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

138 citations

researchers with a paper here

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

collaborating institutions
Showing 2021Show all

6 papers · 1 filter

econ.GN2021★ 12 cited

Cultural Diversity and Its Impact on Governance

Tomáš Evan, Vladimír Holý

Hofstede's six cultural dimensions make it possible to measure the culture of countries but are criticized for assuming the homogeneity of each country. In this paper, we propose t…

stat.AP2021★ 1 cited

The Impact of TV Advertising on Website Traffic

Lukáš Veverka, Vladimír Holý

We propose a modeling procedure for estimating immediate responses to TV ads and evaluating the factors influencing their size. First, we capture diurnal and seasonal patterns of w…

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…

econ.GN2021★ 14 cited

The Role of a Nation's Culture in the Country's Governance: Stochastic Frontier Analysis

Vladimír Holý, Tomáš Evan

What role does culture play in determining institutions in a country? This paper argues that the establishment of institutions is a process originating predominantly in a nation's…

q-fin.MF2021

Bertram's Pairs Trading Strategy with Bounded Risk

Vladimír Holý, Michal Černý

Finding Bertram's optimal trading strategy for a pair of cointegrated assets following the Ornstein--Uhlenbeck price difference process can be formulated as an unconstrained convex…

stat.ME2021★ 5 cited

Modelling Time-Varying Rankings with Autoregressive and Score-Driven Dynamics

Vladimír Holý, Jan Zouhar

We develop a new statistical model to analyse time-varying ranking data. The model can be used with a large number of ranked items, accommodates exogenous time-varying covariates a…