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

999 citations

Showing 2017Show all

10 papers · 1 filter

math.AP2017★ 15 cited

Quasistatic elastoplasticity via Peridynamics: existence and localization

Martin Kružík, Carlos Mora-Corral, Ulisse Stefanelli

Peridynamics is a nonlocal continuum-mechanical theory based on minimal regularity on the deformations. Its key trait is that of replacing local constitutive relations featuring sp…

q-fin.ST2017

Forecasting dynamic return distributions based on ordered binary choice

Stanislav Anatolyev, Jozef Barunik

We present a simple approach to forecasting conditional probability distributions of asset returns. We work with a parsimonious specification of ordered binary choice regression th…

math.PR2017

Necessary and sufficient conditions for a nonnegative matrix to be strongly R-positive

Jan M. Swart

Using the Perron-Frobenius eigenfunction and eigenvalue, each finite irreducible nonnegative matrix can be transformed into a probability kernel . This was generalized by Da…

physics.app-ph2017★ 20 cited

Wang tiling aided statistical determination of the Representative Volume Element size of random heterogeneous materials

Martin Doškář, Jan Zeman, Daniela Jarušková +1

Wang tile based representation of a heterogeneous material facilitates fast synthesis of non-periodic microstructure realizations. In this paper, we apply the tiling approach in nu…

quant-ph2017★ 18 cited

Information Geometry of Quantum Resources

Davide Girolami

I review recent works showing that information geometry is a useful framework to characterize quantum coherence and entanglement. Quantum systems exhibit peculiar properties which…

math.DS2017★ 10 cited

Viral infection model with diffusion and state-dependent delay: stability of classical solutions

Alexander Rezounenko

A class of reaction-diffusion virus dynamics models with intracellular state-dependent delay and a general non-linear infection rate functional response is investigated. We are int…

math.OC2017★ 1 cited

On the Aubin property of a class of parameterized variational systems

Helmut Gfrerer, Jiří V Outrata

The paper deals with a new sharp criterion ensuring the Aubin property of solution maps to a class of parameterized variational systems. This class includes parameter-dependent var…

math.AP2017

Weak lower semicontinuity by means of anisotropic parametrized measures

Agnieszka Kałamajska, Stefan Krömer, Martin Kružík

It is well known that besides oscillations, sequences bounded only in can also develop concentrations, and if the latter occurs, we can at most hope for weak convergence…

math.PR2017★ 25 cited

-valued stochastic convolution integral driven by Volterra noise

Petr Čoupek, Bohdan Maslowski, Martin Ondreját

Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space . The corresponding regulari…

math.AP2017★ 1 cited

On the existence of minimisers for strain-gradient single-crystal plasticity

Keith Anguige, Patrick Dondl, Martin Kružík

We prove the existence of minimisers for a family of models related to the single-slip-to-single-plane relaxation of single-crystal, strain-gradient elastoplasticity with -har…