Publikace na Matematicko-fyzikální fakulta |
2018
Abstrakt
The special issue contains selected papers that were presented at the 19th MMEI conference and have undergone regular review procedures. This collection presents recent contributions to the theory and practice of chance constrained programming in engineering, asset liability management using multistage stochastic programs, utility maximization in dynamic portfolio optimization, multivariate stochastic dominance, multivariate nested distance, quantile optimization, risk sensitivity, times series analysis and detection of structural changes in data.