J. Witzany

activity

19932023

most citedCopula-Based Trading of Cointegrated Cryptocurrency Pairs

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

q-fin.TR2023★ 1 cited

Copula-Based Trading of Cointegrated Cryptocurrency Pairs

Masood Tadi, Jiří Witzany

This research introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs, the study employs linear a…

math.LO1994

Consistency Strength of the Axiom of Full Reflection at Large Cardinals

Moti Gitik, Jiří Witzany

The Axiom of Full Reflection at a measurable cardinal has been conjectured to be equiconsitent with the existence of a coherent sequence of measures with a repeat point. However we…

math.LO1993

Any behaviour of the Mitchell Ordering of Normal Measures Is Possible

Jiří Witzany

Let $U_{0}, U_{1}$ be two normal measures on $κ .$ We say that $U_{0}$ is in the Mitchell ordering less then $U_{1},$ $U_{0} ⊲ U_{1},$ if $U_{0} \in U l t (V, U_{1}) .$ The ordering is wel…

math.LO1993

Possible Behaviours of the Reflection Ordering of Stationary Sets

Jiří Witzany

If $S, T$ are stationary subsets of a regular uncountable cardinal $κ$ , we say that $S$ reflects fully in $T$ , $S < T$ , if for almost all $α \in T$ (except a nonstationary set) $S \cap…

math.LO1993

Full Reflection at a Measurable Cardinal

Thomas Jech, Jiří Witzany

A stationary subset $S$ of a regular uncountable cardinal $κ$ {\it reflects fully} at regular cardinals if for every stationary set $T \subseteq κ$ of higher order consisting of re…