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
Facets of the Cone of Totally Balanced Games
Tomáš Kroupa, Milan Studený
The class of totally balanced games is a class of transferable-utility coalitional games providing important models of cooperative behavior used in mathematical economics. They coi…
On finite-time and fixed-time consensus algorithms for dynamic networks switching among disconnected digraphs
David Gómez-Gutiérrez, Carlos Renato Vázquez, Sergej Čelikovský +2
The aim of this paper is to analyze a class of consensus algorithms with finite-time or fixed-time convergence for dynamic networks formed by agents with first-order dynamics. In p…
Saturated Models in Mathematical Fuzzy Logic
Guillermo Badia, Carles Noguera
This paper considers the problem of building saturated models for first-order graded logics. We define types as pairs of sets of formulas in one free variable which express propert…
Asymmetric Network Connectedness of Fears
Jozef Barunik, Mattia Bevilacqua, Radu Tunaru
This paper introduces forward-looking measures of the network connectedness of fears in the financial system, arising due to the good and bad beliefs of market participants about u…
Fraisse classes of graded relational structures
Guillermo Badia, Carles Noguera
We study classes of graded structures satisfying the properties of amalgamation, joint embedding and hereditariness. Given appropriate conditions, we can build a graded analogue of…
Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities
František Čech, Jozef Baruník
This paper investigates how realized and option implied volatilities are related to the future quantiles of commodity returns. Whereas realized volatility measures ex-post uncertai…
The Radius of Metric Subregularity
Asen L. Dontchev, Helmut Gfrerer, Alexander Y. Kruger +1
There is a basic paradigm, called here the radius of well-posedness, which quantifies the "distance" from a given well-posed problem to the set of ill-posed problems of the same ki…
Power-law cross-correlations: Issues, solutions and future challenges
Ladislav Kristoufek
Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s.…
Uniqueness of the nonlinear Schrödinger Equation driven by jump processes
Erika Hausenblas, Anne de Bouard, Martin Ondrejat
In a recent paper by the first two named authors, existence of martingale solutions to a stochastic nonlinear Schrödinger equation driven by a Lévy noise was proved. In this paper,…
A phase-field approach to Eulerian interfacial energies
Diego Grandi, Martin Kruzik, Edoardo Mainini +1
We analyze a phase-field approximation of a sharp-interface model for two- phase materials proposed by M. Silhavy [32, 33]. The distinguishing trait of the model resides in the fac…
Efficient and flexible MATLAB implementation of 2D and 3D elastoplastic problems
Martin Čermák, Stanislav Sysala, Jan Valdman
We propose an effective and flexible way to implement 2D and 3D elastoplastic problems in MATLAB using fully vectorized codes. Our technique is applied to a broad class of the prob…
Total, asymmetric and frequency connectedness between oil and forex markets
Jozef Baruník, Evžen Kočenda
We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra-day data over the period 2007 -- 2017. By employing variance deco…
Gradient Algorithms for Complex Non-Gaussian Independent Component/Vector Extraction, Question of Convergence
Zbyněk Koldovský, Petr Tichavský
We revise the problem of extracting one independent component from an instantaneous linear mixture of signals. The mixing matrix is parameterized by two vectors, one column of the…
The magnetic nature of umbra-penumbra boundary in sunspots
Jan Jurčák, Reza Rezaei, Nazaret Bello González +2
Sunspots are the longest-known manifestation of solar activity, and their magnetic nature has been known for more than a century. Despite this, the boundary between umbrae and penu…
Ordered group-valued probability, positive operators, and integral representations
T. Kroupa
Probability maps are additive and normalised maps taking values in the unit interval of a lattice ordered Abelian group. They appear in theory of affine representations and they ar…
A new characterization of endogeny
Tibor Mach, Anja Sturm, Jan M. Swart
Aldous and Bandyopadhyay have shown that each solution to a recursive distributional equation (RDE) gives rise to recursive tree process (RTP), which is a sort of Markov chain in w…