Mathematical Methods in Economics 2013

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MME 2013 - Conference programme

Wednesday 11. 09. 2013

08:00 - 09:30

Registration

(registration will continue during the conference)

09:30 - 10:00

P3 - Opening Session

Martina Kuncová (Organizing Committee) - organization information
Jakub Novotný, rector of the College of Polytechnics Jihlava

10:00 - 11:00

P3 - Plenary Session I.

Marek Kapička - Optimal Mirrleesean Taxation with Unobservable Human Capital Formation

11:00 - 12:00

P3 - Plenary Session II.

Mikuláš Luptáčik - Eco-Efficiency and Eco-Productivity change over time in a multisectoral economic system

12:00 - 13:00

Lunch

13:00 - 14:45

P3 - Session A1

chair: Jana Hančlová

  • Jana Hanclova - Individual and panel modeling of foreign business cycle transmission on small open economics
  • Zuzana Szkorupová - Foreign Direct Investment in the Baltic States: Does it Crowd out or Crowd in Domestic Investment?
  • Monika Papież - CO 2 emissions, energy consumption and economic growth in the Visegrad Group countries: a panel data analysis
  • Milan Šimek, Jana Hančlová - Research of the convergence of unemployment rate of university graduates in the Czech Republic
  • Sára Bisová - Responses to Monetary Policy Shock in the Czech Republic

U1 - Session B1

chair: Petr Fiala

  • Martin Dlouhý - Subsidy Allocation as a Coalition Game
  • Petr Fiala - Equilibrium analyses in allocation games
  • Martin Šmíd - Portfolio competitions and rationality
  • Maciej Nowak - Project portfolio selection using multiple criteria decision tree
  • Vojtěch Kuna, Ondřej Krčál - Pay-to-Bid Auctions: Evidence from Czech Data

U4 - Session C1

chair: Josef Jablonský

  • Ing. Jan Nevima Ph.D.; Ing. Zuzana Kiszová - Competitiveness of Czech and Slovak NUTS 2 regions measured by AHP and equal importance method
  • Jana Kramulová, Josef Jablonský - Analysis of competitiveness of selected countries using AHP models
  • Michaela Staníčková - Measuring Efficiency of EU27 Countries by Malmquist Index Approach
  • Lukáš Melecký - The Comparison of EU15 and EU12 Countries` Efficiency by Application of DEA Approach
  • Josef Jablonský - Analysis of efficiency in multi-period production systems: an application to performance evaluation in education

U3 - Session D1

chair: Michal Černý

  • Michal Černý - Interval data and linear regression: some properties and examples of the possibilistic approach
  • Miroslav Rada - Convex Maximization with Special Feasible Regions: Computational Experiments
  • Michal Hočapek, Tomáš Tichý - Imprecise input data and option valuation problem
  • Aleš Kresta - VaR backtesting results under different volatility models
  • Tommaso Lando, Lucio Bertoli Barsotti - Similarity measures for response patterns on dichotomously scored items

U5 - Session E1

chair: Jan Černý

  • Vladimír Přibyl, Jan Černý - A Problem of Delay Management in Transport
  • Dušan Teichmann, Michal Dorda, Jindřich Frič, Filip Lorenz - Optimal Localization of Investment Means for Increasing Networks Capacity in Indeterminate Financial Conditions
  • Jiří Hofman, Ladislav Lukáš - Measurement of operational complexity of supplier-customer system using entropy – a case study
  • Michal Dorda, Dušan Teichmann - On Finite Single-Server Queue Subject to Non-Preemptive Breakdowns
  • Ľudmila Jánošíková, Michal Krempl - Allocation of Trains to Platforms at Railway Station

P4 - Session F1

chair: Milan Bouda

  • Milan Bouda - The Empirical Analysis of the Taylor Rule
  • Jana Juriová - Examining relations between Slovakia and foreign partners: a cointegrated vector autoregressive approach
  • Jana Kovářová - Verification of the Linder Hypothesis with using the Gravity Model of International Trade
  • Robert Hlavatý - On alternative remedy for multicollinearity in data set
  • Přemysl Bejda - Generalization of geometric median

14:45 - 15:00

Coffee Break

15:00 - 16:45

P3 - Session A2

chair: Václava Pánková

  • Quang Van Tran, Jan Kodera - Non-parametric Estimation of a GARCH-M Model with a Heuristic
  • Jan Kodera, Quang Van Tran - Eliminating the Ambiguity of Composite Indices in Continuum Economics
  • Karol Szomolányi and Martin Lukáčik and Adriana Lukáčiková - Estimation of the Production Function Parameters in V4 economies
  • Michal Fendek, Eleonora Fendekova - Kuhn-Tucker optimality conditions in Model of a Monopoly Production Price Differentiation
  • Aleš Melecký, Monika Šulganová - Non-Performing Loans in the Czech Republic: Lag Structure Identification of the Macroeconomic Determinants

U1 - Session B2

chair: Jaroslav Janáček

  • Jaroslav Janacek, Marek Kvet - Public service system design with disutility relevance estimation
  • Jan Černý, Vladimír Přibyl - Partially Joint Transport on Networks
  • Filip Lorenz, Dušan Teichmann, Michal Dorda - Periodic Timetable of Routes with Closed Scheduling Vehicles and Time Coordination in One Point Optimization Models.
  • Miroslav Plevný - Vehicle routing problem with a private fleet and common carriers – the variety with a possibility of sharing the satisfaction of demand
  • Jan Fábry, Jan Pelikán - Capacitated Postman Problem

U4 - Session C2

chair: Martin Dlouhý

  • Miroslav Žižka - Construction of a composite indicator based on factor analysis
  • Josef Veselý, Štěpán Veselý - Factor analysis of managerial approaches in a sample of Czech companies
  • Nikola Kaspříková - Performance of the simple heuristic algorithms for the clustering of countries with respect to food supply
  • Jaroslav Bil - Measuring European railway efficiency using DEA approach
  • Martin Branda - Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison

U3 - Session D2

chair: Jitka Janová

  • Václav Adamec, David Hampel, Jitka Janová - Decision support system for plant variety testing in the Czech Republic
  • Jitka Janová - On the constraints in optimal managing of natural resources systems
  • Jindřich Klapka and Vítězslav Ševčík - Some of the Results of the Mathematics Group in the Institute of Automation and Computer Science
  • Martina Zámková, Martin Prokop - The monitoring of consumers behaviour on the field of the bioproducts by using the correspondence and dependence analysis
  • Jana Závacká - The Role of Confidence Indicator in Determination of Consumption Expenditures in Selected EU Member Countries

U5 - Session E2

chair: Ladislav Lukáš

  • Ladislav Lukáš - Numerical investigation of 3-D nonlinear financial model
  • Eduard Baumohl, Stefan Lyocsa, Tomas Vyrost - A note on the methods of constructing weekly stock market returns
  • Lucie Váchová, Vladislav Bína - A Note on Computation of Causal Effect in Economic Models
  • Simona Hašková, Pavel Kolář - Microeconomic view on the inventory optimization problem

P4 - Session F2

chair: Jana Talašová

  • Jana Krejčí, Jana Talašová - A proper fuzzification of Saaty´s scale and an improved method for computing fuzzy weights in fuzzy AHP
  • Jan Stoklasa, Jana Krejčí, Jana Talašová - Fuzzified AHP in evaluation of R&D outputs – a case from Palacky University in Olomouc
  • Adam Borovička - Fuzzy multiple criteria evaluation method
  • Miroslav Kľúčik - Representative firm's decisions and leading indicators

16:45 - 17:00

Coffee Break

17:00 - 18:00

General meeting CSOR (Valná hromada ČSOV)

18:30 - 22:00

Welcome party at College of Polytechnics Jihlava

Thursday 12. 09. 2013

08:00 - 09:45

P3 - Session A3

chair: Osvald Vašíček

  • Jaromír Tonner, Stanislav Tvrz, Osvald Vašíček - Labour Market Modelling within a DSGE Approach
  • Stanislav Tvrz, Osvald Vašíček - Nonlinear DSGE model of the Czech economy with time-varying parameters
  • Jan Capek - Real-time versus revised Czech data: a DSGE analysis
  • Miroslav Hloušek - DSGE model with housing sector: application to the Czech economy
  • Kristýna Vltavská, Jan Zouhar, Sára Bisová, Eva Javorská - Input-output interactions in a DSGE Framework

U1 - Session B3

chair: Helena Brožová

  • Helena Brožová, Milan Houška - On Graphical Optimization of Linear Programming Models in the Column Space
  • Veronika Skocdopolova - University timetable construction – computational approach
  • Jan Pelikán, Maria Kobzareva - Method for Solving Robust Optimization Models
  • Alicja Wolny-Dominiak - Modeling claim severity via h-likelihood
  • Małgorzata Szerszunowicz - On a method of estimation of response surface function

U4 - Session C3

chair: Juraj Pekár

  • Petr Seďa - On Structural Breaks and Volatility Persistence: Evidence from Central European Stock Market
  • Sławomir Śmiech - Asymmetric Price Transmission on the Atlantic Steam Coal Market
  • Juraj Pekár - Asset Allocation by Maximizing the Sortino Ratio utilizing Differential Evolution Solution Procedure
  • Jacek Białek - Average rate of return of pension or investment funds based on original, stochastic and continuous price index
  • Dean Teneng - Comparing forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian processes

U3 - Session D3

chair: Michal Koháni

  • Michal Koháni - Impact of changes in fares and demand to the tariff zones design
  • Šárka Horáková, Robert Jahoda - The SGP - faulty by design or made faulty by politicians? An assessment based on simulation model.
  • Ludvík Friebel, Jana Friebelová, Lukáš Marinov - Stochastic analysis of costs during pig breeding process
  • Jacek Stelmach - On permutation tests with several test statistics to compare the two populations.

U5 - Session E3

chair: Milan Vlach

  • Milan Vlach - Generalized closure spaces of rough set theory and formal concept analysis
  • Monika Molnárová - Robustness of (0-1) Monge fuzzy matrices
  • Helena Myšková - Robustness of interval matrices in max-drast algebra
  • Wojciech Gamrot - On Active Set Method and Second-Order Inclusion Probabilities
  • Tomasz Żądło - On parametric bootstrap and alternatives of MSE

P4 - Session F3 - Ph.D. competition

chair: Tomáš Šubrt

  • Magdalena Chmielińska - Using Pearson distribution system to monitor a process, which distribution is unknown
  • Eva Chalúpková, Jiří Franek - Comparison of the AHP and ANP approach to Investment Decision Making
  • Petra Matušková - Monte Carlo simulation methods as estimation tool for capital requirements
  • Adam Kubetta - Empirical copula for missing observations
  • Haochen Guo - Option pricing and partial hedging in the Black-Scholes Model

09:45 - 10:00

Coffee Break

10:00 - 12:00

P3 - Session A4

chair: Tomáš Formánek

  • Tomáš Formánek, Roman Hušek - Output gap and structural shock estimates for Czech Republic and other selected EU members
  • Veronika Kajurová, Jana Hvozdenská - Interactions between sovereign credit default swaps and bonds: The case of EU countries
  • Peter Horvát, Brian König, Filip Ostrihoň, - The Impact of the Technological Progress on the Development of the Slovak Economy – Neoclassical approach
  • Daniel Němec - Evaluating labour market flexibility in V4 countries
  • Libor Žídek, Daniel Němec - The impact of exchange rate changes on inflation in the V4 countries in the process of economic transition
  • Vaclav Skoluda - Comparison of V4 economies using CGE model

U1 - Session B4

chair: Vlasta Kaňková

  • Vlasta Kaňková - Economic and Financial Problems via Multiobjective Stochastic Optimization
  • Marta Malecka, Dorota Pekasiewicz - Application of probability weighted method of moments to estimation of financial return distribution tail
  • Anna Szymanska, Marta Malecka - Influence of transition matrix in bonus-malus systems on tariff effectiveness in car insurance
  • Rostislav Staněk - Access price regulation and investment incentives
  • Jana Klicnarová - A note on quantiles for multidimensional data
  • Maria Lapina, Gregory Fridman - A new single-class demand unconstraining method

U4 - Session C4

chair: Stanislav Palúch

  • Stanislav Palúch - Scheduling Problem Pm||suma g_i(C_i) as a Shortest Path Problem.
  • Tomáš Majer - Shortest Path Problem In Huge Graphs Making Use of Reachness of Vertices
  • Jaroslava Pražáková - The role of centres in supply network information distribution
  • Štefan Peško - Min-max model for the network reduction problem
  • Tomas Vyrost, Stefan Lyocsa, Eduard Baumohl - Time-varying network structure of cross-correlations among stock markets of CEE-3 and Germany
  • Matej Cebecauer - An influence of demographic data aggregation on the accuracy of location

U3 - Session D4

chair: Miloš Kopa

  • Daniele Toninelli, Enrico Angelelli, Sergio Ortobelli, Tomas Tichy - International portfolio selection with Markov processes and liquidity constrains
  • Sergio Ortobelli, Filomena Petronio, Tomas Tichy - Multivariate stochastic orderings consistent with preferences and their possible applications
  • Karel Sladký - Cumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains
  • Milan Svoboda, Ladislav Lukáš - Application of non-homogeneous Markov chain analysis to trend prediction of stock indices
  • Miloš Kopa - Portfolio efficiency with respect to higher order stochastic dominance criteria

U5 - Session E4

chair: Pavel Pražák

  • Pavel Pražák - Model of Origin of Regional Disparities
  • Stepan Mikula - Cyclical unemployment behavior and labor markets institutions
  • Jan Brůha and Jiří Polanský - Empirical Analyses of Labour Markets: An International Comparison
  • Jaroslav Zbranek, Jaroslav Sixta - Possibilities of Time Input-Output Tables
  • ing. Stanislava Dvořáková, Ph.D., ing. Petr Jiříček - Modelling financial flows of development projects subsidized from European funds

P4 - Session F4 - Ph.D. competition

chair: Tomáš Šubrt

  • Ladislav Krištoufek - Mixed-correlated ARFIMA processes for power-law cross-correlations
  • Peter Princ - Volatility combination prediction in the presence of structural breaks
  • Martin Slanicay - Analysis of Structural Differences and Asymmetry of Shocks using Posterior Distributions
  • Vladimir Hajko - LMD1 decomposition of the changes in the industrial energy consumption in the Czech Republic
  • Radek Hendrych - Another View on Time-Varying Correlations: The Case of Stocks and Bonds

11:45 - 12:00

Ph.D.competition - decision

12:00 - 12:15

P4 - Ph.D.competition - announcement of the winners

12:00 - 13:30

Lunch

14:00 - 18:00

Social Programme in Jihlava

18:30 - 22:00

Dinner at Hotel Gustav Mahler

Friday 13. 09. 2013

08:00 - 09:45

P3 - Session A5

chair: Lenka Fojtíková

  • Lenka Fojtíková - Quantitative Evaluation of the EU´s Export Potential to Russia Using the Gravity Model
  • Ingrid Majerová, Elena Mielcová - Verification of the Okun’s Law Regarding Selected Newly Industrialized Countries
  • MIlena Botlíková, Josef Botlík, Klára Václavínková - Consumption tax as a tool for greening transport
  • Pavla Vodová - Loan to asset ratio and its determinants in the Visegrad countries
  • Silvie Chudárková, Tomáš Verner - Production Function and Human Capital: The Case of Visegrad Countries

U1 - Session B5

chair: Jaroslav Ramík

  • Jaroslav Ramík - Fuzzy preference matrix with missing elements and its application to ranking of alternatives
  • Zuzana Kiszová, Jaroslav Ramík - Consistency versus transitivity in pair-wise comparison matrices
  • Jiří Mazurek, Zuzana Kiszová - On the analytic hierarchy process with conflicting criteria
  • Jan Rydval, Helena Brozova, Tomas Subrt - Multiple criteria evaluation of the activities criticalness in the Project management
  • Richard Cimler, Kamila Olševičová, Jan Procházka - Fuzzy Methods in Land Use Modeling for Archaeology

U4 - Session C5

chair: Michal Kvasnička

  • Radomír Perzina, Jiří Mazurek - Mathematical Modeling and Optimization of Viral Marketing
  • Tomáš Cerman, Jan Voráček - Modeling and Optimization of Business Services Center
  • Michal Kvasnička - Markets, social networks, endogenous preferences, and opinion leaders
  • Michal Kvasnička - Payoff size variation problem in simple reinforcement learning algorithms
  • Ladislav Beranek - The use of belief functions for the detection of internet auction fraud

U3 - Session D5

chair: Petr Lachout

  • Petr Lachout - Time series representation and appropriate estimation
  • Jan Górecki, Martin Holeňa - An Alternative Approach to the Structure Determination of Hierarchical Archimedean Copulas
  • Petr Volf - On quantile optimization problem based on censored data
  • Richard Horský - The Spectral Properties of the Lag Operator
  • Bacovský, Gavalec, Tomášková - Inverse fuzzy eigenproblem in databases

U5 - Session E5

chair: Ondřej Čížek

  • Ondřej Čížek - Modeling Effects of Economic Crisis on Potential Output: Application to the Eurozone
  • Jiri Valecky - Analyzing spurious interactions between rating factors
  • Martina Novotná - Estimation of quantitative rating systems and application to bond rating prediction
  • Martin Klicnar - Multicategorical Ordinal Response Models
  • Jana Šimáková - Effects of Exchange Rate Volatility on Poland´s Trade Flows

09:45 - 10:00

Coffee Break

10:00 - 12:00

P3 - Session A6

chair: Luboš Marek

  • Lubos Marek, Michal Vrabec - Probability models for wage distributions
  • Renata Klufová - Demographic ageing and its economic consequences
  • Pavel Zimmermann, Klára Hulíková Tesárková, Petr Mazouch - Categorical data imputation under MAR missing scheme
  • Juraj Hruška - Implementation of logistic regression into technical analysis
  • Michal Řičař - Modeling Probability of Corporate Defaults in Constructions

U1 - Session B6

chair: Jiří Mazurek

  • Jiří Mazurek - On Decision Making under Risk with Continuous States of Nature
  • Jiří Mazurek - Multiple criteria decision making with ordinal preferences
  • Elena Mielcová - Concept of spatial power indices with applications on real voting data from the Lower House of the Czech Parliament
  • Hana Tomášková, Martin Gavalec - Decision making based on tropical algebra

U4 - Session C6

chair: Ladislav Krištoufek

  • Ladislav Krištoufek, Miloslav Vošvrda - Measuring capital market efficiency: Fractal dimension, approximate entropy and long memory
  • Ladislava Grochová, Luboš Střelec - Quantitative modelling of consumption patterns in the CEEC
  • Ondrej Simpach, Petra Dotlacilova, Jitka Langhamrova - Logistic and ARIMA models in the Estimation of Life Expectancy in the Czech Republic
  • Ondrej Simpach, Marie Pechrova - Assessing the impact of standard of living on the life expectancy at birth using Vector Autoregressive Model
  • Dean Teneng - A note on NIG-Levy process in asset price modeling: case of Estonian companies
  • Stanislav Nagy - Coordinatewise Characteristics of Functional Data

U3 - Session D6

chair: Petr Jiříček

  • Ondřej Krčál - Explaining the differences in on-trade prices of beer in Europe
  • Iveta Řepková - Relationship between concentration and cost and profit efficiency in the Czech banking sector
  • Hana Lipovská/Jakub Fischer - Income Inequality and Gross Domestic Private Product Growth in Different Groups of Countries
  • Petr Královič - Application of structural models in Credit Risk
  • Lenka Vraná - Business Cycle Analysis: Comparison of Approaches to Cycle Measurement

12:00 - 13:00

Lunch

13:00 - 18:00

Possibility to attend Jihlava Zoo

(free tickets available at registration during 3 conference days)