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Publications - Martin Šmíd


Books and chapters (3)
1. * T. Diviák, J. Šlerka, Martin Šmíd, Milan Zajíček: Rok s pandemií COVID-19 : reflexe v poločase. Karolinum, Praha 2023.
2. * Martin Šmíd, Aleš Antonín Kuběna: Fungují opatření? Korelace versus kauzalita.. Rok s pandemií covid-19 - reflexe v poločase., 65-72. Karolinum, Praha 2023.
3. * Martin Šmíd: Dosáhneme kolektivní imunity očkováním?. Rok s pandemií covid-19 - reflexe v poločase., 181-193. Karolinum, Praha 2023.

Journal articles (33)
1. * Martin Šmíd, V. Tuček, R. Maďar, R. Tachezy, Z. Hel: No evidence of a “healthy vaccinee effect” in COVID-19 vaccination data from the Czech Republic. International Journal of Infectious Diseases 146. Elsevier.   Download
2. * Martin Šmíd, Václav Kozmík: Approximation of multistage stochastic programming problems by smoothed quantization. Review of Managerial Science 18:1 (2024), 2079-2114. Springer.   Download
3. * Martin Šmíd, T. Barusová, J. Jarkovský, O. Májek, T. Pavlík, L. Přibylová, J. Weinerová, Milan Zajíček, J. Trnka: Post-vaccination, post-infection and hybrid immunity against severe cases of COVID-19 and long COVID after infection with SARS-CoV-2 Omicron subvariants, Czechia, December 2021 to August 2023. Eurosurveillance 29. Eurosurveillance.   Download
4. * M. Kopa, Martin Šmíd: Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon. Operations Research Letters 51:2 (2023), 133-136. Elsevier.   Download
5. * Luděk Berec, T. Diviák, Aleš Antonín Kuběna, René Levínský, Roman Neruda, Gabriela Suchopárová, Josef Šlerka, Martin Šmíd, J. Trnka, V. Tuček, Petra Vidnerová, Milan Zajíček: On the contact tracing for COVID-19: A simulation study. Epidemics 43. Elsevier.   Download
6. * K. Sherratt, H. Gruson, R. Grah, Vít Tuček, Martin Šmíd, Milan Zajíček: Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations. eLife 12. eLife.   Download
7. * C. Brom, T. Diviák, J. Drbohlav, Václav Korbel, René Levínský, Roman Neruda, Gabriela Kadlecová, J. Šlerka, Martin Šmíd, J. Trnka, Petra Vidnerová: Rotation-based schedules in elementary schools to prevent COVID-19 spread: a simulation study. Scientific Reports 13. Nature Publishing Group.   Download
8. * F. Zapletal, Martin Šmíd, Václav Kozmík: Multi-stage stochastic optimization of carbon risk management. Expert Systems With Applications 201. Elsevier.   Download
9. * Luděk Berec, R. Levínský, J. Weiner, Martin Šmíd, Roman Neruda, Petra Vidnerová, Gabriela Suchopárová: Importance of vaccine action and availability and epidemic severity for delaying the second vaccine dose. Scientific Reports 12. Nature Publishing Group.   Download
10. * Martin Šmíd, Luděk Berec, L. Přibylová, O. Májek, T. Pavlík, J. Jarkovský, Jakub Weiner, Tamara Barusová, J. Trnka: Protection by Vaccines and Previous Infection Against the Omicron Variant of Severe Acute Respiratory Syndrome Coronavirus 2. Journal of Infectious Diseases 226:8 (2022), 1385-1390. Oxford University Press.   Download
11. * Luděk Berec, Martin Šmíd, L. Přibylová, O. Májek, T. Pavlík, J. Jarkovský, Milan Zajíček, J. Weiner, Tamara Barusová, J. Trnka: Protection provided by vaccination, booster doses and previous infection against covid-19 infection, hospitalisation or death over time in Czechia. PLoS ONE 17. Public Library of Science.   Download
12. * Luděk Berec, J. Smyčka, René Levínský, Eva Hromádková, Michal Šoltés, J. Šlerka, V. Tuček, J. Trnka, Martin Šmíd, Milan Zajíček, T. Diviák, Roman Neruda, Petra Vidnerová: Delays, Masks, the Elderly, and Schools: First Covid-19 Wave in the Czech Republic. Bulletin of Mathematical Biology 84. Springer.   Download
13. * Martin Šmíd, L. Berec, J. Trnka: Response to Beran et al. Journal of Infectious Diseases 226:5 (2022), 944-945. Oxford University Press.   Download
14. * Martin Šmíd, L. Berec, J. Trnka: Reply to Llibre et al. Journal of Infectious Diseases 226:5 (2022), 941-941. Oxford University Press.   Download
15. * J. Hančlová, F. Zapletal, Martin Šmíd: On interaction between carbon spot prices and Czech steel industry. Carbon Management 11:2 (2020), 121-137. Taylor & Francis.   Download
16. * F. Zapletal, Martin Šmíd, M. Kopa: Multi-stage emissions management of a steel company. Annals of Operations Research 292:2 (2020), 735-751. Springer.   Download
17. * Martin Šmíd, F. Zapletal, J. Hančlová: Which carbon derivatives are applicable in practice? A case study of a European steel company. Kybernetika 53:6 (2017), 1071-1085. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
18. * Martin Šmíd, Miloš Kopa: Dynamic Model of Market with Uninformed Market Maker. Kybernetika 53:5 (2017), 922-958. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
19. * Petr Gapko, Martin Šmíd: Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors. Finance a úvěr-Czech Journal of Economics and Finance 66:6 (2016), 565-574. Univerzita Karlova v Praze.   Download
20. * Martin Šmíd: Estimation of zero-intelligence models by L1 data. Quantitative Finance 16:9 (2016), 1423-1444.   Download
21. * F. Zapletal, Martin Šmíd: Mean-risk optimal decision of a steel company under emission control. Central European Journal of Operations Research 24:2 (2016), 435-454.   Download
22. * R. Hromádka, Aleš Antonín Kuběna, Martin Šmíd, S. Popelka: Medial calcar of proximal humeral fracture as landmark in restoration of humeral length in case of hemiarthroplasty. Surgical and Radiologic Anatomy 35:5 (2014), 473-479.   Download
23. * Martin Šmíd: Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems. Bulletin of the Czech Econometric Society 19:30 (2012), 153-169.   Download
24. * Petr Gapko, Martin Šmíd: Modeling a Distribution of Mortgage Credit Losses. Ekonomický časopis 60:10 (2012), 1005-1023. Ekonomický ústav SAV.   Download
25. * Petr Gapko, Martin Šmíd: Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors. Finance a úvěr-Czech Journal of Economics and Finance 62:2 (2012), 125-140. Univerzita Karlova v Praze.   Download
26. * Martin Šmíd: Probabilistic properties of the continuous double auction. Kybernetika 48:1 (2012), 50-82. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
27. * Petr Gapko, Martin Šmíd: Modeling a Distribution of Mortgage Credit Losses. IES Working Papers 23:23 (2010), 1-23.   Download
28. * Martin Šmíd: The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate. Annals of Operations Research 165:1 (2009), 29-45. Springer.   Download
29. * Martin Šmíd: Price Tails in the Smith and Farmer's Model. Bulletin of the Czech Econometric Society 15:25 (2008), 31-40.   Download
30. * Martin Šmíd: Are Limit Orders Rational?. Acta Oeconomica Pragensia 14:4 (2007), 32-38.
31. * Martin Šmíd: On Uselessness of Limit Orders. Bulletin of the Czech Econometric Society 24 (2007), 45-57.
32. * Martin Šmíd: Stochastic model of thin market with an indivisible commodity. Acta Oeconomica Pragensia 13:1 (2005), 94-100.
33. * Vlasta Kaňková, Martin Šmíd: On approximation in multistage stochastic programs: Markov dependence. Kybernetika 40:5 (2004), 625-638. Ústav teorie informace a automatizace AV ČR, v. v. i..

Conference papers (24)
1. * Jiří Vomlel, A. Kuběna, Martin Šmíd, J. Weinerová: Uncovering Relationships using Bayesian Networks: A Case Study on Conspiracy Theories. Proceedings of Machine Learning Research (PMLR), Volume 246 : International Conference on Probabilistic Graphical Models, 470-485. JMLR-JOURNAL MACHINE LEARNING RESEARCH, San Diego 2024.   Download
2. * Martin Šmíd: Modeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models. Proceedings of the 12th Workshop on Uncertainty Processing, 205-214. MatfyzPress, Prague 2022.   Download
3. * Gabriela Suchopárová, Petra Vidnerová, Roman Neruda, Martin Šmíd: Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19. Engineering Applications of Neural Networks, 310-320. Springer, Cham 2022.   Download
4. * Petra Vidnerová, Roman Neruda, Gabriela Suchopárová, L. Berec, T. Diviák, Aleš Antonín Kuběna, René Levínský, J. Šlerka, Martin Šmíd, J. Trnka, V. Tuček, Karel Vrbenský, Milan Zajíček: Simulation of non-pharmaceutical interventions in an agent based epidemic model. Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021), 263-268. Technical University & CreateSpace Independent Publishing, Aachen 2021.   Download
5. * Martin Šmíd, Václav Kozmík: Solution of Emission Management Problem. MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks. VŠB-Technical University of Ostrava, Ostrava 2018.   Download
6. * Martin Šmíd, Václav Kozmík: Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems. 36th International Conference Mathematical Methods in Economics, 551-554. MatfyzPress, Praha 2018.   Download
7. * F. Zapletal, Martin Šmíd: Decision of a Steel Company Trading with Emissions. Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, 916-921. Technical University, Liberec 2016.   Download
8. * Martin Šmíd: Model of Risk and Losses of a Multigeneration Mortgage Portfolio. 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, 1274-1278. VŠB TU Ostrava, Ostrava 2015.   Download
9. * Martin Šmíd: Markov Equilibrium between High Frequency Traders. International Scientific Conference Managing and Modelling of Financial Risks, 781-786. VSB-TU Ostrava, Ostrava 2014.   Download
10. * J. Dufek, Martin Šmíd: Multifactor dynamic credit risk model. 32nd International Conference Mathematical Methods in Economics MME 2014, 185-190. Palacký University, Olomouc, Olomouc 2014.   Download
11. * Martin Šmíd, Aleš Antonín Kuběna: Determinants of Stocks' Choice in Portfolio Competitions. Financial Management of Firms and Financial Institutions. VŠB-Technical University Ostrava, faculty of Economics, Finance department, Ostrava 2013.   Download
12. * Aleš Antonín Kuběna, Martin Šmíd: Portfolio competitions and rationality. Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. College of Polytechnics Jihlava, Jihlava 2013.   Download
13. * Martin Šmíd: A Simple Decision Problem of a Market Maker. Mathematical Methods in Economics 2011, 694-697. Proffesional publishing, Prague 2011.   Download
14. * Martin Šmíd, Petr Gapko: Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio. Proceedings of the 47th European Working Group on Financial Modelling, 1-10. Vysoká škola báňská - Technická univerzita Ostrava, Ostava 2010.   Download
15. * Karel Báťa, Martin Šmíd: Equity home bias in the Czech Republic. Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, 18-23. University of South Bohemia, České Budějovice 2010.   Download
16. * Petr Gapko, Martin Šmíd: Modeling a distribution of mortgage credit losses. Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, 150-155. University of South Bohemia, České Budějovice 2010.   Download
17. * Martin Šmíd: Dynamic model of Loan Portfolio with Lévy Asset Prices. Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, 615-620. University of South Bohemia, České Budějovice 2010.   Download
18. * Martin Šmíd: Probabilistic properties of the continuous double auction - uniform case. Proceedings of 27th International Conference Mathematical Methods in Economics 2009, 317-322. Czech University of Life Sciences Prague, Prague 2009.   Download
19. * Martin Šmíd: Behavior of a Risk Averse EMH-believer at a Limit Order Market. proceedings of WEHIA 2006, 1-9. University of Bologna, Bologna 2006.   Download
20. * Martin Šmíd: Optimal Strategies at a Limit Order Market. Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, 1-4. University of West Bohemia in Pilsen, Plzeň 2006.
21. * Martin Šmíd: On Markov Properties of Limit Order Markets. Prague Stochastics 2006, 1-10. MATFYZPRESS, Praha 2006.
22. * Martin Šmíd: Forecasting in continuous double auction. Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, 358-363. Gaudeamus, Hradec Kralové 2005.
23. * Martin Šmíd: Distribution of price in thin market with random arrival of agents. Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, 311-316. Masaryk University, Brno 2004.
24. * Martin Šmíd: Notes on approximation of stochastic programming problem. Proceedings of the 21st International Conference Mathematical Methods in Economics 2003, 244-251. Czech University of Agriculture, Prague 2003.

Other publications (18)
1. * Luděk Berec, T. Diviák, Aleš Antonín Kuběna, René Levínský, Roman Neruda, Gabriela Suchopárová, J. Šlerka, Martin Šmíd, Jan Trnka, V. Tuček, Petra Vidnerová, Milan Zajíček, František Zapletal: Model-M: An agent-based epidemic model of a middle-sized municipality. bioRxiv 2021.05.13.21257139. 2022.   Download
2. * Martin Šmíd, J. Dufek: Multi-period Factor Model of a Loan Portfolio. Research Report 2363. ÚTIA AV ČR v.v.i, Praha 2017.   Download
3. * Martin Šmíd, M. Kopa: A causal model of price and volume on market with a market maker. Research Report 2328. ÚTIA AV ČR, Praha 2012.   Download
4. * Martin Šmíd: Probabilistic Properties of the Continuous Double Auction - Uniform Case. Research Report 2216. ÚTIA AV ČR, Praha 2008.
5. * Martin Šmíd: Reduction of the Smith /& Farmers' Model. Research Report 2188. ÚTIA AV ČR, Praha 2007.
6. * Martin Šmíd: Dynamic Behavior of a Rational Agent at a Limit Order Market. Research Report 2177. ÚTIA AV ČR, Praha 2006.
7. * Martin Šmíd: Dynamic Behavior of a Rational Agent at a Limit Order Market. UTIA AV ČR, Sydney 2006.   Download
8. * Martin Šmíd: Behavior a Risk Averse EMH-beliver at a Limit Order Market. Research Report 2159. ÚTIA AV ČR, Praha 2006.
9. * Martin Šmíd: Forecasting in Continuous Double Auction. Research Report 2128. ÚTIA AV ČR, Praha 2005.
10. * Martin Šmíd: Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process. Research Report 2126. ÚTIA AV ČR, Praha 2005.
12. * Martin Šmíd: Stochastic Model of Thin Market with Divisible Commodity. Research Report 2106. ÚTIA AV ČR, Praha 2004.
13. * Martin Šmíd: Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply. Research Report 2120. ÚTIA AV ČR, Praha 2004.
14. * Vlasta Kaňková, Martin Šmíd: A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence. Research Report 2102. ÚTIA AV ČR, Praha 2004.
15. * Martin Šmíd: Stochastic Model of Thin Market of Nondivisible Commodity. Research Report 2100. ÚTIA AV ČR, Praha 2004.
16. * Vlasta Kaňková, Martin Šmíd: Decomposition, stability and empirical estimates in multistage stochastic programming. Abstract. Fifth GAMM-Workshop "Stochastische Modelle und Steuerung. Abstracts, 15. Brandenburgische Technische Universität, Lutherstadt Wittenberg 2003.
17. * Martin Šmíd: Comparison of Discretization Error with Error in Monte Carlo Estimates. Research Report 2025. ÚTIA AV ČR, Praha 2001.
18. * Martin Šmíd: Evaluating Quality of Approximate Solution of Stochastic Programming Problem. Research Report 1976. ÚTIA AV ČR, Praha 1999.