RNDr. Martin Šmíd, Ph.D.

research fellow

Martin Šmíd
smid@utia.cas.cz 266052844
Department: Department of Decision-Making Theory
Research interests: limit order markets, risk management, models of human decision

Publication list

Books and chapters

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

Journal articles

  1. Šmíd Martin, Barusová T., Jarkovský J., Májek O., Pavlík T., Přibylová L., Weinerová J., Zajíček Milan, Trnka J.: 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 Download Download DOI: 10.2807/1560-7917.ES.2024.29.35.2300690 [2024]
  2. Šmíd Martin, Kozmík Václav: Approximation of multistage stochastic programming problems by smoothed quantization, Review of Managerial Science 18 1 (2024), p. 2079-2114 Download Download DOI: 10.1007/s11846-024-00733-5 [2024]
  3. Šmíd Martin, Tuček V., Maďar R., Tachezy R., Hel Z.: No evidence of a “healthy vaccinee effect” in COVID-19 vaccination data from the Czech Republic, International Journal of Infectious Diseases 146 Download Download DOI: 10.1016/j.ijid.2024.107144 [2024]
  4. Brom C., Diviák T., Drbohlav J., Korbel Václav, Levínský René, Neruda Roman, Kadlecová Gabriela, Šlerka J., Šmíd Martin, Trnka J., Vidnerová Petra: Rotation-based schedules in elementary schools to prevent COVID-19 spread: a simulation study, Scientific Reports 13 Download DOI: 10.1038/s41598-023-45788-8 [2023]
  5. Sherratt K., Gruson H., Grah R., Tuček Vít, Šmíd Martin, Zajíček Milan: Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations, eLife 12 Download DOI: 10.7554/eLife.81916 [2023]
  6. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka Josef, Šmíd Martin, Trnka J., Tuček V., Vidnerová Petra, Zajíček Milan: On the contact tracing for COVID-19: A simulation study, Epidemics 43 Download DOI: 10.1016/j.epidem.2023.100677 [2023]
  7. Kopa M., Šmíd Martin: Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon, Operations Research Letters 51 2 (2023), p. 133-136 Download Download DOI: 10.1016/j.orl.2023.01.008 [2023]
  8. Šmíd Martin, Berec L., Trnka J.: Reply to Llibre et al, Journal of Infectious Diseases 226 5 (2022), p. 941-941 Download DOI: 10.1093/infdis/jiac258 [2022]
  9. Šmíd Martin, Berec L., Trnka J.: Response to Beran et al, Journal of Infectious Diseases 226 5 (2022), p. 944-945 Download DOI: 10.1093/infdis/jiac259 [2022]
  10. Berec Luděk, Smyčka J., Levínský René, Hromádková Eva, Šoltés Michal, Šlerka J., Tuček V., Trnka J., Šmíd Martin, Zajíček Milan, Diviák T., Neruda Roman, Vidnerová Petra: Delays, Masks, the Elderly, and Schools: First Covid-19 Wave in the Czech Republic, Bulletin of Mathematical Biology 84 Download DOI: 10.1007/s11538-022-01031-5 [2022]
  11. Berec Luděk, Šmíd Martin, Přibylová L., Májek O., Pavlík T., Jarkovský J., Zajíček Milan, Weiner J., Barusová Tamara, Trnka J.: Protection provided by vaccination, booster doses and previous infection against covid-19 infection, hospitalisation or death over time in Czechia, PLoS ONE 17 Download DOI: 10.1371/journal.pone.0270801 [2022]
  12. Šmíd Martin, Berec Luděk, Přibylová L., Májek O., Pavlík T., Jarkovský J., Weiner Jakub, Barusová Tamara, Trnka J.: Protection by Vaccines and Previous Infection Against the Omicron Variant of Severe Acute Respiratory Syndrome Coronavirus 2, Journal of Infectious Diseases 226 8 (2022), p. 1385-1390 Download Download DOI: 10.1093/infdis/jiac161 [2022]
  13. Berec Luděk, Levínský R., Weiner J., Šmíd Martin, Neruda Roman, Vidnerová Petra, Suchopárová Gabriela: Importance of vaccine action and availability and epidemic severity for delaying the second vaccine dose, Scientific Reports 12 Download DOI: 10.1038/s41598-022-11250-4 [2022]
  14. Zapletal F., Šmíd Martin, Kozmík Václav: Multi-stage stochastic optimization of carbon risk management, Expert Systems With Applications 201 Download Download DOI: 10.1016/j.eswa.2022.117021 [2022]
  15. Hančlová J., Zapletal F., Šmíd Martin: On interaction between carbon spot prices and Czech steel industry, Carbon Management 11 2 (2020), p. 121-137 Download Download DOI: 10.1080/17583004.2020.1712262 [2020]
  16. Zapletal F., Šmíd Martin, Kopa M.: Multi-stage emissions management of a steel company, Annals of Operations Research 292 2 (2020), p. 735-751 Download Download DOI: 10.1007/s10479-019-03192-4 [2020]
  17. Šmíd Martin, Zapletal F., Hančlová J.: Which carbon derivatives are applicable in practice? A case study of a European steel company, Kybernetika 53 6 (2017), p. 1071-1085 Download DOI: 10.14736/kyb-2017-6-1071 [2017]
  18. Šmíd Martin, Kopa Miloš: Dynamic Model of Market with Uninformed Market Maker, Kybernetika 53 5 (2017), p. 922-958 Download DOI: 10.14736/kyb-2017-5-0922 [2017]
  19. Gapko Petr, Šmíd Martin: Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors, Finance a úvěr-Czech Journal of Economics and Finance 66 6 (2016), p. 565-574 Download [2016]
  20. Šmíd Martin: Estimation of zero-intelligence models by L1 data, Quantitative Finance 16 9 (2016), p. 1423-1444 Download DOI: 10.1080/14697688.2016.1149612 [2016]
  21. Zapletal F., Šmíd Martin: Mean-risk optimal decision of a steel company under emission control, Central European Journal of Operations Research 24 2 (2016), p. 435-454 Download DOI: 10.1007/s10100-015-0430-7 [2016]
  22. Hromádka R., Kuběna Aleš Antonín, Šmíd Martin, Popelka S.: Medial calcar of proximal humeral fracture as landmark in restoration of humeral length in case of hemiarthroplasty, Surgical and Radiologic Anatomy 35 5 (2014), p. 473-479 Download DOI: 10.1007/s00276-013-1184-3 [2014]
  23. Šmíd Martin: Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems, Bulletin of the Czech Econometric Society 19 30 (2012), p. 153-169 Download [2012]
  24. Gapko Petr, Šmíd Martin: Modeling a Distribution of Mortgage Credit Losses, Ekonomický časopis 60 10 (2012), p. 1005-1023 Download [2012]
  25. Gapko Petr, Šmíd Martin: Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors, Finance a úvěr-Czech Journal of Economics and Finance 62 2 (2012), p. 125-140 Download [2012]
  26. Šmíd Martin: Probabilistic properties of the continuous double auction, Kybernetika 48 1 (2012), p. 50-82 Download [2012]
  27. Gapko Petr, Šmíd Martin: Modeling a Distribution of Mortgage Credit Losses, IES Working Papers 23 23 (2010), p. 1-23 Download [2010]
  28. Šmíd Martin: The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate, Annals of Operations Research 165 1 (2009), p. 29-45 Download DOI: 10.1007/s10479-008-0355-9 [2009]
  29. Šmíd Martin: Price Tails in the Smith and Farmer's Model, Bulletin of the Czech Econometric Society 15 25 (2008), p. 31-40 Download [2008]
  30. Šmíd Martin: Are Limit Orders Rational?, Acta Oeconomica Pragensia 14 4 (2007), p. 32-38 [2007]
  31. Šmíd Martin: On Uselessness of Limit Orders, Bulletin of the Czech Econometric Society 2007 24 (2007), p. 45-57 [2007]
  32. Šmíd Martin: Stochastic model of thin market with an indivisible commodity, Acta Oeconomica Pragensia 13 1 (2005), p. 94-100 [2005]
  33. Kaňková Vlasta, Šmíd Martin: On approximation in multistage stochastic programs: Markov dependence, Kybernetika 40 5 (2004), p. 625-638 [2004]

Other publications

  1. Vomlel Jiří, Kuběna A., Šmíd Martin, Weinerová J.: 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, p. 470-485 Download Download [2024]
  2. Suchopárová Gabriela, Vidnerová Petra, Neruda Roman, Šmíd Martin: Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19, Engineering Applications of Neural Networks, p. 310-320, Eds: Iliadis L., Jayne Ch., Tefas A., Pimenidis E. Download DOI: 10.1007/978-3-031-08223-8_26 [2022]
  3. Šmíd Martin: Modeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models, Proceedings of the 12th Workshop on Uncertainty Processing, p. 205-214, Eds: Studený Milan, Ay Nihat, Coletti Giulianella, Kleiter Gernot D., Shenoy Prakash P. Download [2022]
  4. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka J., Šmíd Martin, Trnka Jan, Tuček V., Vidnerová Petra, Zajíček Milan, Zapletal František: Model-M: An agent-based epidemic model of a middle-sized municipality (2022) Download DOI: 10.1101/2021.05.13.21257139 [2022]
  5. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka J., Šmíd Martin, Trnka Jan, Tuček Vít, Vidnerová Petra, Vrbenský Karel, Zajíček Milan, Zapletal František: Epicity (2021) Download [2021]
  6. Vidnerová Petra, Neruda Roman, Suchopárová Gabriela, Berec L., Diviák T., Kuběna Aleš Antonín, Levínský René, Šlerka J., Šmíd Martin, Trnka J., Tuček V., Vrbenský Karel, Zajíček Milan: Simulation of non-pharmaceutical interventions in an agent based epidemic model, Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021), p. 263-268, Eds: Brejová B., Ciencialová L., Holeňa M., Mráz F., Pardubská D., Plátek M., Vinař T. Download [2021]
  7. Šmíd Martin, Kozmík Václav: 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 Download [2018]
  8. Šmíd Martin, Kozmík Václav: Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems, 36th International Conference Mathematical Methods in Economics, p. 551-554, Eds: Váchová Lucie, Kratochvíl Václav Download [2018]
  9. Šmíd Martin, Dufek J.: Multi-period Factor Model of a Loan Portfolio, ÚTIA AV ČR v.v.i (Praha, 2017) Download [2017]
  10. Zapletal F., Šmíd Martin: Decision of a Steel Company Trading with Emissions, Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 916-921 Download [2016]
  11. Šmíd Martin: Model of Risk and Losses of a Multigeneration Mortgage Portfolio, 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1274-1278 Download [2015]
  12. Šmíd Martin: Markov Equilibrium between High Frequency Traders, International Scientific Conference Managing and Modelling of Financial Risks, p. 781-786 Download [2014]
  13. Dufek J., Šmíd Martin: Multifactor dynamic credit risk model, 32nd International Conference Mathematical Methods in Economics MME 2014, p. 185-190 Download [2014]
  14. Šmíd Martin, Kuběna Aleš Antonín: Determinants of Stocks' Choice in Portfolio Competitions, Financial Management of Firms and Financial Institutions Download [2013]
  15. Kuběna Aleš Antonín, Šmíd Martin: Portfolio competitions and rationality, Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 Download [2013]
  16. Šmíd Martin, Kopa M.: A causal model of price and volume on market with a market maker, ÚTIA AV ČR (Praha, 2012) Download [2012]
  17. Šmíd Martin: A Simple Decision Problem of a Market Maker, Mathematical Methods in Economics 2011, p. 694-697 Download [2011]
  18. Šmíd Martin, Gapko Petr: Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio, Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10 Download [2010]
  19. Báťa Karel, Šmíd Martin: Equity home bias in the Czech Republic, Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 18-23, Eds: Houda M., Friebelová J. Download [2010]
  20. Gapko Petr, Šmíd Martin: Modeling a distribution of mortgage credit losses, Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155, Eds: Houda M., Friebelová J. Download [2010]
  21. Šmíd Martin: Dynamic model of Loan Portfolio with Lévy Asset Prices, Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 615-620, Eds: Houda M., Friebelová J. Download [2010]
  22. Šmíd Martin: Probabilistic properties of the continuous double auction - uniform case, Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 317-322 Download [2009]
  23. Šmíd Martin: Probabilistic Properties of the Continuous Double Auction - Uniform Case, ÚTIA AV ČR (Praha, 2008) [2008]
  24. Šmíd Martin: Reduction of the Smith /& Farmers' Model, ÚTIA AV ČR (Praha, 2007) [2007]
  25. Šmíd Martin: Dynamic Behavior of a Rational Agent at a Limit Order Market, ÚTIA AV ČR (Praha, 2006) [2006]
  26. Šmíd Martin: Dynamic Behavior of a Rational Agent at a Limit Order Market, UTIA AV ČR (Sydney, 2006) Download [2006]
  27. Šmíd Martin: Behavior of a Risk Averse EMH-believer at a Limit Order Market, proceedings of WEHIA 2006, p. 1-9 Download [2006]
  28. Šmíd Martin: Optimal Strategies at a Limit Order Market, Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 1-4 [2006]
  29. Šmíd Martin: On Markov Properties of Limit Order Markets, Prague Stochastics 2006, p. 1-10, Eds: Hušková M., Janžura M. [2006]
  30. Šmíd Martin: Behavior a Risk Averse EMH-beliver at a Limit Order Market, ÚTIA AV ČR (Praha, 2006) [2006]
  31. Šmíd Martin: Forecasting in continuous double auction, Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 358-363 [2005]
  32. Šmíd Martin: Forecasting in Continuous Double Auction, ÚTIA AV ČR (Praha, 2005) [2005]
  33. Šmíd Martin: Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process, ÚTIA AV ČR (Praha, 2005) [2005]
  34. Šmíd Martin: On Approximation of Stochastic Programming Problems. Ph.D. Thesis (2004) [2004]
  35. Šmíd Martin: Stochastic Model of Thin Market with Divisible Commodity, ÚTIA AV ČR (Praha, 2004) [2004]
  36. Šmíd Martin: Normal Approximation of the Distribution of the Equilibrium Price in Markets with Random Demand and Supply, ÚTIA AV ČR (Praha, 2004) [2004]
  37. Šmíd Martin: Distribution of price in thin market with random arrival of agents, Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, p. 311-316 [2004]
  38. Kaňková Vlasta, Šmíd Martin: A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence, ÚTIA AV ČR (Praha, 2004) [2004]
  39. Šmíd Martin: Stochastic Model of Thin Market of Nondivisible Commodity, ÚTIA AV ČR (Praha, 2004) [2004]
  40. Šmíd Martin: Notes on approximation of stochastic programming problem, Proceedings of the 21st International Conference Mathematical Methods in Economics 2003, p. 244-251, Czech University of Agriculture (Prague, 2003) [2003]
  41. Kaňková Vlasta, Šmíd Martin: Decomposition, stability and empirical estimates in multistage stochastic programming. Abstract, Fifth GAMM-Workshop "Stochastische Modelle und Steuerung. Abstracts, p. 15, Brandenburgische Technische Universität (Lutherstadt Wittenberg, 2003) [2003]
  42. Šmíd Martin: Comparison of Discretization Error with Error in Monte Carlo Estimates, ÚTIA AV ČR (Praha, 2001) [2001]
  43. Šmíd Martin: Evaluating Quality of Approximate Solution of Stochastic Programming Problem, ÚTIA AV ČR (Praha, 1999) [1999]
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