Institute of Information Theory and Automation
?sky english

Bibliography

Martin Šmíd

    Journal articles

    1. Šmíd Martin: The 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
    2. Šmíd Martin: Price Tails in the Smith and Farmer's Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 31-40 (2008) Download
    3. Šmíd Martin: Are Limit Orders Rational? , Acta Oeconomica Pragensia vol.14, 4 (2007), p. 32-38 (2007)
    4. Šmíd Martin: On Uselessness of Limit Orders , Bulletin of the Czech Econometric Society vol.2007, 24 (2007), p. 45-57 (2007)
    5. Šmíd Martin: Stochastic model of thin market with an indivisible commodity , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 94-100 (2005)
    6. Kaňková Vlasta, Šmíd Martin: On approximation in multistage stochastic programs: Markov dependence , Kybernetika vol.40, 5 (2004), p. 625-638 (2004)

    Other publications

    1. Šmíd Martin: Probabilistic properties of the continuous double auction - uniform case , Proceedings of 27th International Conference Mathematical Methods in Economics 2009 , Eds: Brožová Helena, Mathematical methods in economics 2009, (Konstelec na černými lesy, CZ, 09.09.2009-11.09.2009) (2009) Download
    2. Šmíd Martin: Probabilistic Properties of the Continuous Double Auction - Uniform Case, ÚTIA AV ČR, (Praha 2008) Research Report 2216 (2008)
    3. Šmíd Martin: Reduction of the Smith /& Farmers' Model, ÚTIA AV ČR, (Praha 2007) Research Report 2188 (2007)
    4. Šmíd Martin: Behavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2159 (2006)
    5. Šmíd Martin: Behavior 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
    6. Šmíd Martin: Dynamic Behavior of a Rational Agent at a Limit Order Market, UTIA AV ČR, (Sydney 2006) (2006) Download
    7. Šmíd Martin: Dynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR, (Praha 2006) Research Report 2177 (2006)
    8. Šmíd Martin: On 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)
    9. Šmíd Martin: Optimal 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)
    10. Šmíd Martin: Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process, ÚTIA AV ČR, (Praha 2005) Research Report 2126 (2005)
    11. Šmíd Martin: Forecasting in continuous double auction , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 358-363 , Eds: Skalská H., Gaudeamus, (Hradec Kralové 2005) , Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) (2005)
    12. Šmíd Martin: Forecasting in Continuous Double Auction, ÚTIA AV ČR, (Praha 2005) Research Report 2128 (2005)
    13. Kaňková Vlasta, Šmíd Martin: A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence, ÚTIA AV ČR, (Praha 2004) Research Report 2102 (2004)
    14. Šmíd Martin: Distribution 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)
    15. Šmíd Martin: Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply, ÚTIA AV ČR, (Praha 2004) Research Report 2120 (2004)
    16. Šmíd Martin: On Approximation of Stochastic Programming Problems. Ph.D. Thesis, ( 2004) (2004)
    17. Šmíd Martin: Stochastic Model of Thin Market of Nondivisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2100 (2004)
    18. Šmíd Martin: Stochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR, (Praha 2004) Research Report 2106 (2004)
    19. Kaňková Vlasta, Šmíd Martin: Decomposition, 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)
    20. Šmíd Martin: Notes 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)
    21. Šmíd Martin: Comparison of Discretization Error with Error in Monte Carlo Estimates, ÚTIA AV ČR, (Praha 2001) Research Report 2025 (2001)
    22. Šmíd Martin: Evaluating Quality of Approximate Solution of Stochastic Programming Problem, ÚTIA AV ČR, (Praha 1999) Research Report 1976 (1999)
    Responsible for information: admin
    Last modification: 03.09.2008
    Institute of Information Theory and Automation