60 citations · 61 across the 5 of their papers we have counts for
5 papers
Clustering Retail Products Based on Customer Behaviour
Vladimír Holý, Ondřej Sokol, Michal Černý
The categorization of retail products is essential for the business decision-making process. It is a common practice to classify products based on their quantitative and qualitativ…
Bertram's Pairs Trading Strategy with Bounded Risk
Vladimír Holý, Michal Černý
Finding Bertram's optimal trading strategy for a pair of cointegrated assets following the Ornstein--Uhlenbeck price difference process can be formulated as an unconstrained convex…
A new polynomially solvable class of quadratic optimization problems with box constraints
Milan Hladík, Michal Černý, Miroslav Rada
We consider the quadratic optimization problem , where is a box and is assumed to be $\mathcal{O}(…
A class of optimization problems motivated by rank estimators in robust regression
Michal Cerny, Miroslav Rada, Jaromir Antoch +1
A rank estimator in robust regression is a minimizer of a function which depends (in addition to other factors) on the ordering of residuals but not on their values. Here we focus…
Interval Linear Algebra and Computational Complexity
Jaroslav Horáček, Milan Hladík, Michal Černý
This work connects two mathematical fields - computational complexity and interval linear algebra. It introduces the basic topics of interval linear algebra - regularity and singul…