Issue 6,
Volume 54,
2018 (Kybernetika )
| 1105-1105 | Special Issue: Mathematical Methods in Economy and Industry 2017. |
| 1106-1121 | Structural breaks in dependent, heteroscedastic, and extremal panel data. Maciak, Matúš; Peštová, Barbora; Pešta, Michal |
| 1122-1137 | Change point detection in vector autoregression. Prášková, Zuzana |
| 1138-1155 | Robust recursive estimation of GARCH models. Cipra, Tomáš; Hendrych, Radek |
| 1156-1166 | On quantile optimization problem based on information from censored data. Volf, Petr |
| 1167-1183 | Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. Kilianová, Soňa; Ševčovič, Daniel |
| 1184-1200 | Multistage multivariate nested distance: An empirical analysis. Vitali, Sebastiano |
| 1201-1217 | Chance constrained optimal beam design: Convex reformulation and probabilistic robust design. Kůdela, Jakub; Popela, Pavel |
| 1218-1230 | Risk-sensitive average optimality in Markov decision processes. Sladký, Karel |
| 1231-1246 | Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric. Kaňková, Vlasta; Omelčenko, Vadim |
| 1247-1263 | An asset – liability management stochastic program of a leasing company. Rusý, Tomáš; Kopa, Miloš |
| 1264-1283 | Multivariate stochastic dominance for multivariate normal distribution. Petrová, Barbora |
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