Scientific programme

Sunday 25.9.2011

• Milan Bašta: Time series analysis with wavelets

• Jozef Komorník, Magda Komorníková: Rotations of copulas and their applications in modelling of financial data

• Oľga Nánásiová: Modeling of non-compatible random events via multidimensional states

• Jana Kalická, Tomáš Kulla: Optimal bandwith in nonparametric regression

• Jana Lenčuchová: Comparing the power properties of the proposed test and some other nonlinearity tests for markov-switching time series models

• Anna Petričková: Modelling of the ARMA models residuals using autocopulas

• Danuša Szőkeová, Silvia Kohnová: SETAR models in the streamflow modeling

• Petra Zacharovská: Comparison of descriptive and predictive properties of MSW models with different probability distribution of residuals

• Oľga Nánásiová, Miroslav Sabo: Clustering by two methods simultaneously

• Mária Bohdalová, Michal Greguš: Monte Carlo simulation Value at Risk and PCA

• Dana Hliněná, Martin Kalina, Pavol Kráľ: Implicators and I-partitions

Tuesday 25.9.2011

• Pál Rakonczai: Bivariate generalized Pareto distribution in practice: models and estimation

• Piotr Jaworski: Invariant multivariate dependence structure under univariate truncation

• Radko Mesiar: Copulas and integrals

• Anna Kolesárová, Andrea Stupňanová: On the structure of associative n-dimensional copulas

• Vladimír Jágr: Generalization and construction of Archimax copulas for higher dimensions

• Tomáš Bacigál: Recent tools for modelling dependence with copulas and R

• Monika Pekárová: On some insurance risk applications of copulas

• Darina Kyselová: Aggregation functions-based building of transitive preference structures

• Lucia Vavríková: Application of aggregation operators on the assessment of public universities and their faculties

• G.Beliakov, S.James, J.Beganová, T.Rückschlossová and R.R.Yager: Bonferroni mean operators in multi-criteria aggregation

• Anna Kolesárová, Andrea Stupňanová, Juliana Beganová: Aggregation-based extensions of utility functions