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

999 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 2016Show all

14 papers · 1 filter

cond-mat.mtrl-sci2016★ 15 cited

eXtended Variational Quasicontinuum Methodology for Lattice Networks with Damage and Crack Propagation

Ondřej Rokoš, Ron H. J. Peerlings, Jan Zeman

Lattice networks with dissipative interactions are often employed to analyze materials with discrete micro- or meso-structures, or for a description of heterogeneous materials whic…

q-fin.MF2016★ 1 cited

How much market making does a market need?

Vít Peržina, Jan M. Swart

We consider a simple model for the evolution of a limit order book in which limit orders of unit size arrive according to independent Poisson processes. The frequencies of buy limi…

math.OC2016★ 69 cited

On Lipschitzian properties of implicit multifunctions

Helmut Gfrerer, Jiří V. Outrata

The paper is devoted to the development of new sufficient conditions for the calmness and the Aubin property of implicit multifunctions. As the basic tool one employs the direction…

math.OC2016★ 30 cited

On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications

Helmut Gfrerer, Jiří V. Outrata

The paper concerns the computation of the limiting coderivative of the normal-cone mapping related to inequality constraints under weak qualification conditions. The obtain…

cs.CV2016★ 39 cited

The World of Fast Moving Objects

Denys Rozumnyi, Jan Kotera, Filip Sroubek +2

The notion of a Fast Moving Object (FMO), i.e. an object that moves over a distance exceeding its size within the exposure time, is introduced. FMOs may, and typically do, rotate w…

math.NA2016

Computational modeling of magnetic hysteresis with thermal effects

Martin Kružík, Jan Valdman

We study computational behavior of a mesoscopic model describing temperature/external magnetic field-driven evolution of magnetization. Due to nonconvex anisotropy energy describin…

math.PR2016

Ergodic maximum principle for stochastic systems

Carlo Orrieri, Gianmario Tessitore, Petr Veverka

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controll…

q-fin.ST2016★ 22 cited

Fractal approach towards power-law coherency to measure cross-correlations between time series

Ladislav Kristoufek

We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical…

math.DS2016★ 13 cited

Stability of a viral infection model with state-dependent delay, CTL and antibody immune responses

Alexander Rezounenko

A virus dynamics model with intracellular state-dependent delay and nonlinear infection rate of Beddington-DeAngelis functional response is studied. The technique of Lyapunov funct…

physics.soc-ph2016★ 9 cited

Individual Microscopic Results Of Bottleneck Experiments

Marek Bukáček, Pavel Hrabák, Milan Krbálek

This contribution provides microscopic experimental study of pedestrian motion in front of the bottleneck, explains the high variance of individual travel time by the statistical a…

cs.MA2016★ 2 cited

Estimation of Discretized Motion of Pedestrians by the Decision-Making Model

Pavel Hrabák, Ondřej Ticháček, Vladimíra Sečkárová

The contribution gives a micro-structural insight into the pedestrian decision process during an egress situation. A method how to extract the decisions of pedestrians from the tra…

math.OC2016

A first-order multigrid method for bound-constrained convex optimization

Michal Kocvara, Sudaba Mohammed

The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional pr…

q-fin.ST2016★ 15 cited

Power-law cross-correlations estimation under heavy tails

Ladislav Kristoufek

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analys…

math.AP2016★ 45 cited

Weak lower semicontinuity of integral functionals and applications

Barbora Benešová, Martin Kružík

Minimization is a reoccurring theme in many mathematical disciplines ranging from pure to applied ones. Of particular importance is the minimization of integral functionals that is…