Monday Programme
09:00-09:30 room S4 - Opening (chair: Martin Šmíd)
09:30-10:10 room S4 - Invited Lecture (chair: Anoop Rai)
The Untold Truth Behind Mergers and Acquisitions
10:25-11:45 room S4 - Advances in Variational Analysis (chair: Martin Branda)
Helmut Gfrerer: On a globally convergent SCD semismooth* Newton method in composite convex optimization (disc. Jiri Outrata)
Jiri Outrata: On the implicit programming approach in a class of mathematical programs with equilibrium constraints (disc. Helmut Gfrerer)
10:25-11:45 room S8 - Macro and Regulation (chair: Igor Melicherčík)
Markku Kallio: Stabilizing financial networks via mergers and acquisitions (disc. Igor Melicherčík)
Igor Melicherčík: Child - related pension benefits: The case of Slovakia (disc. James Otterson)
James Otterson: DSGE Modeling with Python (disc. Anoop Rai)
Anoop Rai: Have Asian Central Banks' efforts at transparency fallen short? (disc. Markku Kallio)
10:25-11:45 room S10 - Financial Markets (chair: Robinson Reyes Pena)
Bahate Maidiya: Differential Effects of Investor Sentiment on Large and Small Companies: Insights from the Russell 1000 and Russell 2000 (disc. Robinson Reyes Pena)
Robinson Reyes Pena: Short Selling and Audit Reporting Lags (disc. Patrycja Chodnicka-Jaworska)
Edward Lawrence: Effect of Pre-IPO Litigation on the Choice of Issue Method and Underpricing (disc. Bahate Maidiya)
11:50-13:10 room S4 - Mathematical Methods in Operations Research (chair: Mária Trnovská)
Mária Trnovská: Returns-to-scale in data envelopment analysis: slacks-based vs. path-based models (disc. Rajmadan Lakshmanan)
Lukáš Račko: Generalizing Nash equilibria for games with random payoffs (disc. Bernadett Bertóková)
Bernadett Bertóková: Exploring the translog production function: theoretical insights and applications for generating artificial data (disc. Mária Trnovská)
Rajmadan Lakshmanan: Higher Order Stochastic Dominance: Advancements and Numerical Exposition (disc. Lukáš Račko)
11:50-13:10 room S8 - Corporate Finance (chair: David Neděla)
David Neděla: Do pension funds outperform inflation? (disc. Yakov Amihud)
Lucia Ludovici: A Model of Firms' Delisting Based on the Access to Capital Perspective (disc. Karen Watkins Fassler)
Karen Watkins Fassler: Echoes of the past: The long-lasting effects of entrepreneurs’ generational imprints on value-creation models (disc. Lucia Ludovici)
Yakov Amihud: Corporate resiliency and the choice between financial and operational hedging (disc. David Neděla)
11:50-13:10 room S10 - Energy Markets (chair: Ruth Domínguez)
Ivan De Crescenzo: Geopolitical risk and uncertainty in energy markets (disc. Martin Branda)
Ruth Domínguez: Analysing the impact of CfD contracts for wind producers using a stochastic bilevel approach (disc. Ivan De Crescenzo)
Martin Branda: Electricity Markets with Elastic Demand and Bounded Production: Bilevel Optimization and Sensitivity Analysis (disc. Mehar Ullah)
Mehar Ullah: Highlighting the key challenges in Power-to-X Cogeneration: A Data-Driven Approach Using IoT and Advanced Analytics (disc. Ruth Domínguez)
14:20-15:40 room S4 - Recent Advances in Mathematical Optimization (chair: Monika Kaľatová)
Jakub Hrdina: Duality in Conic Reformulations of Standard Convex Programming Problems (disc. Monika Kaľatová)
Monika Kaľatová: Bilevel models with moving window analysis (disc. Vlasta Kaňková)
Karel Sladký: Risk-Sensitive Average Optimality in Semi-Markov Decision Processes (disc. Jakub Hrdina)
Vlasta Kaňková: Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure and an Application to Special Type Problems with Endogenous Uncertainty (disc. Karel Sladký)
14:20-15:40 room S8 - Modern Approaches to Portfolio Selection (chair: Sebastiano Vitali)
Jialei Xiong: Comparison of Market Attention-Driven and Traditional Portfolio Strategies (disc. Qian Gao)
Jana Junová: Relaxing stochastic dominance constraints in portfolio optimization (disc. Sebastiano Vitali)
Sebastiano Vitali: Portfolio selection based on implied volatility and state price density (disc. Jana Junová)
Qian Gao: A Portfolio Optimization Method Using Ensemble Learning Forecasting (disc. Jialei Xiong)
15:45-16:25 room S4 - Invited Lecture (chair: Ruth Domínguez)
Miguel Carrion: Electricity procurement for industrial consumers considering self-generation and flexible consumption
16:40-18:00 room S4 - Applications of Machine Learning (chair: Karel Kozmík)
Rosella Castellano: A Machine Learning perspective to explore cryptocurrencies’ dynamics and derive buy/sell trading signals. (disc. Karel Kozmík)
Patrycja Chodnicka-Jaworska: Impact of ESG measures on the energy sector stock prices (disc. Annalisa Ferrari)
Annalisa Ferrari: The supremacy of ML in ESG ratings estimation (disc. Patrycja Chodnicka-Jaworska)
Karel Kozmík: Dynamic Multistage Portfolio Optimization Using Reinforcement Learning for Scenario Tree Generation (disc. Rosella Castellano)
16:40-18:00 room S8 - Borderlines of Modeling (chair: Martin Šmíd)
Martin Šmíd: When mathematical correctness is not enough – experience form COVID modeling (disc. Monika Matoušková)
Monika Matoušková: Distributionally Robust Fixed-Interval Scheduling Problem with Heterogeneous Machines and Stochastic Delays (disc. Giuseppina Dello Ioio)
Giuseppina Dello Ioio: Machine Learning for football performance evaluation: a comprehensive player analysis (disc. Martin Šmíd)