output
20112026
most citedA review of possible effects of cognitive biases on the interpretation of rule-based machine learning models

138 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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q-fin.ST2021★ 11 cited

Modeling Price Clustering in High-Frequency Prices

Vladimír Holý, Petra Tomanová

The price clustering phenomenon manifesting itself as an increased occurrence of specific prices is widely observed and well-documented for various financial instruments and market…

q-fin.ST2018★ 8 cited

Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros

Francisco Blasques, Vladimír Holý, Petra Tomanová

In finance, durations between successive transactions are usually modeled by the autoregressive conditional duration model based on a continuous distribution omitting zero values.…

q-fin.ST2017★ 20 cited

Transitions between superstatistical regimes: validity, breakdown and applications

Petr Jizba, Jan Korbel, Hynek Lavička +3

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "cano…

q-fin.ST2012★ 123 cited

Time-Frequency Dynamics of Biofuels-Fuels-Food System

Lukas Vacha, Karel Janda, Ladislav Kristoufek +1

For the first time, we apply the wavelet coherence methodology on biofuels (ethanol and biodiesel) and a wide range of related commodities (gasoline, diesel, crude oil, corn, wheat…