Webpage dedicated to the booklet "On Selected Software for Stochastic Programming" HERE.
Seminar programme will be consequently updated. Guests are welcomed.
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Introductory seminar
- Autor:
- Miloš Kopa
- Datum:
- 14.10.2021
- Downloads:
- presentation Pdf
-
Arbitrage on Limit Order Markets
- Autor:
- Martin Šmíd
- Datum:
- 21.10.2021
- Downloads:
- prezentace Pdf
-
Seminar is cancelled
- Datum:
- 28.10.2021
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Multistage Portfolio Optimization with Distortion Risk Measures
- Autor:
- Miloš Kopa
- Datum:
- 4.11.2021
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Implied volatility smoothing at COVID-19 times
- Autor:
- Miloš Kopa
- Datum:
- 11.11.2021
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Portfolio Optimization with Cryptocurrencies
- Autor:
- Karel Kozmík
- Datum:
- 18.11.2021
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Multistage Portfolio Optimization with Distortion Risk Measures
- Autor:
- Sebastiano Vitali
- Datum:
- 25.11.2021
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Stochastic Gradient Descent Algoritm for Chance Constrained Problems - a Revision
- Autor:
- Martin Branda
- Datum:
- 2.12.2021
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Free slot
- Autor:
- TBA
- Datum:
- 9.12.2021
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Optimal Balancing of Wind Parks with Virtual Power Plants
- Autor:
- Vadim Omelčenko
- Datum:
- 16.12.2021