Berec L., Trnka J.Reply to Llibre et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 941-941 [2022] Download DOI: 10.1093/infdis/jiac258
  2. Šmíd Martin, Berec L., Trnka J.Response to Beran et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 944-945 [2022] Download DOI: 10.1093/infdis/jiac259
  3. Zapletal F., Šmíd Martin, Kopa M.Multi-stage emissions management of a steel company , Annals of Operations Research vol.292, 2 (2020), p. 735-751 [2020] Download Download DOI: 10.1007/s10479-019-03192-4
  4. Gapko Petr, Šmíd MartinMulti-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 6 (2016), p. 565-574 [2016] Download
  5. Šmíd MartinEstimation of zero-intelligence models by L1 data , Quantitative Finance vol.16, 9 (2016), p. 1423-1444 [2016] Download DOI: 10.1080/14697688.2016.1149612
  6. Zapletal F., Šmíd MartinMean-risk optimal decision of a steel company under emission control , Central European Journal of Operations Research vol.24, 2 (2016), p. 435-454 [2016] Download DOI: 10.1007/s10100-015-0430-7
  7. Šmíd MartinUnit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 153-169 [2012] Download
  8. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  9. Gapko Petr, Šmíd MartinDynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 125-140 [2012] Download
  10. Šmíd MartinProbabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  11. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  12. Šmíd MartinPrice Tails in the Smith and Farmer's Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 31-40 [2008] Download
  13. Šmíd MartinAre Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 [2007]
  14. Šmíd MartinOn Uselessness of Limit Orders , Bulletin of the Czech Econometric Society vol.2007, 24 (2007), p. 45-57 [2007]
  15. Šmíd MartinStochastic model of thin market with an indivisible commodity , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 94-100 [2005]

  1. Vomlel Jiří, Kuběna A., Šmíd Martin, Weinerová J.Uncovering Relationships using Bayesian Networks: A Case Study on Conspiracy Theories , Proceedings of Machine Learning Research, Volume 246 : International Conference on Probabilistic Graphical Models, p. 470-485, International Conference on Probabilistic Graphical Models 2024 /12./, (Nijmegen, NL, 20240911) [2024] Download Download
  2. Suchopárová Gabriela, Vidnerová Petra, Neruda Roman, Šmíd MartinUsing a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19 , Engineering Applications of Neural Networks, p. 310-320 , Eds: Iliadis L., Jayne Ch., Tefas A., Pimenidis E., EANN 2022: International Conference on Engineering Applications of Neural Networks /23./, (Chersonissos / Virtual, GR, 20220617) [2022] Download DOI: 10.1007/978-3-031-08223-8_26
  3. Šmíd MartinModeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models , Proceedings of the 12th Workshop on Uncertainty Processing, p. 205-214 , Eds: Studený Milan, Ay Nihat, Coletti Giulianella, Kleiter Gernot D., Shenoy Prakash P., WUPES 2022: 12th Workshop on Uncertainty Processing, (Kutná Hora, CZ, 20220601) [2022] Download
  4. 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 MilanSimulation of non-pharmaceutical interventions in an agent based epidemic model , Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021), p. 263-268 , Eds: Brejová B., Ciencialová L., Holeňa M., Mráz F., Pardubská D., Plátek M., Vinař T., ITAT 2021: Information Technologies - Applications and Theory /21./, (Heľpa, SK, 20210924) [2021] Download
  5. Šmíd Martin, Kozmík VáclavSolution of Emission Management Problem , MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks, 9th International Scientific Conference Managing and Modelling of Financial Risks, (Ostrava, CZ, 20180905) [2018] Download
  6. Šmíd Martin, Kozmík VáclavTwo Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems , 36th International Conference Mathematical Methods in Economics, p. 551-554 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  7. Šmíd Martin, Dufek J.Multi-period Factor Model of a Loan Portfolio, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2363 [2017] Download
  8. Zapletal F., Šmíd MartinDecision of a Steel Company Trading with Emissions , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 916-921 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  9. Šmíd MartinModel of Risk and Losses of a Multigeneration Mortgage Portfolio , 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1274-1278 , Eds: Šmíd Martin, International Scientific Conference Financial management of firms and financial institutions Ostrava /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  10. Šmíd MartinMarkov Equilibrium between High Frequency Traders , International Scientific Conference Managing and Modelling of Financial Risks, p. 781-786 , Eds: Šmíd Martin, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  11. Dufek J., Šmíd MartinMultifactor dynamic credit risk model , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 185-190, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  12. Šmíd Martin, Kuběna Aleš AntonínDeterminants of Stocks' Choice in Portfolio Competitions , Financial Management of Firms and Financial Institutions, 8th International Scientific Conference Financial management of firms and financial institutions, (Ostrava, CZ, 9.-10. September 2013) [2013] Download
  13. Kuběna Aleš Antonín, Šmíd MartinPortfolio competitions and rationality , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  14. Šmíd Martin, Kopa M.A causal model of price and volume on market with a market maker, ÚTIA AV ČR, (Praha 2012) Research Report 2328 [2012] Download
  15. Šmíd MartinA Simple Decision Problem of a Market Maker , Mathematical Methods in Economics 2011, p. 694-697, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  16. Šmíd Martin, Gapko PetrDynamic Model of Losses of Creditor with a Large Mortgage Portfolio , Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10, 47th EWGFM meeting, (Praha, CZ, 28.10.2010-30.10.2010) [2010] Download
  17. Báťa Karel, Šmíd MartinEquity home bias in the Czech Republic , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 18-23 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  18. Gapko Petr, Šmíd MartinModeling a distribution of mortgage credit losses , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  19. Šmíd MartinDynamic model of Loan Portfolio with Lévy Asset Prices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 615-620 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  20. Šmíd MartinProbabilistic properties of the continuous double auction - uniform case , Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 317-322 , Eds: Brožová Helena, 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009) [2009] Download
  21. Šmíd MartinProbabilistic Properties of the Continuous Double Auction - Uniform Case, ÚTIA AV ČR, (Praha 2008) Research Report 2216 [2008]
  22. Šmíd MartinReduction of the Smith /& Farmers' Model, ÚTIA AV ČR, (Praha 2007) Research Report 2188 [2007]
  23. Šmíd MartinDynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2177 [2006]
  24. Šmíd MartinBehavior of a Risk Averse EMH-believer at a Limit Order Market , proceedings of WEHIA 2006, p. 1-9, International Conference on Economic Sciences with Heterogeneous Interacting Agents. WEHIA 2006, (Bologna, IT, 15.06.2006-17.06.2006) [2006] Download
  25. Šmíd MartinOptimal Strategies at a Limit Order Market , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 1-4 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]
  26. Šmíd MartinOn Markov Properties of Limit Order Markets , Prague Stochastics 2006, p. 1-10 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  27. Šmíd MartinBehavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 [2006]
  28. Šmíd MartinForecasting in continuous double auction , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 358-363 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  29. Šmíd MartinForecasting in Continuous Double Auction, ÚTIA AV ČR, (Praha 2005) Research Report 2128 [2005]
  30. Šmíd MartinStochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2106 [2004]
  31. Šmíd MartinDistribution of price in thin market with random arrival of agents , Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, p. 311-316, Mathematical Methods in Economics 2004 /22./, (Brno, CZ, 15.09.2004-17.09.2004) [2004]
  32. Šmíd MartinStochastic Model of Thin Market of Nondivisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2100 [2004]
  33. Šmíd MartinNotes on approximation of stochastic programming problem , Proceedings of the 21st International Conference Mathematical Methods in Economics 2003, p. 244-251 , Eds: Houška M., Czech University of Agriculture, (Prague 2003) , MME 2003, (Prague, CZ, 10.09.2003-12.09.2003) [2003]
  34. Kaňková Vlasta, Šmíd MartinDecomposition, stability and empirical estimates in multistage stochastic programming. Abstract , Fifth GAMM-Workshop "Stochastische Modelle und Steuerung. Abstracts, p. 15, Brandenburgische Technische Universität, (Lutherstadt Wittenberg 2003) , GAMM-Workshop Stochastische Modelle und Steuerung /5./, (Lutherstadt Wittenberg, DE, 17.03.2003-21.03.2003) [2003]
  35. Šmíd MartinComparison of Discretization Error with Error in Monte Carlo Estimates, ÚTIA AV ČR, (Praha 2001) Research Report 2025 [2001]
  36. Šmíd MartinEvaluating Quality of Approximate Solution of Stochastic Programming Problem, ÚTIA AV ČR, (Praha 1999) Research Report 1976 [1999]