Martin Å mÃd
professor
Department of Econometrics
Institute of Information Theory and Automation of the CAS
Czech Republic
Biography
Dr. Martin Šmíd working as research fellow in the Department of Econometrics in the Institute of Information Theory and Automation. Current Ph.D students: Dufek Jaroslav KubÄ›na Aleš Antonín Vach Daniel Ph.D graduates: Gapko Petr List of projects: Dynamic Decision-making of a Steel Producer under Emission Control - 01.01.2016 - 31.12.2018 Dynamic modeling of mortgage portfolio risk - 01.03.2015 - 31.12.2017 Rational Decision Making at Markets with Asynchronous Trading: Theory and Empirical Evidence - 01.01.2010 - 31.12.2012 Mathematical modeling of the microstructure of the financial markets with the non-synchronous trading - 01.01.2006 - 01.01.2008 List of university courses: Teorie prospektů
Research Interest
limit order markets, risk management, models of human decision
Publications
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Martin Å . Model of Risk and Losses of a Multigeneration Mortgage Portfolio. In10th International Scientific Conference Financial management of firms and financial institutions Ostrava (pp. 1274-1278).
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Zapletal F, Martin Å . Decision of a Steel Company Trading with Emissions. InProceedings of the 34th International Conference Mathematical Methods in Economics MME 2016 (pp. 916-921).
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Gapko Petr, Å mÃd Martin (2016) Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors. 66: 565-574.
