output
20052026
most citedWhat are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis

999 citations

Showing 2015Show all

18 papers · 1 filter

cs.MA2015★ 4 cited

Conflict Solution According to "Aggressiveness" of Agents in Floor-Field-Based Model

Pavel Hrabák, Marek Bukáček

This contribution introduces an element of "aggressiveness" into the Floor-Field based model with adaptive time-span. The aggressiveness is understood as an ability to win conflict…

cs.AI2015★ 1 cited

Influence diagrams for the optimization of a vehicle speed profile

Václav Kratochvíl, Jiří Vomlel

Influence diagrams are decision theoretic extensions of Bayesian networks. They are applied to diverse decision problems. In this paper we apply influence diagrams to the optimizat…

cs.AI2015★ 3 cited

Bayesian Network Models for Adaptive Testing

Martin Plajner, Jiří Vomlel

Computerized adaptive testing (CAT) is an interesting and promising approach to testing human abilities. In our research we use Bayesian networks to create a model of tested humans…

math.PR2015

The limiting shape of a full mailbox

M. Formentin, J. M. Swart

We study a model for email communication due to Gabrielli and Caldarelli, where someone receives and answers emails at the times of independent Poisson processes with intensities $…

q-fin.ST2015★ 50 cited

Gold, currencies and market efficiency

Ladislav Kristoufek, Miloslav Vosvrda

Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. B…

math.PR2015

Pathwise duals of monotone and additive Markov processes

Anja Sturm, Jan M. Swart

This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process…

math.AP2015

A sharp interface evolutionary model for shape memory alloys

Hans Knüpfer, Martin Kružík

We show the existence of an energetic solution to a quasistatic evolutionary model of shape memory alloys. Elastic behavior of each material phase/variant is described by polyconve…

stat.CO2015

Adaptive Multiple Importance Sampling for Gaussian Processes

Xiaoyu Xiong, Václav Šmídl, Maurizio Filippone

In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussi…

math.ST2015★ 22 cited

Local bilinear multiple-output quantile/depth regression

Marc Hallin, Zudi Lu, Davy Paindaveine +1

A new quantile regression concept, based on a directional version of Koenker and Bassett's traditional single-output one, has been introduced in [Ann. Statist. (2010) 38 635-669] f…

econ.GN2015

Business cycle synchronization within the European Union: A wavelet cohesion approach

Lubos Hanus, Lukas Vacha

In this paper, we map the process of business cycle synchronization across the European Union. We study this synchronization by applying wavelet techniques, particularly the cohesi…

math.PR2015

The Brownian web, the Brownian net, and their universality

Emmanuel Schertzer, Rongfeng Sun, Jan M. Swart

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allow…

math.NA2015★ 3 cited

Perfect plasticity with damage and healing at small strains, its modelling, analysis, and computer implementation

Tomáš Roubíček, Jan Valdman

The quasistatic, Prandtl-Reuss perfect plasticity at small strains is combined with a gradient, reversible (i.e. admitting healing) damage which influences both the elastic moduli…

math.CO2015★ 1 cited

Polyhedral aspects of score equivalence in Bayesian network structure learning

James Cussens, David Haws, Milan Studeny

This paper deals with faces and facets of the family-variable polytope and the characteristic-imset polytope, which are special polytopes used in integer linear programming approac…

stat.AP2015★ 5 cited

Estimation of Zero Intelligence Models by L1 Data

Martin Šmíd

A unit volume zero intelligence (ZI) model is defined and the distribution of its L1 process is recursively described. Further, a generalized ZI (GZI) model allowing non-unit marke…

stat.ML2015★ 8 cited

Non-parametric Bayesian Models of Response Function in Dynamic Image Sequences

Ondřej Tichý, Václav Šmídl

Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention fu…

q-fin.ST2015★ 49 cited

Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components

Ladislav Kristoufek

We study power-law correlations properties of the Google search queries for Dow Jones Industrial Average (DJIA) component stocks. Examining the daily data of the searched terms wit…

physics.data-an2015★ 38 cited

Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?

Ladislav Kristoufek

In this note, we investigate possible relationships between the bivariate Hurst exponent and an average of the separate Hurst exponents . We show tha…

math.FA2015

Decomposition approaches to integration without a measure

Salvatore Greco, Radko Mesiar, Fabio Rindone +1

Extending the idea of Even and Lehrer [3], we discuss a general approach to integration based on a given decomposition system equipped with a weighting function, and a decompositio…