Conference proceedings
The conference proceedings is listed on the Thomson Reuters ISI Index to Social Sciences & Humanities Proceedings (ISSHP) and the Thomson Reuters ISI Index to Social Sciences & Humanities Proceedings (ISSHP/ISI Proceedings).
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MME 2014 - Conference Proceedings (67,5 MB) |
Table of contents
| Authors | Title | Page |
|---|---|---|
| J. Acedański: | Pension reforms and welfare gains from eliminating business cycle in Poland | 1 |
| V. Adamec: | Effects of Interventions and Outliers on Mean Function and Volatility in Currency Exchange Rates | 7 |
| J. Bartošová, V. Bína: | The measure of separation of components in final mixtures of probability densities | 13 |
| A. Baszczyńska, D. Pekasiewicz: | Statistical inference about modality of random variable | 19 |
| I. Bebčáková, P. Kouřilová: | Social choice function and multiple criteria group decision making | 25 |
| P. Bejda: | Generalization of Geometric Median | 31 |
| S. Bělašková, E. Fišerová: | Detection of Influential Factors on Unemployment Duration of Tomáš Baťa University Graduates by the Hazard Model | 37 |
| L. Beránek: | A Belief Theoretic Approach to Finding a True Value from Recommendations in E-business | 43 |
| M. Bouda: | Macroprudential experiment using the DSGE model of the Czech Republic with Housing sector | 49 |
| M. Branda: | Sample approximation techniques for DEA-risk efficiency tests | 55 |
| H. Brožová, J. Bartoška, T. Šubrt: | Fuzzy Approach to Risk Appetite in Project Management | 61 |
| J. Brůha: | A Comparison of Bayesian Methods for Estimating of Multivariate Models with Censored Data | 67 |
| M. Cassader, T. Tichy: | Numerical Methods for Option Pricing | 73 |
| M. Cebecauer: | Generating Data Model for the Public Service System Design from the OpenStreetMap: Network and the Shortest Paths | 79 |
| A. Černá, J. Černý, J. Matuška: | Optimal Scheduling of Vehicles for Wheelchair Users in Public Transport | 85 |
| A. Černá, J. Černý, Š. Peško: | Modification of the Method PRIVOL for Optimal Routing and Frequencing | 89 |
| M. Černý: | Interval data and sample variance: Computational issues | 95 |
| M. Chmielińska: | The cost of acceptance sampling in case of alternative qualifications of products due to many features | 100 |
| B. Chramcov, R. Bucki: | Decision Making Support of Logistics Tasks in the Manufacturing System | 106 |
| Z. Chvátalová, J. Hřebíček, H. Zaoralová: | Optimization of Logistics in Service Company for Sustainability Performance | 112 |
| L. Chytilová: | Analysis of Bank Efficiency: An Application of DEA Approach in the Czech Commercial Banks | 118 |
| Z. Čičková, I. Brezina, J. Pekár: | Open Vehicle Routing Problem | 124 |
| Z. Čičková, M. Reiff, K. Surmanová: | Split Delivery Vehicle Routing Problem with Time Windows | 128 |
| O. Čížek: | Forecasting unemployment in the Eurozone | 133 |
| M. Collan, M. Fedrizzi, P. Luukka: | Group possibilistic risk aversion in fuzzy pay-off method | 139 |
| M. A. Dąbrowski, M. Papież, S. Śmiech: | Are exchange rates in CEE countries driven by monetary fundamentals? Evidence from a panel approach | 145 |
| Z. Dlouhá, M. Dlouhý: | Factors of dissatisfaction with chosen study programme | 151 |
| A. Dobešová, D. Hampel: | Asymmetries in Effects of Monetary Policy and their Link to Labour Market - Application of TVP-VARs to Three European Countries | 156 |
| R. Dolák, J. Górecki, L. Slechan, M. Kubát: | Categorical data analysis from Lean Company research | 162 |
| M. Dorda, D. Teichmann: | M/E_n/1/m Queuing System Subject to Catastrophes | 168 |
| P. Dotlačilová, O. Šimpach, J. Langhamrová: | The Use of Polynomial Functions for Modelling of Mortality at the Advanced Ages | 174 |
| E. Draženská: | On the Crossing Number of Cartesian Products | 180 |
| J. Dufek, M. Šmíd: | Multifactor dynamic credit risk model | 185 |
| J. Fábry: | Heuristic Algorithms for Multiple Messenger Problem with Multiple Depots | 191 |
| K. Fačevicová, V. Todorov, K. Hron: | Compositional tables analysis with application to manufacturing | 197 |
| A. Fesenko: | The real use of the operations research methods in conjunction with logistics technologies | 203 |
| P. Fiala: | Models of coordination games | 209 |
| T. Formánek, R. Hušek: | Robustness in estimated macroeconomic policy factors for the Czech Republic | 215 |
| L. Friebel, J. Friebelová: | Using Malmquist index for evaluation of life quality development in the districts of the Czech Republic | 221 |
| M. Gavalec, Z. Němcová: | Deterministic queuing models in a service line | 227 |
| L. Gladavská, L. Králová, M. Plevný: | A production line inventory control model with an unbalanced output of the individual production facilities and with respect to other limitations | 233 |
| J. Górecki, M. Hofert, M. Holeňa: | On the Consistency of an Estimator for Hierarchical Archimedean Copulas | 239 |
| V. Hajko, N. Birčiaková, J. Stávková: | The trends in the income distributions in the EU-27 countries: Measuring the differences | 245 |
| D. Hampel, J. Janová: | Simulation of data for reforestation system | 251 |
| J. Hančlová, M. Šimek: | Do active labour market policy programmes contribute to lower unemployment in the EU countries? | 257 |
| K. Hasilová: | Iterative Method for Bandwidth Selection in Kernel Discriminant Analysis | 263 |
| S. Hašková, R. Zeman: | Analytical microeconomics as a search tool for the stock optimization | 269 |
| V. Hedija: | Title of the contribution Gender Pay Gap in Different Sectors of Czech Economy | 275 |
| R. Hendrych: | Recursive estimators of GARCH models: Selected problems | 281 |
| R. Hlavatý: | Saaty's matrix revisited: Securing the consistency of pairwise comparisons | 287 |
| M. Hloušek: | Zero lower bound on interest rate: application of DSGE model on Czech economy | 293 |
| J. Hofman, L. Lukáš: | Markov chain model used for sensitivity analysis of paid/unpaid claims in after-payment-due process | 299 |
| P. Holeček, J. Talašová: | Multiple-Criteria Fuzzy Evaluation in FuzzME - Transitions Between Different Aggregation Operators | 305 |
| S. Horakova, R. Jahoda: | Decomposition of fiscal imbalance in EU member countries | 311 |
| M. Horniaček: | Strong Nash general equilibrium | 317 |
| R. Horský: | Random Walk Process and Its Invertibility | 321 |
| M. Houda: | A note on the use of copulas in chance-constrained programming | 327 |
| E. Hozlár, V. Mlynarovič: | Multiple Criteria Approaches in Insurance Fraud and Receivables Nonpayment Risk Modeling | 333 |
| K. Hrůzová, K. Hron, P. Filzmoser, V. Todorov: | Regression among parts of compositional data with an economic application | 337 |
| J. Hvozdenska, V. Kajurova: | The application of sovereign bond spreads: The case of France, Germany and Great Britain | 343 |
| L. Issever Grochová, P. Rozmahel: | Some methodological limitations of business cycle analysis within the European area | 348 |
| L. Issever Grochová, J. Janová, D. Hampel, L. Střelec: | Alternative approach of assessing European countries efficiency from the perspective of sustainable economic performance | 354 |
| J. Jablonský: | Multiplicative efficiency and cross-efficiency: a comparative study | 360 |
| J. Janáček, M. Kvet: | Lexicographic Optimal Public Service System Design | 366 |
| V. Jandová, J. Stoklasa, J. Talašová: | Modification of the AHP based model for evaluating artistic production of Czech colleges | 372 |
| J. Kalina, K. Vlčková: | Robust regularized cluster analysis for high-dimensional data | 378 |
| V. Kaňková: | Multiobjective Stochastic Optimization Problems with Probability Constraints | 384 |
| S. Kapounek, J. Poměnková: | Credit and Business Cycle Co-movements in V4 countries: Evidence from Wavelet Analysis | 390 |
| E. Kasem, O. Trenz, J. Hřebíček: | Statistical Method and Neural Network for Sustainability Evaluation | 396 |
| N. Kaspříková: | Finding Optimal Variable Weights for Distance Calculation Using Metaheuristic Algorithms | 402 |
| Z. Kiszová: | Multicriteria evaluation of employees - case study | 408 |
| K. Kladívko, P. Zimmermann: | Index Clause Valuation under Stochastic Inflation and Interest Rate | 413 |
| R. Klufová, M. Rost: | Is it possible to use multi-criteria criteria decision making methods for rural typology? | 419 |
| F. Koblasa, F. Manlig: | Application of Adaptive Evolution Algorithm on real-world Flexible Job Shop Scheduling Problems | 425 |
| M. Kobzareva, J. Pelikán: | Fuzzy approach for portfolio selection problem | 431 |
| A. Kocmanová, M. Pavláková Dočekalová: | Sustainable Performance Measurement Using Data Envelopment Analysis | 437 |
| J. Kodera, Q. V. Tran: | Evaluation of the effects of inflation targeting policy by a modified VAR model | 443 |
| M. Koháni: | Heuristic Approach to the Zone Partitioning Problem in Counting Zones Tariff System | 449 |
| P. Kolman: | Dynamic transportation problem with partial limitations of material for each participant of the transport | 455 |
| V. Končiková: | The impact of China's economic rise on the Czech Republic's motor vehicle exports | 460 |
| M. Kopa: | Minimal Risk Portfolios under SSD efficiency constraints | 465 |
| M. Kostrzewski, S. Śmiech, M. Papież, M. A. Dąbrowski: | Commodity prices and real and financial processes in the Euro area: a~Bayesian SVAR approach | 471 |
| I. Kotlán, Z. Machová, A. Drobiszová: | Uncertainty or Level of Government Expenditure - What Is More Harmful for Economy? | 477 |
| P. Kozel, Š. Michalcová, V. Friedrich: | The using of linear programming for solving the municipal waste collection problem | 483 |
| J. Kramulová, J. Jablonský, J. Zeman: | Application of optimization models in visualization of regional data | 489 |
| O. Krčál: | Finding optimum fares and timetables in a monopoly rail market with heterogeneous passengers | 495 |
| J. Krejčí: | Fuzzy Maximal Eigenvalues of Fuzzy Pairwise Comparison Matrices | 500 |
| L. Kristoufek, M. Vosvrda: | Commodity Futures and Market Efficiency | 506 |
| M. K. Krzciuk: | On the design accuracy of Royall's predictor of domain total for longitudinal data | 512 |
| P. Kučera, J. Bartoška, T. Šubrt: | Mathematical models of the work contour in project management | 518 |
| E. Kuchina: | Analysis of the Dependence of the Biggest Oil Companies' Revenues on the World Oil and Gas Price by using Panel Data Tools | 524 |
| E. Kuchina, M. Tichá: | Analysis of the dependence of GDP of the Russian Federation and the European Union on the Oil Demand and Oil Supply | 530 |
| P. Kummerová, M. Hloušek: | Comparison of prediction power of BVAR and DSGE models | 536 |
| M. Kuncová, J. Sekničková: | Analysis of the efficiency of the electricity supplier selection depending upon the price changes | 542 |
| M. Kvasnička: | Search for the optimal strategy to spread a viral video: An agent-based model optimized with genetic algo- | rithms |
| M. Kvet, J. Janáček: | Price of Fairness in Public Service System Design | 554 |
| P. Lachout: | On functional definition of time-series models | 560 |
| T. Lando, L. Bertoli-Barsotti: | New tools for complementing the h-index: an empirical study | 566 |
| J. Langhamrová, M. Arltová: | Life Expectancy and Modal Age at Death in the Czech Republic in 1920-2012 | 572 |
| K. Lavička: | Futures Trading with Transaction Costs | 578 |
| Y. Lawryshyn, M. Vinelli: | A Comprehensive Cash-Flow Valuation Approach Using Real Options | 584 |
| L. Lukáš: | Numerical analysis of 3-D nonlinear financial model with lagged variables - influence of initial histories | 590 |
| M. Malecka: | Multivariate approach to testing VaR models | 596 |
| J. Manďák: | ICT and technical efficiency of 15 EU countries: A stochastic frontier analysis approach | 602 |
| L. Marek: | Intervention in time series | 608 |
| M. Matulová: | A New Consistency Measure for Additive Preference Matrix in Pairwise Comparisons | 614 |
| P. Matušková: | Estimating Capital Requirement According to Solvency II and its Impact on Insurance Companies | 620 |
| J. Mazurek: | An Alternative Approach to Interval AHP | 626 |
| J. Mazurek, L. Zotyková: | On a Gravity Equation of Trade: A Case of Germany and the Czech Republic | 631 |
| J. Melechovský: | A Variable Neighborhood Search for the Capacitated Arc Routing Problem with Time Windows | 637 |
| A. Melecký: | Credit Risk in the Czech Construction Sector | 643 |
| P. Melicheríková: | A Cost-based Model for Support of Decision-making about a Spare-parts Storage | 649 |
| E. Mielcová: | Application of an Asymmetric Banzhaf Power Index: The Case of the Czech Parliament | 655 |
| S. Mikula, J. Schulz: | Minimum wage setting mechanism and its effects | 661 |
| M. Miśkiewicz-Nawrocka, K. Zeug-Żebro: | The effect of the NRL indicator on the accuracy of financial series forecasts | 667 |
| K. Mls, M. Gavalec: | Fuzzy grey AHP | 673 |
| M. Molnárová: | Robustness of Monge matrices in fuzzy algebra | 679 |
| H. Myšková: | Interval Max-drast Systems of Linear Equations | 685 |
| K. Myšková, J. Žák: | Influence of Technical Parameters of Underpasses and Economical Aspects on Wildlife Migrations | 691 |
| T. L. Nawrocki, I. Jonek-Kowalska: | The use of fuzzy logic in the operational risk assessment of mining companies | 697 |
| D. Němec: | Efficiency of the European labour markets: The Case of Czech Republic (A Stochastic frontier model approach) | 703 |
| D. Němec, L. Žídek: | The role of exchange rate dynamics in Bulgaria and Romania in the process of economic transition | 709 |
| K. Odintsov: | SDP application on portfolio optimization problem with non-convex quadratic constraints | 715 |
| K. Olševičová, A. Danielisová: | Applying System Dynamics and Agent-based Modelling in Archaeological Simulation | 721 |
| S. Ortobelli, T. Tichý, F. Petronio: | On the use of dispersion measures consistent with additive shifts | 727 |
| Z. Palová, M. Botlíková, J. Botlík: | Correlation analysis of regional disparities - the unemployment and crime in the regions of the Czech Republic | 732 |
| S. Palúch, I. Urbaničová: | A Heuristic Approach to the $p$-Median Problem Using a Set Covering Formulation | 738 |
| V. Pánková: | Capital mobility measurements | 743 |
| A. Pápai, D. Němec: | Labour market rigidities: A DSGE approach | 748 |
| M. Papież: | A dynamic analysis of causality between prices of corn, crude oil and ethanol | 754 |
| O. Pavlačka, P. Rotterová: | Probability of Fuzzy Events | 760 |
| M. Pechrová: | Parametric and Non-Parametric Calculation of Technical Efficiency: Application on the Czech Local Action Groups | 766 |
| J. Pelikán: | Randomized heuristics for capacitated arc routing problem | 772 |
| R. Perzina, J. Ramik: | Solving Multicriteria Decision Making Problems using Microsoft Excel | 777 |
| Š. Peško, R. Hajtmanek: | Matrix permutation problem for fair workload distribution | 783 |
| R. Pietrzyk: | Evaluation of mutual fund performance on Polish capital market with the use of market timing models | 789 |
| R. Pietrzyk, P. Rokita: | Optimization of financing multiple goals with multiple investment programs in financial planning for households | 795 |
| V. Píša, J. Brůha: | A microeconometric analysis of household expenditures on transport services in the Czech Republic | 801 |
| V. Pisca, O. Vašíček: | DSGE model with government sector and inflation targeting: Structural changes of Czech economy in a period of recession | 807 |
| D. Polko: | On testing the similarity of multivariate populations' structures | 813 |
| J. Poměnková, Z. Kučerová: | The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach | 819 |
| P. Pražák: | Optimal Control Model of Production-Inventory System | 825 |
| J. Pražáková, M. Pech: | Financial threats of network stability caused by fragments tending to bankruptcy | 831 |
| V. Přibyl, J. Černý: | Delay Management in Public Transport | 837 |
| A. Rajda-Tasior: | Inference about product reliability by the analysis of complaints as a strategy for manufacturing process optimization | 843 |
| J. Ramík: | Pairwise Comparison Matrix With Fuzzy Elements | 849 |
| V. Reichel, M. Hloušek: | RBC model vs. New Keynesian model: time series analysis of Czech data | 855 |
| M. Řičař: | Factor and Principal Component Analysis in Scoring Modeling using SAS System | 861 |
| T. Rudinskaya: | Estimation of Technical Efficiency of Food Processing Firms in the Czech Republic over the crisis period | 867 |
| P. Seďa: | Conditional Volatility Model Selection and Comparison: Example from Stock Markets | 873 |
| J. Sekničková, M. Kuncová: | Evaluation of the locality influence on the electricity supplier selection | 879 |
| Ľ. Šimková: | Impact of cooperation on firms on both sides of the market on innovation | 885 |
| O. Šimpach, J. Langhamrová: | Stochastic Modelling of Age-specific Mortality Rates for Demographic Projections: Two Different Approaches | 890 |
| J. Sixta, J. Fischer, J. Zbranek: | Regional Input-Output Tables | 896 |
| V. Skoluda: | Comparative sensitivity analysis of CGE model results obtained by different model formulations | 902 |
| K. Sladký: | The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality | 908 |
| M. Slanicay: | Analysis of Structural Differences between Czech Economy and Euro Area using Impulse Responses | 914 |
| S. Śmiech: | Dissimilarity of commodity prices - the results of time series clustering | 920 |
| N. Soldatyuk, S. Sopko: | Methods of solving missing data issues in credit risk scoring and comparison of its effectiveness | 926 |
| S. Sopko, N. Soldatyuk: | Using cluster analysis techniques based on K-means and Kohonen clustering methods in credit scoring | 932 |
| J. Soukopová, J. Kalina, J. Hřebíček: | Mathematical and economic model of municipal waste management using Maple | 938 |
| R. Šperka, M. Spišák: | On Trading Price Microeconomic Estimation in Monte Carlo Simulation | 944 |
| A. Sroczyńska-Baron: | The analysis of the limit of obligatory offer for chosen sectors in Poland with the use of cooperative games | 950 |
| R. Staněk: | Convergence to Monetary Equilibrium in Search Model | 956 |
| M. Staníčková, L. Melecký: | Examination of Internal Relations in Input-Output Factors of Competitiveness by SEM Method | 962 |
| J. Stelmach: | On the use of genetic algorithms in the selection of predictors of parametric regression models | 968 |
| J. Stoklasa, P. Luukka, J. Talašová: | Classifier performance assessment in social science - does the quality of data matter? | 974 |
| R. Stoklasová: | The influence of world oil prices on wheat price level | 980 |
| L. Střelec, D. Hampel, L. Issever Grochová, J. Janová: | On the measurement of sustainable economic performance | 985 |
| P. Suchánek, F. Marecki, M. Marecka, R. Bucki: | Analysis of Portfolio Options in the Field of Financial Logistics | 991 |
| K. Súkupová, O. Vašíček: | Small open economy in period of recession: Nonlinear DSGE approach | 997 |
| M. Svoboda, L. Lukáš: | Possibilities of using Markov chains for construction of technical analysis indicators of stock exchange index PX | 1003 |
| M. Szerszunowicz: | On the use of the balanced half-samples method in the construction of factorial designs | 1009 |
| K. Szomolányi, M. Lukáčik, A. Lukáčiková: | Small Open Economy Real Business Cycle Model of the Slovak Economy | 1015 |
| T. Talášek, E. Bohanesová, J. Stoklasa, J. Talašová: | Investment decision making using fuzzy scorecards - mutual funds selection | 1021 |
| J. Talašová, J. Stoklasa, P. Holeček: | HR management through linguistic fuzzy rule bases - a versatile and safe tool? | 1027 |
| D. Teichmann, M. Dorda, V. Smrž, J. Vítek: | Modelling of Destination Portfolio for International Regional Airport | 1033 |
| T. Tichý: | Comparison of market risk models with respect to suggested changes of Basel Accord | 1039 |
| H. Tomášková, M. Gavalec: | Max-prod eigenvectors and their applications in decision making | 1045 |
| F. Tošenovský, E. Mielcová: | Analysis of the Interconnection of the Czech and Global Stock Markets | 1051 |
| Q. V. Tran, J. Kodera: | A simulated heterogeneous agent double auction stock market | 1057 |
| K. Turečková, E. Kotlánová: | Poverty Analysis and Measuring Income Inequality in Czech Republic | 1063 |
| S. Tvrz, O. Vašíček: | Nonlinear DSGE model of a small open economy with time-varying parameters: Czech economy in a period of recession | 1068 |
| Š. Veselý: | Identification of player types in ultimatum bargaining games | 1074 |
| P. Volf: | On Bayes Approach to Optimization | 1078 |
| J. Voracek, H. Vojackova, M. Kuncova, D. Zazimal: | Modelling, Visualization and Optimization of Hospital Emergency Department | 1084 |
| T. Výrost, Š. Lyócsa: | Mean-Variance Distance Based Stock Market Networks in Portfolio Optimization | 1090 |
| S. Wanat, M. Papież, S. Śmiech: | The conditional dependence structure among precious metals: a copula-GARCH approach | 1096 |
| T. Węgrzyn: | The omega ratio in the performance evaluation of mutual funds using the market timing strategy on the Polish financial market | 1102 |
| J. Wróblewska, M. A. Dąbrowski: | Financial shocks and real exchange rate movements in Poland and Slovakia in the global financial crisis | 1107 |
| M. Zámková, M. Prokop: | Consumer behaviour of young people from Slovak Republic on the field of the bioproducts by using the correspondence and dependence analysis | 1113 |
| F. Zapletal: | Mean-risk model optimizing the heavy industrial company's profit with respect to environmental aspects | 1119 |
| K. Zimmermann: | Machine Time Scheduling Problems with (max,plus)-Linear Functions | 1125 |
| M. Žižka: | Model of Evaluation of Socio-Economic Disparities of Sub-Regional Units in the Czech Republic | 1130 |