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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
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