Webpage dedicated to the booklet "On Selected Software for Stochastic Programming" HERE.
Seminar programme will be consequently updated. Guests are welcome.
-
Seminar is not being held.
- Author:
- -
- Date:
- 20. 2. 2014
-
Statistical analysis of high-frequency trading model with a market-maker.
- Author:
-
RNDr. Martin Šmíd, Ph.D.
RNDr. Ing. Miloš Kopa, Ph.D. - Date:
- 27. 2. 2014
-
Application of chance constraints in a coupled model of hydro-wind energy production.
- Author:
- Priv.-Doz. Dr. René Henrion
- Date:
- 6. 3. 2014
-
Workshop report: The Scenario Approach - Theory and Applications
- Author:
- Mgr. Karel Lavička, Sebastiano Vitali
- Date:
- 13. 3. 2014
-
Copulas in chance-constrained programming
- Author:
-
RNDr. Michal Houda, Ph.D.
Slides
- Date:
- 20. 3. 2014
-
Seminar is not being held.
- Author:
- -
- Date:
- 27. 3. 2014
-
On Variance Reduction of Mean-CVaR Monte Carlo Estimators Slides
- Author:
- RNDr. Václav Kozmík
- Date:
- 3. 4. 2014
-
Workshop report: Winter school Gastein
- Author:
- Mgr. Karel Lavička, Sebastiano Vitali
- Date:
- 10. 4. 2014
-
Time varying correlation: a crucial measure in financial modelling Invitation
- Author:
- Prof. Rita D'Ecclesia
- Date:
- 17. 4. 2014
-
Output analysis: from risk neutral to risk averse objectives
- Author:
- Prof. RNDr. Jitka Dupačová, DrSc.
- Date:
- 24. 4. 2014
-
Seminar is not being held.
- Author:
- -
- Date:
- 1. 5. 2014
-
Seminar is not being held.
- Author:
- -
- Date:
- 8. 5. 2014
-
Stochastic Dynamic Programming for Valuation of Water Storage and Power Plants.
- Author:
- RNDr. Vadim Omelchenko
- Date:
- 15. 5. 2014
-
Seminar is not being held.
- Author:
- -
- Date:
- 22. 5. 2014