Publications of Igor Melichercik

 

Papers in reviewed journals

[15] A. Černý, I. Melicherčík: Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284, (2020), 769-778.

https://doi.org/10.1016/j.ejor.2019.12.032

 

[14] I. Melicherčík, G. Szucs, I. Vilček: Investment Strategies in Defined-Contribution Pension Schemes. AMUC, 84(2), (2015), 191-204. PDF

 

[13] I. Melicherčík, G. Szucs, I. Vilček: Investment Strategies in the Funded Pillar of the Slovak Pension System. Ekonomický časopis, 63(2), (2015), 133-151. PDF

 

[12] Cs. Krommerová, I. Melicherčík: Dynamic portfolio optimization with risk management and strategy constraints. Kybernetika, 50(6), (2014), 1032-1048. PDF

[11] I. Melicherčík, G. Szucs: Vplyv vybraných faktorov na zisk životnej poistovne pri doživotných dôchodkoch vyplácaných z úspor v II. dôchodkovom pilieri na Slovensku. Forum Statisticum Slovacum 10 (6), (2014), 103-114. PDF

[10]  M. Onderka, I. Melicherčík: Fine-prone areas delineated from a combination of the Nesterov Fire-risk Rating Index with multispectral satelite data. Applied Geomatics, 2, (2010), 1-7. PDF

[9]  I. Melicherčík, D. Ševčovič: Dynamic Stochastic Accumulation Model with Application to Pension Savings Management. Yugoslav Journal of Operations Research, 20, (2010), No 1, 1-24. PDF

[8]  T. Jakubík, I. Melicherčík, D. Ševčovič: Sensitivity Analysis for a Dynamic Stochastic Accumulation Model for Optimal Pension Savings Management. Ekonomický časopis, 57, (2009), No 8, 772-787. PDF

[7] P. Brunovský, M. Lapin, I. Melicherčík, J. Somorčík, D. Ševčovič: Risks Due to Variability of K-Day Extreme Precipitation Totals and Other K-Day Extreme Events. Journal of Hydrology and Hydromechanics, 57, (2009), No 4, 250-263.PDF

[6] M. Onderka, I. Melichercik: Spatial Discretization of the Nesterov Fire Rating Index Using Multispectral Satellite Imagery. Meteorologický časopis, 12, (2009), 61-67.PDF

[5] L. Halada, M. Lucka, I. Melichercik: Application of Multistage Stochastic Programs Solved in Parallel in Portfolio Management. Parallel Computing, 34, (2008), No 6-8, 469-485. PDF

[4] S. Kilianova, I. Melichercik, D. Sevcovic: Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System. Finance a úvěr – Czech Journal of Economics and Finance, 56, (2006), No 11-12, 506-521. PDF

[3] I. Melichercik, C. Ungvarsky: Pension Reform in Slovakia: Perspectives of the Fiscal Debt and Pension Level. Finance a úvěr – Czech Journal of Economics and Finance, 54, (2004), No 9-10, 391-404.
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[2] I. Melichercik: Asymptotic Behavior of some Markov Operators Appearing in Mathematical Models of Biology. Mathematica Slovaca, 48, (1998), No 3, 303-314.
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[1] J. Komornik, I. Melichercik: The Foguel Alternative for Integral Markov Operators. WSSIAA, 4, (1995) 441-452.
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Papers in reviewed proceedings

[7] I. Melicherčík, N. Podstrelená, G. Szucs: Different Ways of Using Second Pillar Savings in Slovakia. Proceedings of contributed papers, Bratislava, Slovak University of Technology, 2020, 249-258. PDF

[6] I. Melicherčík: Pension saving strategies based on Samuelson's lifecycle theory. Pension - Ageing - Public Finances : Future Challenges and Opportunities. Bratislava : EU SAV, 2017. PDF

[5] D. Ševčovič, I. Melicherčík: Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Proceedings of the international conference MAF 2010, Springer, 2012. PDF

[4] L. Halada, M. Lucka, I. Melichercik: Multi-stage Stochastic Model for Allocation of Financial Resources to Bond Indices in Different Currencies. Proceedings of the 11th International Conference on Operational Research: KOI 2006, Pula, Croatia, September 27-29, 2006, 131-140.

[3] S. Benkner,  L. Halada, M. Lucka, I. Melichercik: Tuning a Portfolio Management Model on Historical Data using a Parallel Three-Stage Stochastic Programming Model. Advances in Computational Methods in Science and Engineering 2005, ICCMSE 2005. Th. Simos, G. Maroulis, (Editors).  Lecture Series on Computer and  Computational Sciences, Volume 4A, 2005, ISBN 90-6764-443-9, pp. 66-69.

[2] L. Halada, M. Lucka, I. Melichercik: Optimal Multistage Portfolio Management Using a Parallel Interior Point Method. Algoritmy 2005: Proceedings of contributed papers and posters, Bratislava, Slovak University of Technology, 2005, 359-368. PDF

[1] L. Halada, M. Lucka, I. Melichercik: Multiperiod Portfolio Management Using Parallel Interior Point Method. In: Parallel Computing: Software Technology, Algorithms, Architectures and Applications. Advances in Parallel Computing Volume 13, G.R. Joubert, W.E. Nagel, F.J. Peters and W.V. Walter, Editors. Elsevier 2004, 853-860.
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Other papers

[3] I. Melicherčík: Some useful optimization problems in portfolio theory. Week of Doctoral Studies 2012: Proceedings of the conference, P. J. Šafárik University, Košice 2012, 99-110. PDF

[2] I. Melicherčík: Dôchodková dilema. Knihy a spoločnosť, Vol. 2, No. 3, 2005, pp. 2. PDF

[1] I. Melichercik: Dôchodková reforma na Slovensku: deficit priebežného piliera a očakávané výšky dôchodkov. Sborník příspěvků z konference Hradecké ekonomické dni 2005, Hradec Králové: Gaudeamus, 2005, 147-154. PDF

 

 

Textbooks

[4]  Šebo, J., Melicherčík, I., Mešťan, M., Králik, I.: Aktívna správa úspor v systéme starobného dôchodkového sporenia, Wolters Kluwer, Bratislava, 2017, ISBN 978-80-8168-692-4 Front cover

[3] I. Melicherčík, L. Olšarová, V. Úradníček: Kapitoly z finančnej matematiky 1. Bratia Sabovci, Zvolen, 2005, ISBN 80-89029-88-4

[2] I. Melicherčík, L. Olšarová: Kapitoly z finančnej matematiky 2. Bratia Sabovci, Zvolen, 2005, ISBN 80-89029-93-0

[1] I. Melicherčík, L. Olšarová, V. Úradníček: Kapitoly z finančnej matematiky. Epos, Bratislava, 2005, ISBN 80-8057-651-3 Contents Front cover