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Science
Research interests
  • Models of human decision
  • Models of limit order markets
  • Epidemiological models
  • Stochastic Programming

Preprints: Arxiv, SSRN, Medxiv

Erdős number: 5 Other Borderlines of science

Mail:

Snail:

m(a)martinsmid(.)cz

PO BOX 7
Chocerady
CZ25724

Selected publications
ZAPLETAL F, ŠMÍD M, and KOPA M. Multi-stage emissions management of a steel company. Annals of Operations Research (2019)
ŠMÍD M. Estimation of zero intelligence models by L1 Data. Quantitative Finance (2016)
ŠMÍD M. Probabilistic properties of the continuous double auction. Kybernetika (2012)
ŠMÍD M. The expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate. Annals of Operations Research (2009)
Complete list of publications, fulltexts

Funding
Dynamic modeling of mortgage portfolio risk
  • 2015 – 2017
  • principal researcher
Dynamic decision-making of a steel producer under emission control
  • 2016 – 2018
  • principal researcher
more...

Teaching
Current
Past
    Quantitative Finance

Software projects

MS++ - C++ library for solution of multistage stochastic programing problems (under construction)

KarKul - online carpooling system (under construction).

Beletrik - e-book reader for visually impaired (2009-2012)