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Science
Research interests
  • Models of human decision
  • Models of limit order markets
  • Risk management
  • Stochastic Programming

Preprints: Arxiv, SSRN

Erdős number: 5
Selected publications

ŠMÍD Martin. Estimation of zero intelligence models by L1 Data. Quantitative Finance (2016)

ŠMÍD Martin. Probabilistic properties of the continuous double auction. Kybernetika (2012)

ŠMÍD Martin. 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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Thesis topics
Témata disertací/diplomek
  • Racionální rozhodování na trzích s limitními objednávkami
  • Dynamické modely portfolia úvěrů
  • Algoritmy řešení vícestupňových rozhodovacích úloh

Popularizaton

Život jako hra, kterou nelze vypočítat (popularizační přednáška, březen 2014)

Lze vydělat na burze? aneb neortodoxní úvod do matematických financí (VŠB TÚV Ostrava, duben 2013)

Teorie prospektů aneb která užitková funkce je ta pravá? (VŠB TÚV Ostrava, listopad 2014)


Klec (my band)
Klec was founded in 1997. Since we made nearly 300 gigs and recorded 2 CDs.

Links: YouTube, Google Play, song texts

Software projects

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

KarKul - online carpooling system (under construction).

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November 89
One of the impulses leading to the "velvet revolution" in 1989 was a rumour that a student with my name was killed by the police.

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Links

Contacts

Mail:

Snail:

martin(a)klec(.)cz

PO BOX 7
Chocerady
CZ25724