List of registered participants of MMEI2014 conference

Toichiro  Asada,   Chuo University David  Bartl,   University of Ostrava Matus  Benko,   Johannes Kepler University, Linz Ljudmila A.  Bordag,   University of Applied Sciences Zittau/Goerlitz Martin  Branda,   Charles University in Prague Pavol  Brunovský,   Comenius University Zuzana  Bučková,   Bergische Universität Wuppertal Nicola  Cantarutti,   CEMAPRE ISEG Katarína  Cechlárová,   P.J. Šafárik University Ales  Cerny,   Cass Business School Zuzana  Chladná,   Comenius University Jose  Cruz,   ISEG - University of Lisbon Jitka  Dupačová,   Charles University in Prague Vera  Egorova,   Universitat Politécnica de Valéncia Matthias  Ehrhardt,   University of Wuppertal Pavlos  Eirinakis,   Athens University of Economics and Business Yaser  Faghan,   University of Lisbon Helmut  Gfrerer,   Johannes Kepler University, Linz Marian  Grendár,   Slovanet a.s. Maria do Rosário  Grossinho,   CEMAPRE and ISEG - University of Lisbon Manuel  Guerra,   CEMAPRE and ISEG-University of Lisbon Tihomir  Gyulov,   University of Ruse Bernd  Heidergott,   VU University Amsterdam Christian  Hendricks,   Bergische Universität Wuppertal Michal  Houda,   Academy of Sciences of the Czech Republic Vlasta  Kaňková,   Academy of Sciences of the Czech Republic Soňa  Kilianová,   Comenius University Kamil  Kladivko,   University of Economics, Prague Jakub  Konečný,   University of Edinburgh Miloš  Kopa,   Charles University in Prague Václav  Kozmík,   Charles University in Prague Július  Krempaský,   LOTES Centrum Roman  Kukumberg,   Comenius University Eva  Kvasnickova,   Tor Vergata University, Rome Petr  Lachout,   Charles University in Praha Alvaro  Leitao Rodriguez,   TU Delft Dimitrios  Magos,   Technological Educational Institute of Athens David  Manlove,   University of Glasgow Sima  Mashayekhi,   Copenhagen University Igor  Melicherčík,   Comenius University Walter  Mudzimbabwe,   Ruse University Kateřina  Osinová,   University of Ostrava Ľuboš  Polakovič,   LOTES Centrum Pedro  Pólvora,   Comenius University Mariana  Remešíková,   Slovak Technical University Peter  Richtarik,   University of Edinburgh Filipe  Santos,   CEMAPRE and ISEG-University of Lisbon Lucie  Schaynová,   University of Ostrava Daniel  Ševčovič,   Comenius University José  Silva,   Bergische Universität Wuppertal Martin  Smid,   UTIA Vladimír  Špitalský,   Slovanet a.s. Long  Teng,   Bergische Universität Wuppertal Mária  Trnovská,   Comenius University Lara  Trussardi,   Technical University of Vienna Lyuben  Valkov,   Ruse University Silvia  Vogel,   Ilmenau University of Technology Ivan  Yamshchikov,   Hochschule Zittau-Goerlitz Agnieszka  Wiszniewska-Matyszkiel,   University of Warsaw Michal  Zákopčan,   Slovak University of Technology in Bratislava Rudolf  Zimka,   Matej Bell University Magdaléna  Žitňanská,   Comenius University daniel  sevcovic,   dd daniel  sevcovic,   dd

Talks of MMEI2014 conference

Daniel Ševčovič:  Solution to the inverse Wulff problem by means of the enhanced semidefinite relaxation method Toichiro Asada:  Mathematical Modeling of Financial Instability and Macroeconomic Stabilization Policies Július Krempaský:  A quantitative approach to the theory of evolution of economic systems Rudolf Zimka:  On the converse of Hartwick´S result in a multi-dimensional model of an economy with exhaustible resources Manuel Guerra:  Stochastic dynamic programming and control of Markov processes Jakub Konečný:  Semi-Stochastic Gradient Descent Methods Katarína Cechlárová:  Modelling placement of teachers to schools Pavlos Eirinakis:  Pareto optimal matchings Michal Zákopčan:  Equilibria and stable paths in infinite horizon nonlinear control problems with discrete time: the linear-quadratic approximation Bernd Heidergott:  Towards a Statistical System Analysis David Bartl:  A discrete version of Farkas' Lemma, homogeneous systems of linear inequalities, and a Duality Theorem for homogeneous linear programming Vladimír Špitalský:  Multinomial likelihood: the recession cone view Petr Lachout:  Description of families of quasi-concave functions Jitka Dupačová:  Stress testing for risk-averse stochastic programs Martin Šmíd:  A model of rational behaviour at limit order markets Silvia Vogel:  Random Approximations and Confidence Sets in Multiobjective Optimization Matus Benko:  Active set method for mathematical programs with complementarity constraints Sima Mashayekhi:  Nonstandard Finite Difference Scheme for a Nonlinear Black-Scholes equation with Transaction Costs Walter Mudzimbabwe:  Numerical solution of a stochastic control problem of option pricing for a liquidity switching Market Lubin Vulkov:  On Fitted Finite Volume Splitting Operator Methods for the Valuation of Asian Options Zuzana Bučková:  Numerical Analysis of the Alternating Direction Explicit Method and its Application in Finance Vlasta Kankova:  Empirical Estimates in Stochastic Programs with Probabiity and Second Order Stochastic Dominance Constrained Tihomir Gyulov:  Well-Posedness and Comparison Principle for Option Pricing with Liquidity Shocks Helmut Gfrerer:  Handling mathematical programs with equilibrium constraints by generalized equations Mariana Remešíková:  Truss structure design using a length-oriented surface remeshing technique Long Teng:  Option Price with dynamically correlated Stochastic Interest Rate Christian Hendricks:  High order Combination Technique for the efficient Pricing of Basket Options Miloš Kopa:  Representative utility functions in portfolio efficiency testing with respect to various stochastic dominance criteria Martin Branda:  Exact penalization in stochastic programming under calmness and constraint qualification conditions Ljudmila A. Bordag:  Optimization problem for a portfolio with an illiquid asset: Lie group analysis Peter Richtarik:  A Unified Theory of Randomized Block Coordinate Descent Methods for Big Data Optimisation Igor Melicherčík:  Investment Strategies in the Funded Pillar of the Slovak Pension System Soňa Kilianová:  Dynamic Worst Case Portfolio Optimization via a Hamilton-Jacobi-Bellman Equation Michal Houda:  On the use of Archimedean copulas in chance-constrained programming Zuzana Chladna:  Incentive to vaccinate: a synthesis of the two approaches Matthias Ehrhardt:  Project management and soft skills tutorials Vera Egorova:  Constructing Positive Reliable Numerical Solution for American Options: A New Front-Fixing Approach Agnieszka Wiszniewska-Matyszkiel:  Dynamic oligopoly with sticky prices --- off-steady-state analysis David Manlove:  Junior Doctor Allocation and Kidney Exchange in the UK: Theory and Practice Pedro Pólvora:  Derivative pricing with transaction costs using a stochastic utility maximization model Filipe Santos:  Convexity adjustments for the pricing of futures and forwards Aleš Černý:  Mean-variance hedging of financial derivatives Eva Kvasničková:  Impact of Luck on Performance Classification of Socially Responsible and Conventional Mutual Funds Kamil Kladivko:  An Incomplete Market Approach to Employee Stock Option Valuation Mária Trnovská:  Conic relaxations and strong duality in quadratic programs Roman Kukumberg:  Methods for solving nonsmooth convex problems