Šmíd, Martin - Search Results - Digital Repository

guest :: login Digital Repository
		Search		Submit		Help		About

Home > Search Results: Šmíd, Martin

Search:

Search Tips :: Advanced Search

Search collections:

Sort by:	Display results:	Output format:

	Forecasting in Continuous Double Auction Šmíd, Martin Detailed record
	Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process Šmíd, Martin Detailed record
	Notes on approximation of stochastic programming problem Šmíd, Martin In stochastic optimization problems, expectation of random function is often being minimized. Since the expectation can rarely be evaluated exactly an approximation has to be done. In the present paper, three types of approximation are dealt with: discretization, Monte Carlo and Quasi Monte Carlo. Convergence rate of the approximation error is evaluated and some upper bounds of the error are given. Detailed record
	Comparison of Discretization Error with Error in Monte Carlo Estimates Šmíd, Martin Detailed record
	Evaluating Quality of Approximate Solution of Stochastic Programming Problem Šmíd, Martin Detailed record
	Stochastic Model of Thin Market with Divisible Commodity Šmíd, Martin Detailed record
	Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply Šmíd, Martin Detailed record
	Rozdělení ceny na nelikvidních trzích s náhodným příchodem agentů Šmíd, Martin We suggest a model of (a thin) market at which the number of participants is random with Poisson distribution. We provide a formula for joint distribution of the market price and the traded volume. We derive an asymptotic distribution of the quantities. We find that, according to our model, with increasing intensity of the participants' number, the fluctuations of the market price vanish while the variance of the traded volume increases. Detailed record
	A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence Kaňková, Vlasta ; Šmíd, Martin Detailed record
	Stochastic Model of Thin Market of Nondivisible Commodity Šmíd, Martin Detailed record

See also: similar author names
13	ŠMÍD, Marek
13	Šmíd, Marek
19	Šmíd, Michal
6	Šmíd, Milan
6	Šmíd, Miroslav

Interested in being notified about new results for this query?
Subscribe to the RSS feed.

Digital Repository :: :: :: ::
Powered by v1.1.2
Maintained by

This site is also available in the following languages:
Česky English