{"id":"https://openalex.org/W2783541063","doi":"https://doi.org/10.14736/kyb-2017-6-1026","title":"Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance","display_name":"Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance","publication_year":2018,"publication_date":"2018-01-12","ids":{"openalex":"https://openalex.org/W2783541063","doi":"https://doi.org/10.14736/kyb-2017-6-1026","mag":"2783541063"},"language":"en","primary_location":{"id":"doi:10.14736/kyb-2017-6-1026","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2017-6-1026","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://library.utia.cas.cz/separaty/2017/E/kankova-0485151.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054498296","display_name":"Vlasta Ka\u0148kov\u00e1","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Vlasta Ka\u0148kov\u00e1","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5054498296"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4815,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.75279026,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1026","last_page":"1046"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.24529999494552612,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.24529999494552612,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.23880000412464142,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.23819999396800995,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5492113828659058},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46187686920166016},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.4563466012477875},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39132189750671387},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3504619896411896},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33303597569465637},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2813510596752167},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.07858049869537354}],"concepts":[{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5492113828659058},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46187686920166016},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.4563466012477875},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39132189750671387},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3504619896411896},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33303597569465637},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2813510596752167},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.07858049869537354}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.14736/kyb-2017-6-1026","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2017-6-1026","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},{"id":"pmh:oai:asep.lib.cas.cz:CavUnEpca/0485151","is_oa":true,"landing_page_url":"http://hdl.handle.net/11104/0280355","pdf_url":"http://library.utia.cas.cz/separaty/2017/E/kankova-0485151.pdf","source":{"id":"https://openalex.org/S7407055266","display_name":"ASEP","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"public-domain","license_id":"https://openalex.org/licenses/public-domain","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:oai.dml.cz:10338.dmlcz/147083","is_oa":true,"landing_page_url":"http://hdl.handle.net/10338.dmlcz/147083","pdf_url":"http://dml.cz/bitstream/handle/10338.dmlcz/147083/Kybernetika_53-2017-6_5.pdf","source":{"id":"https://openalex.org/S4406922294","display_name":"Czech digital mathematics library","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"type:math"}],"best_oa_location":{"id":"pmh:oai:asep.lib.cas.cz:CavUnEpca/0485151","is_oa":true,"landing_page_url":"http://hdl.handle.net/11104/0280355","pdf_url":"http://library.utia.cas.cz/separaty/2017/E/kankova-0485151.pdf","source":{"id":"https://openalex.org/S7407055266","display_name":"ASEP","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"public-domain","license_id":"https://openalex.org/licenses/public-domain","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.4699999988079071,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321006","display_name":"Grantov\u00e1 Agentura \u010cesk\u00e9 Republiky","ror":"https://ror.org/01pv73b02"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2783541063.pdf","grobid_xml":"https://content.openalex.org/works/W2783541063.grobid-xml"},"referenced_works_count":24,"referenced_works":["https://openalex.org/W48523452","https://openalex.org/W61315285","https://openalex.org/W206148877","https://openalex.org/W270829404","https://openalex.org/W1520578841","https://openalex.org/W1521544588","https://openalex.org/W1788645602","https://openalex.org/W2007773414","https://openalex.org/W2033163672","https://openalex.org/W2057579296","https://openalex.org/W2079472287","https://openalex.org/W2082272628","https://openalex.org/W2086024425","https://openalex.org/W2090787683","https://openalex.org/W2113575907","https://openalex.org/W2120991802","https://openalex.org/W2216749487","https://openalex.org/W2404529934","https://openalex.org/W2406104228","https://openalex.org/W2408306360","https://openalex.org/W4233413206","https://openalex.org/W4247165901","https://openalex.org/W4249513058","https://openalex.org/W4299829399"],"related_works":["https://openalex.org/W1502198272","https://openalex.org/W2017540542","https://openalex.org/W2104764082","https://openalex.org/W2073254488","https://openalex.org/W2084227502","https://openalex.org/W2066504725","https://openalex.org/W2010938771","https://openalex.org/W1978379809","https://openalex.org/W4388209346","https://openalex.org/W2047105028"],"abstract_inverted_index":{"Economic":[0],"and":[1,12,78,107,115],"financial":[2,127],"processes":[3],"are":[4],"mostly":[5],"simultaneously":[6],"influuenced":[7],"by":[8,31,55,70],"a":[9,13,32,38,51,133],"random":[10,18],"factor":[11,19],"decision":[14,25],"parameter.":[15],"While":[16],"the":[17,24,45,60,85,98,104,121],"can":[20,27],"be":[21,28],"hardly":[22],"influenced,":[23],"parameter":[26],"usually":[29],"determined":[30,58],"deterministic":[33],"optimization":[34],"problem":[35,134],"depending":[36],"on":[37,59,100,103],"corresponding":[39,130],"probability":[40,47],"measure.":[41],"However,":[42],"in":[43],"applications":[44,111],"\u201eunderlying\u201c":[46],"measure":[48],"is":[49],"often":[50],"little":[52],"different,":[53],"replaced":[54,69],"empirical":[56,113],"one":[57,77,80],"base":[61],"of":[62,135],"data":[63],"or":[64],"even":[65],"(for":[66],"numerical":[67],"reason)":[68],"simpler":[71],"(mostly":[72],"discrete)":[73],"one.":[74],"Consequently,":[75],"real":[76],"approximate":[79],"correspond":[81],"to":[82,89,112,125],"applications.":[83,128],"In":[84],"paper":[86],"we":[87,96,119],"try":[88],"investigate":[90],"their":[91,110],"relationship.":[92],"To":[93],"this":[94],"end":[95],"employ":[97],"results":[99,124],"stability":[101],"based":[102],"Wasserstein":[105],"metric":[106],"L1":[108],"norm,":[109],"estimates":[114],"scenario":[116],"generation.":[117],"Moreover,":[118],"apply":[120],"achieved":[122],"new":[123],"simple":[126],"The":[129],"model":[131],"will":[132],"stochastic":[136],"programming.":[137]},"counts_by_year":[{"year":2018,"cited_by_count":1}],"updated_date":"2026-08-19T15:00:24.278416","created_date":"2025-10-10T00:00:00"}