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
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Mail:
Snail:
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m(a)martinsmid(.)cz
PO BOX 7 Chocerady CZ25724
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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
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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
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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)
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