Publications - Vadym Omelchenko
Journal articles (4)
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1. * Vlasta Kaňková, Vadym Omelchenko: Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric. Kybernetika 54:6 (2018), 1231-1246. Ústav teorie informace a automatizace AV ČR, v. v. i.. Download |
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2. * Vadym Omelchenko, Vlasta Kaňková: Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints. Acta Mathematica Universitas Comenianae 84:2 (2015), 267-281. Download |
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3. * Vadym Omelchenko: Parameter estimation of sub-Gaussian stable distributions. Kybernetika 50:6 (2014), 929-949. Ústav teorie informace a automatizace AV ČR, v. v. i.. Download |
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4. * Vadym Omelchenko: Behavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions. Bulletin of the Czech Econometric Society 30 (2012), 124-138. Download |
Conference papers (1)
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1. * Vadym Omelchenko: Elliptical Stable Distributions. Mathematical Methods in Economics 2010. University of South Bohemia, Ceske Budejovice 2010. Download |