999 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Czech Academy of SciencesCZ67 papers
- Charles UniversityCZ39 papers
- Czech Technical University in PragueCZ33 papers
- Johannes Kepler University of LinzAT7 papers
- University of South Bohemia in České BudějoviceCZ6 papers
- University of WarwickGB6 papers
- V. N. Karazin Kharkiv National UniversityUA6 papers
- Federation UniversityAU5 papers
- Prague University of Economics and BusinessCZ5 papers
- Technical University of LiberecCZ5 papers
- Czech Academy of Sciences, Institute of ThermomechanicsCZ4 papers
- Friedrich-Alexander-Universität Erlangen-NürnbergDE4 papers
16 papers · 1 filter
Sample and population exponents of generalized Taylor's law
Andrea Giometto, Marco Formentin, Andrea Rinaldo +2
Taylor's law (TL) states that the variance of a non-negative random variable is a power function of its mean , i.e. . The ubiquitous empirical verification of TL, t…
Finite-dimensional global attractors for parabolic nonlinear equations with state-dependent delay
Igor Chueshov, Alexander Rezounenko
We deal with a class of parabolic nonlinear evolution equations with state-dependent delay. This class covers several important PDE models arising in biology. We first prove well-p…
Parabolic partial differential equations with discrete state-dependent delay: classical solutions and solution manifold
Tibor Krisztin, Alexander Rezounenko
Classical solutions to PDEs with discrete state-dependent delay are studied. We prove the well-posedness in a set which is an analogous to the solution manifold used for ordi…
Identification of some nonsmooth evolution systems with illustration on adhesive contacts at small strains
L. Adam, J. V. Outrata, T. Roubicek
A class of evolution quasistatic systems which leads, after a suitable time discretization, to recursive nonlinear programs, is considered and optimal control or identification pro…
Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales
Ladislav Kristoufek
We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed…
Core-based criterion for extreme supermodular functions
M. Studený, T. Kroupa
We give a necessary and sufficient condition for extremality of a supermodular function based on its min-representation by means of (vertices of) the corresponding core polytope. T…
Finite sample properties of power-law cross-correlations estimators
Ladislav Kristoufek
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrendi…
On the interplay between short and long term memory in the power-law cross-correlations setting
Ladislav Kristoufek
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay…
Fast MATLAB assembly of FEM matrices in 2D and 3D: Edge elements
Immanuel Anjam, Jan Valdman
We propose an effective and flexible way to assemble finite element stiffness and mass matrices in MATLAB. We apply this for problems discretized by edge finite elements. Typical e…
Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries?
Jaroslav Pavlicek, Ladislav Kristoufek
Online activity of the Internet users has been repeatedly shown to provide a rich information set for various research fields. We focus on the job-related searches on Google and th…
Spectrum-based estimators of the bivariate Hurst exponent
Ladislav Kristoufek
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local -Whittle estimators -- as generali…
Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets
Ladislav Kristoufek, Petra Lunackova
We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of fractional integration, long-term memory and borderline (non-)…
What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis
Ladislav Kristoufek
Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its…
Additive Schwarz preconditioner for the general finite volume element discretization of symmetric elliptic problems
Leszek Marcinkowski, Talal Rahman, Atle Loneland +1
A symmetric and a nonsymmetric variant of the additive Schwarz preconditioner are proposed for the solution of a nonsymmetric system of algebraic equations arising from a general f…
Leverage effect in energy futures
Ladislav Kristoufek
We propose a comprehensive treatment of the leverage effect, i.e. the relationship between returns and volatility of a specific asset, focusing on energy commodities futures, namel…
Diversity of scales makes an advantage: The case of the Minority Game
Miroslav Pištěk, Frantisek Slanina
We use the Minority Game as a testing frame for the problem of the emergence of diversity in socio-economic systems. For the MG with heterogeneous impacts, we show that the direct…