Publications - Martin Branda
Journal articles (9)
|
1. * Martin Branda, R. Henrion, Miroslav Pištěk: Value at risk approach to producer's best response in an electricity market with uncertain demand. Optimization 72:11 (2023), 2745-2767. Taylor & Francis. Download |
|
|
2. * Lukáš Adam, Martin Branda, H. Heitsch, R. Henrion: Solving joint chance constrained problems using regularization and Benders’ decomposition. Annals of Operations Research 292:2 (2020), 683-709. Springer. Download |
|
|
3. * Martin Branda, M. Bucher, Michal Červinka, A. Schwartz: Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization. Computational Optimization and Applications 70:2 (2018), 503-530. Springer. Download |
|
|
4. * Lukáš Adam, Martin Branda: Sparse optimization for inverse problems in atmospheric modelling. Environmental Modelling & Software 79:3 (2016), 256-266. Elsevier. Download |
|
|
5. * Martin Branda, Miloš Kopa: DEA models equivalent to general Nth order stochastic dominance efficiency tests. Operations Research Letters 44:2 (2016), 285-289. Elsevier. Download |
|
|
6. * Lukáš Adam, Martin Branda: Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers. Journal of Optimization Theory and Applications 170:2 (2016), 419-436. Springer. Download |
|
|
7. * M. Branda, Miloš Kopa: DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices. Finance a úvěr-Czech Journal of Economics and Finance 62:2 (2012), 106-124. Univerzita Karlova v Praze. Download |
|
|
8. * Martin Branda: Stochastic programming problems with generalized integrated chance constraints. Optimization 61:8 (2012), 949-968. Taylor & Francis. Download |
|
|
9. * Martin Branda: Chance constrained problems: penalty reformulation and performance of sample approximation technique. Kybernetika 48:1 (2012), 105-122. Ústav teorie informace a automatizace AV ČR, v. v. i.. Download |
Conference papers (4)
|
1. * D. Aussel, Martin Branda, R. Henrion, Miroslav Pištěk: Producer's Best Response in Pay-as-clear Electricity Market with Uncertain Demand. Proceedings of the 5th World Congress on New Technologies (NewTech'19). International ASET Inc., Ontario 2019. Download |
|
|
2. * Martin Branda: Day-ahead bidding on energy markets - a basic model and its extension to bidding curve. Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, 124-128. VŠB-Technická univerzita Ostrava, Ostrava 2015. Download |
|
|
3. * Martin Branda: Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach. International Scientific Conference Managing and Modelling of Financial Risks, 97-102. VŠB-Technická univerzita Ostrava, Ostrava 2014. Download |
|
|
4. * Martin Branda: Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison. Mathematical Methods in Economics 2011, 1-6. Proffesional publishing, Prague 2011. Download |
Other publications (2)
|
1. * Martin Branda, Michal Červinka, A. Schwartz: Sparse robust portfolio optimization via NLP regularizations. Research Report 2358. ÚTIA AV ČR v. v. i., Praha 2016. Download |
|
|
2. * Martin Branda, Lukáš Adam: A Comparison of Traditional and New Inverse Modelling Techniques for Source Term Identification in the Atmosphere. CTBT: Science and Technology 2015. CTBTO, Vienna 2015. Download |