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  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]
  3. Kukačka JiříSimulated maximum likelihood estimation of agent-based models in economics and finance , Network Theory and Agent-Based Modeling in Economics and Finance, p. 203-226 , Eds: Chakrabarti A. S., Pichl L., Kaizoji T. [2019] DOI: 10.1007/978-981-13-8319-9_10
  4. Derviz AlexisCollateral Composition, Diversification Risk, and Systemically Important Merchant Banks , Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund [2013] Download
  5. Víšek Jan ÁmosRobust error-term-scale estimate , Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jureckova, p. 254-267 , Eds: Antoch Jaromir, Huskova Marie, Sen Pranab [2010] Download
  6. Mareš MilanVaguely motivated cooperation , Fuzzy Optimization, p. 271-286 , Eds: Lodwick Weldon A., Kacprzyk Janusz [2010] Download

  1. Zila Eric, Kukačka JiříMoment set selection for the SMM using simple machine learning , Journal of Economic Behavior & Organization vol.212, 1 (2023), p. 366-391 [2023] Download DOI: 10.1016/j.jebo.2023.05.040
  2. 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
  3. 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
  4. Mesiar Radko, Li J., Ouyang Y., Šeliga A.A new class of decomposition integrals on finite spaces , International Journal of Approximate Reasoning vol.149, 1 (2022), p. 192-205 [2022] Download Download DOI: 10.1016/j.ijar.2022.08.004
  5. Mesiar Radko, Kolesárová A.Rectangles-based discrete universal fuzzy integrals , International Journal of Approximate Reasoning vol.148, 1 (2022), p. 162-173 [2022] Download Download DOI: 10.1016/j.ijar.2022.06.003
  6. Baruník Jozef, Bevilacqua M., Tunaru R.Asymmetric Network Connectedness of Fears , Review of Economics and Statistics vol.104, 6 (2022), p. 1304-1316 [2022] Download Download DOI: 10.1162/rest_a_01003
  7. Kukačka Jiří, Krištoufek LadislavDoes parameterization affect the complexity of agent-based models? , Journal of Economic Behavior & Organization vol.192, 1 (2021), p. 324-356 [2021] Download Download DOI: 10.1016/j.jebo.2021.10.007
  8. Vainer J., Kukačka JiříNash Q-learning agents in Hotelling's model: Reestablishing equilibrium , Communications in Nonlinear Science and Numerical Simulation vol.99, 105805 [2021] Download Download DOI: 10.1016/j.cnsns.2021.105805
  9. Kočenda Evžen, Iwasaki I.Bank Survival in Central and Eastern Europe , International Review of Economics & Finance vol.69, 1 (2020), p. 860-878 [2020] Download Download DOI: 10.1016/j.iref.2020.06.020
  10. 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
  11. Agahi H., Mehri-Dehnavi H., Mesiar RadkoMonte Carlo integration for Choquet integral , International Journal of Intelligent Systems vol.34, 6 (2019), p. 1348-1358 [2019] Download Download DOI: 10.1002/int.22112
  12. Polach J., Kukačka JiříProspect Theory in the Heterogeneous Agent Model , Journal of Economic Interaction and Coordination vol.14, 1 (2019), p. 147-174 [2019] Download Download DOI: 10.1007/s11403-018-0219-6
  13. Kaňková Vlasta, Omelchenko VadymStochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric , Kybernetika vol.54, 6 (2018), p. 1231-1246, 19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI), (Jindřichův Hradec, CZ, 20180604) [2018] Download DOI: 10.14736/kyb-2018-6-1231
  14. Sladký KarelRisk-sensitive Average Optimality in Markov Decision Processes , Kybernetika vol.54, 6 (2018), p. 1218-1230, Mathematical Methods in Economy and Industry 2017, (Jindřichův Hradec, CZ, 20170904) [2018] Download DOI: 10.14736/kyb-2018-6-1218
  15. Kočenda Evžen, Brůha J.Bankovní sektor a státní riziko v Evropské unii , Politická ekonomie vol.66, 3 (2018), p. 366-383 [2018] Download DOI: 10.18267/j.polek.1193
  16. Kočenda Evžen, Poghosyan K.Export sophistication: A dynamic panel data approach , Emerging Markets Finance and Trade vol.54, 12 (2018), p. 2799-2814 [2018] Download DOI: 10.1080/1540496X.2017.1412305
  17. Agahi H., Mesiar RadkoOn Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.26, 2 (2018), p. 255-259 [2018] Download DOI: 10.1142/S0218488518500137
  18. Kočenda EvženSurvey of volatility and spillovers on financial markets , Prague Economic Papers vol.27, 3 (2018), p. 293-305 [2018] Download DOI: 10.18267/j.pep.650
  19. Baumöhl E., Kočenda Evžen, Lyócsa S., Výrost T.Networks of volatility spillovers among stock markets , Physica. A : Statistical Mechanics and its Applications vol.490, 1 (2018), p. 1555-1574 [2018] Download DOI: 10.1016/j.physa.2017.08.123
  20. Baruník J., Vácha LukášDo co-jumps impact correlations in currency markets? , Journal of Financial Markets vol.37, 1 (2018), p. 97-119 [2018] Download DOI: 10.1016/j.finmar.2017.11.004
  21. Hazarika P., Borkotokey S., Mesiar RadkoBi-cooperative games in bipolar fuzzy settings , International Journal of General Systems vol.47, 1 (2018), p. 51-66 [2018] Download DOI: 10.1080/03081079.2017.1388800
  22. Krištoufek Ladislav, Vošvrda MiloslavHerding, minority game, market clearing and efficient markets in a simple spin model framework , Communications in Nonlinear Science and Numerical Simulation vol.54, 1 (2018), p. 148-155 [2018] Download DOI: 10.1016/j.cnsns.2017.05.025
  23. Sladký KarelSecond Order Optimality in Markov Decision Chains , Kybernetika vol.53, 6 (2017), p. 1086-1099 [2017] Download DOI: 10.14736/kyb-2017-6-1086
  24. Kraicová Lucie, Baruník JozefEstimation of long memory in volatility using wavelets , Studies in Nonlinear Dynamics and Econometrics vol.21, 20160101 [2017] Download DOI: 10.1515/snde-2016-0101
  25. Baruník Jozef, Kočenda Evžen, Vácha LukášAsymmetric volatility connectedness on the forex market , Journal of International Money and Finance vol.77, 1 (2017), p. 39-56 [2017] Download DOI: 10.1016/j.jimonfin.2017.06.003
  26. Ouyang Y., Li J., Mesiar RadkoOn linearity of pan-integral and pan-integrable functions space , International Journal of Approximate Reasoning vol.90, 1 (2017), p. 307-318 [2017] Download DOI: 10.1016/j.ijar.2017.08.001
  27. Agahi H., Mesiar Radko, Babakhani A.Generalized expectation with general kernels on g-semirings and its applications , Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales vol.111, 3 (2017), p. 863-875 [2017] Download DOI: 10.1007/s13398-016-0322-2
  28. Mesiar Radko, Li J., Ouyang Y.On the equality of integrals , Information Sciences vol.393, 1 (2017), p. 82-90 [2017] Download DOI: 10.1016/j.ins.2017.02.015
  29. Chen T., Mesiar Radko, Li J., Stupňanová A.Possibility and necessity measures and integral equivalence , International Journal of Approximate Reasoning vol.86, 1 (2017), p. 62-72 [2017] Download DOI: 10.1016/j.ijar.2017.04.008
  30. Ouyang Y., Li J., Mesiar RadkoOn the equivalence of the Choquet, pan- and concave integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.456, 1 (2017), p. 151-162 [2017] Download DOI: 10.1016/j.jmaa.2017.06.086
  31. Krištoufek LadislavFractal approach towards power-law coherency to measure cross-correlations between time series , Communications in Nonlinear Science and Numerical Simulation vol.50, 1 (2017), p. 193-200 [2017] Download DOI: 10.1016/j.cnsns.2017.02.018
  32. Avdulaj Krenar, Baruník JozefSemiparametric nonlinear quantile regression model for financial returns , Studies in Nonlinear Dynamics and Econometrics vol.21, 1 (2017), p. 81-97 [2017] Download DOI: 10.1515/snde-2016-0044
  33. Agahi H., Mesiar RadkoProbability inequalities for decomposition integrals , Journal of Computational and Applied Mathematics vol.315, 1 (2017), p. 240-248 [2017] Download DOI: 10.1016/j.cam.2016.11.014
  34. Krištoufek Ladislav, Vošvrda MiloslavGold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download Download DOI: 10.1016/j.physa.2015.12.075
  35. Krištoufek LadislavPower-law cross-correlations estimation under heavy tails , Communications in Nonlinear Science and Numerical Simulation vol.40, 1 (2016), p. 163-172 [2016] Download DOI: 10.1016/j.cnsns.2016.04.010
  36. Agahi H., Mesiar RadkoStolarsky's inequality for Choquet-like expectation , Mathematica Slovaca vol.66, 5 (2016), p. 1235-1248 [2016] Download DOI: 10.1515/ms-2016-0219
  37. 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
  38. Adam Lukáš, Branda MartinNonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers , Journal of Optimization Theory and Applications vol.170, 2 (2016), p. 419-436 [2016] Download DOI: 10.1007/s10957-016-0943-9
  39. Frensch R., Hanousek J., Kočenda EvženTrade in parts and components across Europe , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 3 (2016), p. 236-262 [2016] Download
  40. 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
  41. Adam Lukáš, Branda MartinSparse optimization for inverse problems in atmospheric modelling , Environmental Modelling & Software vol.79, 3 (2016), p. 256-266 [2016] Download DOI: 10.1016/j.envsoft.2016.02.002
  42. Krištoufek Ladislav, Vošvrda MiloslavGold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download DOI: 10.1016/j.physa.2015.12.075
  43. 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
  44. Kaňková VlastaA remark on multiobjective stochastic optimization via strongly convex functions , Central European Journal of Operations Research vol.24, 2 (2016), p. 309-333 [2016] Download DOI: 10.1007/s10100-015-0414-7
  45. Baruník Jozef, Kočenda Evžen, Vácha LukášGold, oil, and stocks: Dynamic correlations , International Review of Economics & Finance vol.42, 1 (2016), p. 186-201 [2016] Download DOI: 10.1016/j.iref.2015.08.006
  46. Mesiar Radko, Stupňanová A., Yager R. R.Generalizations of OWA Operators , IEEE Transactions on Fuzzy Systems vol.23, 6 (2015), p. 2154-2152 [2015] Download DOI: 10.1109/TFUZZ.2015.2406888
  47. Klement E.P., Mesiar RadkoOn the Expected Value of Fuzzy Events , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.23, p. 57-74 [2015] Download DOI: 10.1142/S021848851540005X
  48. Krištoufek LadislavOn the interplay between short and long term memory in the power-law cross-correlations setting , Physica. A : Statistical Mechanics and its Applications vol.421, 1 (2015), p. 218-222 [2015] Download DOI: 10.1016/j.physa.2014.11.040
  49. Krištoufek LadislavCan the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? , Physica. A : Statistical Mechanics and its Applications vol.431, 1 (2015), p. 124-127 [2015] Download DOI: 10.1016/j.physa.2015.02.086
  50. Borkotokey S., Hazarika P., Mesiar RadkoA multilinear extension of a class of fuzzy bi-cooperative games , Journal of Intelligent & Fuzzy Systems vol.28, 2 (2015), p. 681-691 [2015] Download DOI: 10.3233/IFS-141349
  51. Mesiar Radko, Li J., Pap E.Superdecomposition integrals , Fuzzy Sets and Systems vol.259, 1 (2015), p. 3-11 [2015] Download DOI: 10.1016/j.fss.2014.05.003
  52. Ouyang Y., Li J., Mesiar RadkoRelationship between the concave integrals and the pan-integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.424, 2 (2015), p. 975-987 [2015] Download DOI: 10.1016/j.jmaa.2014.11.058
  53. Krištoufek LadislavFinite sample properties of power-law cross-correlations estimators , Physica. A : Statistical Mechanics and its Applications vol.419, 1 (2015), p. 513-525 [2015] Download DOI: 10.1016/j.physa.2014.10.068
  54. Krištoufek LadislavMeasuring correlations between non-stationary series with DCCA coefficient , Physica. A : Statistical Mechanics and its Applications vol.402, 1 (2014), p. 291-298 [2014] Download DOI: 10.1016/j.physa.2014.01.058
  55. Krištoufek LadislavLeverage effect in energy futures , Energy Economics vol.45, 1 (2014), p. 1-9 [2014] Download DOI: 10.1016/j.eneco.2014.06.009
  56. Krištoufek Ladislav, Janda K., Zilberman D.Price transmission between biofuels, fuels and food commodities , Biofuels Bioproducts & Biorefining-Biofpr vol.8, 3 (2014), p. 362-373 [2014] Download DOI: 10.1002/bbb.1464
  57. Klement E.P., Manzi M., Mesiar RadkoUltramodularity and copulas , Rocky Mountain Journal of Mathematics vol.44, 1 (2014), p. 189-202 [2014] Download DOI: 10.1216/RMJ-2014-44-1-189
  58. Klement E.P., Mesiar Radko, Spizzichino F., Stupňanová A.Universal integrals based on copulas , Fuzzy Optimization and Decision Making vol.13, 3 (2014), p. 273-286 [2014] Download DOI: 10.1007/s10700-014-9182-4
  59. Greco S., Mesiar Radko, Rindone F.Discrete bipolar universal integrals , Fuzzy Sets and Systems vol.252, 1 (2014), p. 55-65 [2014] Download DOI: 10.1016/j.fss.2014.02.002
  60. Kopa Miloš, Tichý T.No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection , The Anthropologist: international journal of contemporary and applied studies of man vol.17, 3 (2014), p. 751-755 [2014] Download
  61. Krištoufek Ladislav, Luňáčková P.Long-term memory in electricity prices: Czech market evidence , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 407-424 [2013] Download
  62. Kaňková VlastaRisk Measures in Optimization Problems via Empirical Estimates , Acta Universitatis Carolinae. Oeconomica vol.7, 3 (2013), p. 162-177 [2013] Download
  63. Sladký KarelRisk-Sensitive and Mean Variance Optimality in Markov Decision Processes , Acta Oeconomica Pragensia vol.7, 3 (2013), p. 146-161 [2013] Download
  64. Avdulaj Krenar, Baruník JozefCan We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 425-442 [2013] Download
  65. Baruník Jozef, Vácha LukášContagion among Central and Eastern European stock markets during the financial crisis , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 443-453 [2013] Download
  66. Krištoufek LadislavMixed-correlated ARFIMA processes for power-law cross-correlations , Physica. A : Statistical Mechanics and its Applications vol.392, 24 (2013), p. 6484-6493 [2013] Download DOI: 10.1016/j.physa.2013.08.041
  67. Mareš Milan, Mesiar RadkoInformation in vague data sources , Kybernetika vol.49, 3 (2013), p. 433-445 [2013] Download
  68. Kodera Jan, Van Tran Q., Vošvrda MiloslavComplex Price Dynamics in the Modified Kaldorian Model , Prague Economic Papers vol.22, 3 (2013), p. 358-384 [2013] Download
  69. Agahi H., Mohammadpour A., Mesiar Radko, Ouyang Y.On a strong law of large numbers for monotone measures , Statistics & Probability Letters vol.83, 4 (2013), p. 1213-1218 [2013] Download DOI: 10.1016/j.spl.2013.01.021
  70. Mesiar Radko, Li J., Pap E.Discrete pseudo-integrals , International Journal of Approximate Reasoning vol.54, 3 (2013), p. 357-364 [2013] Download DOI: 10.1016/j.ijar.2012.07.008
  71. Krištoufek Ladislav, Vošvrda MiloslavMeasuring capital market efficiency: Global and local correlations structure , Physica. A : Statistical Mechanics and its Applications vol.392, 1 (2013), p. 184-193 [2013] Download DOI: 10.1016/j.physa.2012.08.003
  72. Omelchenko VadymBehavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions , Bulletin of the Czech Econometric Society vol.2012, 30 (2012), p. 124-138 [2012] Download
  73. Sladký KarelSome Remarks on Stochastic Versions of the Ramsey Growth Model , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 139-152 [2012] Download
  74. 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
  75. Derviz Alexis, Raková M.Parent Influence on Loan Pricing by Czech Banks , Prague Economic Papers vol.21, 4 (2012), p. 434-449 [2012] Download
  76. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  77. Agahi H., Mohammadpour A., Mesiar Radko, Vaezpour M. S.Liapunov-type inequality for universal integral , International Journal of Intelligent Systems vol.27, 10 (2012), p. 908-925 [2012] Download DOI: 10.1002/int.21553
  78. Derviz AlexisFinancial Frictions and Real Implications of Macroprudential Policies , Financial Markets and Portfolio Management vol.3, 26 (2012), p. 333-368 [2012] Download DOI: 10.1007/s11408-012-0189-y
  79. Baruník Jozef, Aste T., Di Matteo T., Liu R.Understanding the source of multifractality in financial markets , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4234-4251 [2012] Download DOI: 10.1016/j.physa.2012.03.037
  80. Houda Michal, Kaňková VlastaEmpirical Estimates in Economic and Financial Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 50-69 [2012] Download
  81. Branda M., Kopa MilošDEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 106-124 [2012] Download
  82. 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
  83. Šmíd MartinProbabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  84. Vácha Lukáš, Baruník Jozef, Vošvrda MiloslavHow do skilled traders change the structure of the market , International Review of Financial Analysis vol.23, 1 (2012), p. 66-71 [2012] Download DOI: 10.1016/j.irfa.2011.06.011
  85. Voříšek JanEstimating Stochastic Cusp Model Using Transition Density , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 84-95 [2011] Download
  86. Baruník Jozef, Baruníková M.Neural Networks as Semiparametric Option Pricing Tool , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 66-83 [2011] Download
  87. Jurio A., Pagola M., Mesiar Radko, Beliakov G., Bustince H.Image magnification using interval information , IEEE Transactions on Image Processing vol.20, 11 (2011), p. 3112-3123 [2011] Download DOI: 10.1109/TIP.2011.2158227
  88. Derviz AlexisInformation, Sentiment, and Price in a Fast Order-Driven Market , IUP Journal of Financial Risk Management vol.8, 3 (2011), p. 43-75 [2011] Download
  89. Durante F., Jaworski P., Mesiar RadkoInvariant dependence structures and Archimedean copulas , Statistics & Probability Letters vol.81, 12 (2011), p. 1995-2003 [2011] Download DOI: 10.1016/j.spl.2011.08.018
  90. Afonso A., Baxa Jaromír, Slavík M.Fiscal developments and financial stress: a threshold VAR analysis , European Central Bank Working Paper Series vol.2011, 1319 (2011), p. 1-60 [2011] Download
  91. Horváth RomanResearch & development and growth: A Bayesian model averaging analysis , Economic Modelling vol.28, 6 (2011), p. 2669-2673, Society for Non-linear Dynamics and Econometrics Annual Conferencen, (Washington DC, US, 16.03.2011-18.03.2011) [2011] Download DOI: 10.1016/j.econmod.2011.08.007
  92. Krtek Jiří, Vošvrda MiloslavComparing Neural Networks and ARMA Models in Artificial Stock Market , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 53-65 [2011] Download
  93. Agahi H., Ouyang Y., Mesiar Radko, Pap E., Štrbojaf M.Hölder and Minkowski type inequalities for pseudo-integral , Applied Mathematics and Computation vol.217, 21 (2011), p. 8630-8639 [2011] Download DOI: 10.1016/j.amc.2011.03.100
  94. Klement P. E., Manzi M., Mesiar RadkoUltramodular aggregation functions , Information Sciences vol.181, 19 (2011), p. 4101-4111 [2011] Download DOI: 10.1016/j.ins.2011.05.021
  95. Derviz AlexisReal Implications of Bursting Asset Price Bubbles in Economies with Bank Credit , Finance a úvěr-Czech Journal of Economics and Finance vol.61, 1 (2011), p. 92-116 [2011]
  96. Mareš MilanInformation measures and uncertainty of particular symbols , Kybernetika vol.47, 1 (2011), p. 144-163 [2011] Download
  97. Derviz Alexis, Podpiera J.Lending Behavior of Multinational Bank Affiliates , Risk Governance and Control: Financial Markets & Institutions vol.1, 1 (2011), p. 19-36 [2011] Download
  98. Víšek Jan ÁmosHeteroscedasticity resistant robust covariance matrix estimator , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 33-49 [2010] Download
  99. Hamzeh A., Mesiar Radko, Yao O., Endre P., Mirjama Š.Berwald type inequality for Sugeno integral , Applied Mathematics and Computation vol.217, 8 (2010), p. 4100-4108 [2010] Download DOI: 10.1016/j.amc.2010.10.027
  100. Vošvrda MiloslavEditorial , AUCO Czech Economic Review vol.4, 3 (2010), p. 234-235 [2010] Download
  101. Krištoufek LadislavOn spurious anti-persistence in the US stock indices , Chaos Solitons & Fractals vol.43, 1 (2010), p. 68-78 [2010] Download DOI: 10.1016/j.chaos.2010.09.001
  102. Gapko Petr, Šmíd MartinModeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  103. Mesiar Radko, Sempi C.Ordinal sums and idempotents of copulas , Aequationes Mathematicae vol.79, p. 39-52 [2010] Download DOI: 10.1007/s00010-010-0013-6
  104. Baruník Jozef, Vácha LukášMonte Carlo-based tail exponent estimator , Physica. A : Statistical Mechanics and its Applications vol.389, 21 (2010), p. 4863-4874 [2010] Download DOI: 10.1016/j.physa.2010.06.054
  105. Kaňková VlastaEmpirical Estimates in Stochastic Optimization via Distribution Tails , Kybernetika vol.46, 3 (2010), p. 459-471, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  106. Sladký KarelIdentification of Optimal Policies in Markov Decision Processes , Kybernetika, 3 (2010), p. 558-570, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  107. Baruník Jozef, Krištoufek LadislavOn Hurst exponent estimation under heavy-tailed distributions , Physica. A : Statistical Mechanics and its Applications vol.389, 18 (2010), p. 3844-3855 [2010] Download DOI: 10.1016/j.physa.2010.05.025
  108. Krištoufek LadislavLocal Scaling Properties and Market Turning Points at Prague Stock Exchange , Acta physica Polonica. B vol.41, 6 (2010), p. 1001-1014 [2010] Download
  109. Durante F., Mesiar RadkoL-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas , Journal of Mathematical Analysis and Applications vol.180, 3 (2010), p. 610-165 [2010] Download DOI: 10.1016/j.jmaa.2010.04.005
  110. Krištoufek LadislavLong-range dependence in returns and volatility of Central European Stock Indices , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 50-67 [2010] Download
  111. Baruník Jozef, Vácha LukášMonte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  112. Ahagi H., Mesiar Radko, Ouyang Y.Chebyshev type inequalities for pseudo-integrals , Nonlinear Analysis: Theory, Methods & Applications vol.72, 6 (2010), p. 2737-2743 [2010] Download DOI: 10.1016/j.na.2009.11.017
  113. Bustince H., Fernández J., Mesiar Radko, Montero J., Orduna R.Overlap functions , Nonlinear Analysis: Theory, Methods & Applications vol.72, p. 1488-1499 [2010] Download DOI: 10.1016/j.na.2009.08.033
  114. Derviz AlexisFunding Costs and Loan Pricing by Multinational Bank Affiliates , Working Paper CNB vol.9, 9 (2009), p. 1-48 [2009] Download
  115. Mareš MilanTwo fuzzy zeros, two fuzzy units , International Journal of Innovative Computing, Information and Control, 5 (2008), p. 1243-1250 [2008]

  1. Kočenda Evžen, Shivendra R.Drivers of Private Equity Activity across Europe: An East-West Comparison, UK FSV – IES, (Praha 2023) Research Report IES WP 14/2023 [2023] Download
  2. Kočenda Evžen, Eshun S. F.Determinants of Financial Inclusion in Africa and OECD Countries, UK FSV – IES, (Praha 2023) Research Report IES WP 18/2023 [2023] Download
  3. Aliyev S., Kočenda EvženECB monetary policy and commodity prices, FFA VSE, (Praha 2022) Research Report 8/2022 [2022] Download
  4. 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
  5. 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
  6. Kučera A., Kočenda Evžen, Maršál AlešYield Curve Dynamics and Fiscal Policy Shocks, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2022) Research Report 4/2022 [2022] Download
  7. Kočenda Evžen, Iwasaki I.Bank Survival Around the World: A Meta-Analytic Review, Hitotsubashi University, (Tokyo 2021) Research Report 2021‐2 [2021] Download
  8. Kočenda Evžen, Iwasaki I.Bank Survival Around the World: A Meta-Analytic Review, IES, Univerzita Karlova, (Praha 2021) Research Report 2021-09 [2021] Download
  9. Pinter J., Kočenda EvženMedia Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 30/2021 [2021] Download
  10. Greenwood-Nimmo M., Kočenda Evžen, Nguyen V. H.Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 29/2021 [2021] Download
  11. 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
  12. Houda MichalUse of the BCC and Range Directional DEA Models within an Efficiency Evaluation , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 180-185 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  13. Sladký KarelCentral Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes , QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX, p. 305-311 , Eds: Reiff Marian, Gežík Pavel, Quantitative Methods in Economics 2020 (Multiple Criteria Decision Making 2020) /20./, (Púchov, SK, 20200527) [2020] Download
  14. Sladký KarelRisk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 537-543 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  15. Kaňková VlastaA Note on Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 247-252 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  16. Kapounek S., Kučerová Z., Kočenda EvženSelective Attention in Exchange Rate Forecasting, UK FSV – IES, (Praha 2020) Research Report 42/2020 [2020] Download
  17. de Batz L., Kočenda EvženFinancial Crime and Punishment: A Meta-Analysis, UK FSV – IES, (Praha 2020) Research Report 2020/40 [2020] Download
  18. Kapounek S., Kučerová Z., Kočenda EvženSelective Attention in Exchange Rate Forecasting, Kyoto Institute of Economic Studies, (Kyoto 2020) Research Report 1035 [2020] Download
  19. Aliyev S., Kočenda EvženECB monetary policy and commodity prices, Institute of Economic Studies, Faculty of Social Science, Charles University, (Praha 2020) Research Report [2020] Download
  20. Iwasaki I., Kočenda Evžen, Shida YoshisadaDistressed Acquisitions: Evidence from European Emerging Markets, Kyoto Institute of Economic Research, Kyoto University, (Kyoto 2020) Research Report 1031 [2020] Download
  21. Hanousek Jan, Kočenda Evžen, Vozárová P.Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2020) Research Report 1028 [2020] Download
  22. Brož V., Kočenda EvženMortgage-related bank penalties and systemic risk among U.S. banks, Kyoto University, (Kyoto 2020) Research Report 1024 [2020] Download
  23. Kočenda Evžen, Iwasaki I.Bank Survival in European Emerging Markets, Kyoto University, (Kyoto 2020) Research Report 1022 [2020] Download
  24. Kaňková VlastaMean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 350-355 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  25. Sladký KarelSecond Order Optimality in Markov and Semi-Markov Decision Processes , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 338-343 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  26. 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
  27. Kaňková VlastaMulti-Objective Optimization Problems with Random Elements - Survey of Approaches , 36th International Conference Mathematical Methods in Economics, p. 198-203 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  28. Sladký KarelRisk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains , 36th International Conference Mathematical Methods in Economics, p. 497-512 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  29. 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
  30. Kaňková VlastaSecond Order Stochastic Dominance Constraints in Multi-objective Stochastic Programming Problems , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 165-171 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  31. Sladký KarelCentral Moments and Risk-Sensitive Optimality in Markov Reward Chains , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 325-331 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  32. Kaňková VlastaOptimal Value of Loans via Stochastic Programming , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 313-318, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  33. 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
  34. Sladký Karel, Martínez Cortés V. M.Risk-Sensitive Optimality in Markov Games , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 684-689, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  35. Kodera J., Van Tran Q., Vošvrda MiloslavDiscrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 419-424 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  36. Kaňková VlastaA Note on Optimal Value of Loans , 34th International Conference Mathematical Methods in Economics, p. 371-376 , Eds: Kocourek A., Vavroušek M., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  37. Voříšek JanApproximate Transition Density Estimation of the Stochastic Cusp Model , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 892-897 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  38. Krištoufek Ladislav, Vošvrda MiloslavCapital market efficiency in the Ising model environment: Local and global effects , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 465-470 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  39. Krištoufek LadislavScaling of dependence between foreign exchange rates and stock markets in Central Europe , Acta Physica Polonica A. Vol 129, n. 5 (2016) - Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS, p. 908-912, Polish Symposium of Physics in Economy and Social Sciences FENS (2016) /8./, (Rzeszów, PL, 20151104) [2016] Download DOI: 10.12693/APhysPolA.129.908
  40. 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
  41. Branda Martin, Červinka Michal, Schwartz A.Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download
  42. Kuběna Aleš AntonínSymmetry Condition for Partially Factorizable Discrete Distributions , INTERNATIONAL CONFERENCE ON INFORMATION GEOMETRY AND ITS APPLICATIONS IV, p. 46-47 , Eds: Kratochvíl Václav, IGAIA IV - Information Geometry and its Applications, (Liblice, 12.6.2016-17.6.2016) [2016] Download
  43. Sladký KarelTransient and Average Markov Reward Chains with Applications to Finance , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 773-778 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  44. Hanousek Jan, Kočenda EvženFDI and ownership in Czech firms: pre- and post-crisis efficiency, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2016) Research Report 942 [2016] Download
  45. Voříšek JanBimodality testing of the stochastic cusp model , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 888-893, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  46. Vitali Sebastiano, Tichý Tomáš, Kopa MilošThe arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  47. Branda MartinDay-ahead bidding on energy markets - a basic model and its extension to bidding curve , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 124-128, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  48. Kaňková VlastaScenario Generation via L-1 Norm , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 331-336, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  49. Tichý T., Kopa Miloš, Vitali S.The Bandwidth Selection in Connection to Option Implied Volatility Extraction , Proceedings of the 12th International Conference Liberec Economic Forum 2015, p. 201-208 , Eds: Kocourek Aleš, 12th International Conference Liberec Economic Forum 2015, (Liberec, CZ, 16.09.2015-17.09.2015) [2015] Download
  50. Kopa Miloš, Vitali Sebastiano, Tichý TomášOn the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  51. 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
  52. Vošvrda Miloslav, Schurrer J.Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 894-899, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  53. Branda Martin, Adam LukášA Comparison of Traditional and New Inverse Modelling Techniques for Source Term Identification in the Atmosphere , CTBT: Science and Technology 2015, CTBT: Science and Technology 2015, (Vienna, AT, 22.06.2015-26.06.2015) [2015] Download
  54. Sladký KarelSecond Order Optimality in Transient and Discounted Markov Decision Chains , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 731-736, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  55. Baruník Jozef, Kočenda Evžen, Vácha LukášAsymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, (Kiel 2014) Research Report 13 [2014] Download
  56. Branda MartinInfluence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach , International Scientific Conference Managing and Modelling of Financial Risks, p. 97-102, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  57. Houda MichalA note on the use of copulas in chance-constrained programming , Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014, p. 327-332 , Eds: Talašová J., MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  58. Tichý Tomáš, Kopa Miloš, Vitali S.On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  59. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R.ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download
  60. Kaňková VlastaMultiobjective Stochastic Optimization Problems with Probability Constraints , 32nd International Conference Mathematical Methods in Economics MME 2014, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  61. 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
  62. Sladký KarelThe Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 908-913, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  63. 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
  64. Baxa Jaromír, Plašil M., Vašíček B.Inflation and the Steeplechase Between Economic Activity Variables, Czech National Bank, (Prague 2013) Research Report 15/2013 [2013] Download
  65. Greco S., Mesiar Radko, Rindone F.Bipolar semicopulas , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 63-65, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  66. Greco S., Mesiar Radko, Rindone F.Axiomatic foundations of the universal integral in terms of aggregation functions and preference relations , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 62-64, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  67. Beliakov G., Bustince H., Fernandez J., Mesiar Radko, Pradera A.On the use of restricted dissimilarity and dissimilarity-like functions for defining penalty functions , Proceedings of the 8th Conference of the European Society for Fuzzy Logic and Technology EUSFLAT 2013, p. 620-625 , Eds: Pasi G., Montero J., Ciucci D, EUSFLAT 2013, (Milan, IT, 11.09.2013-13.09.2013) [2013] Download DOI: 10.2991/eusflat.2013.94
  68. Bustince H., Paternain D., De Miguel L., Mesiar RadkoSome notions of internal operators , EUROFUSE 2013 Workshop on Uncertainty and Imprecision Modelling in Decision Making, p. 43-48 , Eds: De Baets B., Fodor J., Montes S., EUROFUSE 2013, (Oviedo, ES, 02.12.2013-04.12.2013) [2013] Download
  69. Beliakov G., James S., Mesiar RadkoA generalization of the Bonferroni mean based on partitions , Proceedings of the 2013 IEEE International Conference on Fuzzy Systems (FUZZ 2013), 2013 IEEE International Conference on Fuzzy Systems, (Hyderabad, IN, 07.07.2013-10.07.2013) [2013] Download DOI: 10.1109/FUZZ-IEEE.2013.6622348
  70. Kuběna Aleš Antonín, Franek P.Symmetries of Quasi-Values , Algorithmic Game Theory - 6th International Symposium, SAGT 2013, p. 159-170, Symposium of Algorithmic Game Theory, (Aachen, DE, 21.10.2013-25.10.2013) [2013] Download DOI: 10.1007/978-3-642-41392-6_14
  71. 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
  72. Krištoufek Ladislav, Vošvrda MiloslavMeasuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013, p. 470-475 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  73. Baxa JaromírWhat the Data Say about the Effects of Fiscal Policy in the Czech Republic?, ÚTIA AV ČR, (Praha 2013) Research Report 2331 [2013]
  74. 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
  75. Kaňková VlastaEconomic and Financial Problems via Multiobjective Stochastic Optimization , 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
  76. Sladký KarelCumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains , 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
  77. Derviz AlexisBubbles, Bank Credit, and Macroprudential Policies, European Central Bank, (Frankfurt a. M 2013) Research Report 1551 [2013] Download
  78. 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
  79. Kopa MilošValue at Risk application to FSD portfolio efficiency testing , Proceedings of Managing and Modelling of Financial Risks 2012, p. 320-325, Managing and modeling of financial risks 2012, (Ostrava, CZ, 10.09.2012-11.09.2012) [2012] Download
  80. Mesiar RadkoDo we know how to integrate? , 9th International Conference on Modeling Decisions for Artificial Intelligence MDAI 2012, p. 13-22, Modeling Decisions for Artificial Intelligence, (Girona, ES, 21.11.2012-23.11.2012) [2012] Download DOI: 10.1007/978-3-642-34620-0_3
  81. Houda MichalConvexity in stochastic programming model with indicators of ecological stability , Proceedings of 30th International Conference Mathematical Methods in Economics, p. 314-319 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  82. Kodera Jan, Vošvrda MiloslavUsing Mathematica for the Analysis sof Macroeconomic Models , Proceedings of the Wolfram Technology Conference 2012, p. 1-11, Wolfram Technology Conference 2012, (Champaigne, US, 17.10.2012-19.10.2012) [2012] Download
  83. Kaňková VlastaEmpirical Estimates in Economic and Financial Problems via Heavy Tails , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 396-401 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  84. Sladký KarelRisk-Sensitive and Average Optimality in Markov Decision Processes , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 799-804 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  85. Klement E., Mesiar RadkoCopula-based integration of vector-valued functions , Advances in Computational Intelligence, p. 559-564 , Eds: Greco S., Bouchon-Meunier B., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31724-8_59
  86. Greco S., Mesiar Radko, Rindone F.The bipolar universal integral , Advances in Computational Intelligence, p. 360-369 , Eds: Greco S., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31718-7_38
  87. Kaňková VlastaRisk Measures via Heavy Tails , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 115-119 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  88. Sladký KarelRisk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 201-205 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  89. Branda MartinThird-degree stochastic dominance and DEA efficiency - relations and numerical comparison , Mathematical Methods in Economics 2011, p. 1-6, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  90. Ivanková Kristýna, Krištoufek Ladislav, Vošvrda MiloslavEvaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent , Mathematical Methods in Economics 2011, p. 300-305, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  91. Sladký KarelSeparable Utility Functions in Dynamic Economic Models , Proceedings of the 29th International Conference Mathematical Methods in Economics, p. 629-634 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29 mezinárodní konference matematické metody v ekonomii 2011, (Janská Dolina, SK, 06.08.2011-09.08.2011) [2011] Download
  92. Houda MichalUsing indicators of ecological stability in stochastic programming , Mathematical Methods in Economics 2011, p. 279-283, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011]
  93. Baruník Jozef, Vácha LukášModeling multivariate volatility using wavelet-based realized covariance estimator , Mathematical Methods in Economics 2011, p. 29-34, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011]
  94. Krištoufek LadislavMultifractal Height Cross-Correlation Analysis , Mathematical Methods in Economics 2011, p. 1-19, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  95. Bustince H., Fernandez J., Mesiar Radko, Pradera A., Beliakov G.Restricted dissimilarity functions and penalty functions , Proceedings of the 7th Conference of the European Society for Fuzzy Logic and Technology, p. 79-85, EUSFLAT - LFA 2011. Conference of the European Society for Fuzzy Logic and Technology and les Recontres Francophones sur la Logique Floue et ses Applications, (Aix-Les-Bains, FR, 18.07.2011-22.07.2011) [2011] Download DOI: 10.2991/eusflat.2011.79
  96. 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
  97. Kopa MilošComparison of various approaches to portfolio efficiency , Mathematical Methods in Economics 2011, p. 351-356, Mathematical Methods in Economics 2011, (Liptovský Ján, SK, 06.09.2011) [2011] Download
  98. Bustince H., Fernandez J., Sanz J., Galar M., Mesiar Radko, Kolesárová A.Multicriteria decision making by means of interval-valued Choquet integrals , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 269-278 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011] DOI: 10.1007/978-3-642-24001-0_25
  99. Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G.Image reduction using fuzzy quantifiers , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 351-362 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  100. Mesiar RadkoFuzzy integrals as a tool for multicriteria decision support , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 9-15 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  101. Kaňková VlastaDependent Data in Economic and Financial Problems , Proceedings of the 29th International Conference Mathematical Methods in Economics 2011, p. 327-332 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29th International Conference Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  102. Ghiselli Ricci R., Mesiar RadkoAggregation with multi-attributes: a new perspective , Proceedings of AGOP 2011, p. 151-155 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  103. Bustince H., Fernandez J., Mesiar Radko, Beliakov G., Calvo T.Penalty functions over a Cartesian product of lattices , Proceedings of AGOP 2011, p. 59-64 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  104. Bustince H., Fernandez J., Mesiar Radko, Kalická J.Discrete interval-valued Choquet integrals , Proceedings of AGOP 2011, p. 23-27 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  105. Jurio A., Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G.A construction method of interval-valued fuzzy sets for image processing , Proceedings of SSCI 2011, T2FUZZ 2011, p. 16-22, SSCI 2011, T2FUZZ 2011, (Paris, FR, 11.04.2011-15.04.2011) [2011] Download
  106. Mareš MilanInformation measure for vague symbols , ODAM 2011, Book of Abstracts, p. 41-41 , Eds: Fišerová Eva, Talašová Jana, Olomoucian Days of Applied Mathematics, (Olomouc, CZ, 26-28. 1. 2011) [2011]
  107. Kaňková VlastaEmpirical Estimates in Stochastic Optimization: Special cases , Výpočtová ekonomie, sborník 4.semináře, p. 9-19 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4. seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  108. Sladký KarelRamsey Growth Model in Discrete and Continuous-Time Setting , Výpočtová ekonomie, sborník 4.semináře, p. 95-105 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4.seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  109. Paternain D., Bustince H., Fernandez J., Beliakov G., Mesiar RadkoImage reduction with local reduction operators , CEC 2010. Proceedings of the IEEE Congress on Evolutionary Computation, p. 1-8, WCCI 2010. IEEE World Congress on Computational Intelligence, (Barcelona, ES, 18.07.2010-23.07.2010) [2010] Download
  110. Omelchenko VadymElliptical Stable Distributions , Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  111. Ivanková KristýnaApplication of isobars to stock market indices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 296-301 , Eds: Houda M., Friebelová J., Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  112. 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
  113. Baxa JaromírWhat the Data Say about the Effects of Fiscal Policy in the Czech Republic? , Mathematical Methods in Economics 2010, p. 24-29 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  114. Veverka PetrBackward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) [2010] Download
  115. Klement E.P., Manzi M., Mesiar RadkoAggregation functions with stronger types of monotonicity , Computational Intelligence for Knowledge-Based Systems Design, p. 218-224 , Eds: Hüllermeier E., Kruse R., Hoffmann F., IPMU 2010 /13./, (Dortmund, DE, 28.06.2010-02.07.2010) [2010] Download
  116. Kaňková VlastaNonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 96-106 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making), (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  117. Sladký KarelMarkov decision chains in discrete- and continuous-time; a unified approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 207-219 , Eds: Reiff Marian, Quantitative Methods in Economics, Multiple Criteria Decision Making XV, (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  118. Kuběna Aleš AntonínPexeso ("Concentration game") as an arbiter of bounded-rationality models , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 337-380 , 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
  119. 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
  120. Baruník Jozef, Vácha Lukáš, Krištoufek LadislavComovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , 28th International Conference on Mathematical Methods in Economics 2010, p. 12-17 , Eds: Houda Michal, Friebelová Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  121. 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
  122. 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
  123. Kaňková VlastaRamsey Stochastic Model via Multistage Stochastic Programming , 28th International Conference on Mathematical Methods in Economics 2010, p. 328-333 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  124. Sladký KarelRisk-sensitive Ramsey Growth Model , 28th International Conference on Mathematical Methods in Economics 2010, p. 560-565 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  125. Paternain D., Bustince H., Fernández J., Beliakov G., Mesiar RadkoSome averaging functions in image reduction , Trends in Applied Intelligent Systems, p. 399-408 , Eds: García-Pedrajas N., Herrera F., Benítez J. M., IEA/AIE 2010, (Cordoba, ES, 01.06.2010-04.06.2010) [2010] Download
  126. Krištoufek LadislavMultifractal height cross-correlation analysis, ÚTIA AV ČR, (Praha 2010) Research Report 2281 [2010] Download
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