Institute of Information Theory and Automation

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Bibliography

Martin Šmíd


    Journal articles

    1. Šmíd Martin, Zapletal F., Hančlová J.Which carbon derivatives are applicable in practice? A case study of a European steel company , Kybernetika vol.53, 6 (2017), p. 1071-1085 [2017] Download
    2. Šmíd Martin, Kopa MilošDynamic Model of Market with Uninformed Market Maker , Kybernetika vol.53, 5 (2017), p. 922-958 [2017] Download
    3. 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
    4. Šmíd MartinEstimation of zero-intelligence models by L1 data , Quantitative Finance vol.16, 9 (2016), p. 1423-1444 [2016] Download
    5. 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
    6. Hromádka R., Kuběna Aleš Antonín, Šmíd Martin, Popelka S.Medial calcar of proximal humeral fracture as landmark in restoration of humeral length in case of hemiarthroplasty , Surgical and Radiologic Anatomy vol.35, 5 (2014), p. 473-479 [2014] Download
    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 MartinThe Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate , Annals of Operations Research vol.165, 1 (2009), p. 29-45 [2009] Download
    13. 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
    14. Šmíd MartinAre Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 [2007]
    15. Šmíd MartinOn Uselessness of Limit Orders , Bulletin of the Czech Econometric Society vol.2007, 24 (2007), p. 45-57 [2007]
    16. Šmíd MartinStochastic model of thin market with an indivisible commodity , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 94-100 [2005]
    17. Kaňková Vlasta, Šmíd MartinOn approximation in multistage stochastic programs: Markov dependence , Kybernetika vol.40, 5 (2004), p. 625-638 [2004]

    Other publications

    1. 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
    2. 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
    3. 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
    4. 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
    5. 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
    6. 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
    7. Kuběna Aleš Antonín, Šmíd MartinPortfolio competitions and rationality , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
    8. 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
    9. 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
    10. 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
    11. 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
    12. 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
    13. 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
    14. 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
    15. Šmíd MartinProbabilistic Properties of the Continuous Double Auction - Uniform Case, ÚTIA AV ČR, (Praha 2008) Research Report 2216 [2008]
    16. Šmíd MartinReduction of the Smith /& Farmers' Model, ÚTIA AV ČR, (Praha 2007) Research Report 2188 [2007]
    17. Šmíd MartinDynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2177 [2006]
    18. Šmíd MartinDynamic Behavior of a Rational Agent at a Limit Order Market, UTIA AV ČR, (Sydney 2006) [2006] Download
    19. 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
    20. 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]
    21. 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]
    22. Šmíd MartinBehavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 [2006]
    23. 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]
    24. Šmíd MartinForecasting in Continuous Double Auction, ÚTIA AV ČR, (Praha 2005) Research Report 2128 [2005]
    25. Šmíd MartinConditional Distribution of the Limit Order Book Given the History of the Best Quote Process, ÚTIA AV ČR, (Praha 2005) Research Report 2126 [2005]
    26. Šmíd MartinStochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2106 [2004]
    27. Šmíd MartinNormal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply, ÚTIA AV ČR, (Praha 2004) Research Report 2120 [2004]
    28. 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]
    29. Kaňková Vlasta, Šmíd MartinA Remark on Approximation in Multistage Stochastic Programs: Markov Dependence, ÚTIA AV ČR, (Praha 2004) Research Report 2102 [2004]
    30. Šmíd MartinStochastic Model of Thin Market of Nondivisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2100 [2004]
    31. 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]
    32. 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]
    33. Šmíd MartinComparison of Discretization Error with Error in Monte Carlo Estimates, ÚTIA AV ČR, (Praha 2001) Research Report 2025 [2001]
    34. Šmíd MartinEvaluating Quality of Approximate Solution of Stochastic Programming Problem, ÚTIA AV ČR, (Praha 1999) Research Report 1976 [1999]
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