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Bibliografie

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  1. Šmíd Martin :  Dosáhneme kolektivní imunity očkováním? , Rok s pandemií covid-19 - reflexe v poločase., p. 181-193 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]
  2. Šmíd Martin, Kuběna Aleš Antonín :  Fungují opatření? Korelace versus kauzalita. , Rok s pandemií covid-19 - reflexe v poločase., p. 65-72 , Eds: Diviák T., Šlerka J., Šmíd M., Zajíček M. [2023]
  3. Diviák T., Šlerka J., Šmíd Martin, Zajíček Milan :  Rok s pandemií COVID-19 : reflexe v poločase, Karolinum, (Praha 2023) [2023]
  4. Kukačka Jiří :  Simulated maximum likelihood estimation of agent-based models in economics and finance , Network Theory and Agent-Based Modeling in Economics and Finance, p. 203-226 , Eds: Chakrabarti A. S., Pichl L., Kaizoji T. [2019] DOI: 10.1007/978-981-13-8319-9_10
  5. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Wavelet-Based Correlation Analysis of the Key Traded Assets , Wavelet Applications in Economics and Finance, p. 157-183 [2014] Download DOI: 10.1007/978-3-319-07061-2_8
  6. Derviz Alexis :  Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks , Financial Aspects of Recent Trends in the Global Economy, p. 38-56 , Eds: Mirdala Rajmund [2013] Download
  7. Víšek Jan Ámos :  Robust error-term-scale estimate , Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: Festschrift for Jana Jureckova, p. 254-267 , Eds: Antoch Jaromir, Huskova Marie, Sen Pranab [2010] Download
  8. Veverka Petr :  Pricing of Real Options Based on Exponential Mean Reverting Processes: Finite differences method for pricing of Real Options based on exponential mean reverting processes of underlying asset, LAP LAMBERT Academic Publishing, (Saarbrücken 2010) [2010]
  9. Mareš Milan :  Vaguely motivated cooperation , Fuzzy Optimization, p. 271-286 , Eds: Lodwick Weldon A., Kacprzyk Janusz [2010] Download

  1. Šmíd Martin, Kozmík Václav :  Approximation of multistage stochastic programming problems by smoothed quantization , Review of Managerial Science vol.18, 1 (2024), p. 2079-2114 [2024] Download Download DOI: 10.1007/s11846-024-00733-5
  2. Nechvátalová Lenka :  Multi-Horizon Equity Returns Predictability via Machine Learning , FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE vol.74, 2 (2024), p. 142-190 [2024] Download Download DOI: 10.32065/CJEF.2024.02.01
  3. Baruník Jozef, Hanus Luboš :  Fan charts in era of big data and learning , Finance Research Letters vol.61, [2024] Download Download DOI: 10.1016/j.frl.2024.105003
  4. Proaño Ch. R., Kukačka Jiří, Makarewicz T. :  Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics , Journal of Economic Behavior & Organization vol.217, 1 (2024), p. 312-333 [2024] Download Download DOI: 10.1016/j.jebo.2023.11.011
  5. Baruník Jozef, Bevilacqua M., Faff R. :  Dynamic industry uncertainty networks and the business cycle , Journal of Economic Dynamics & Control vol.159, [2024] Download Download DOI: 10.1016/j.jedc.2023.104793
  6. Bouri E., Krištoufek Ladislav, Ahmad T., Shahzad S. J. H. :  Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies , Annals of Operations Research vol.334, p. 547-573 [2024] Download DOI: 10.1007/s10479-022-04568-9
  7. Bouri E., Shahzad S. J. H., Krištoufek Ladislav :  Editorial to special issue “Hidden market linkages between Bitcoin, cryptocurrencies and financial markets: Evidence from high-frequency data and higher-order moments” in financial innovation , Financial Innovation vol.9, [2023] Download Download DOI: 10.1186/s40854-023-00560-9
  8. Krištoufek Ladislav :  Will Bitcoin ever become less volatile? , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103353
  9. Krištoufek Ladislav, Bouri E. :  Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103332
  10. Nedvěd M., Krištoufek Ladislav :  Safe havens for Bitcoin , Finance Research Letters vol.51, [2023] Download Download DOI: 10.1016/j.frl.2022.103436
  11. Inacio Jr. C. M. C., Krištoufek Ladislav, David S. A. :  Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis , Physica. A : Statistical Mechanics and its Applications vol.626, [2023] Download Download DOI: 10.1016/j.physa.2023.129084
  12. Brom C., Diviák T., Drbohlav J., Korbel Václav, Levínský René, Neruda Roman, Kadlecová Gabriela, Šlerka J., Šmíd Martin, Trnka J., Vidnerová Petra :  Rotation-based schedules in elementary schools to prevent COVID-19 spread: a simulation study , Scientific Reports vol.13, [2023] Download DOI: 10.1038/s41598-023-45788-8
  13. Li Ch., Saadaty R., O'Regan D., Mesiar Radko, Hrytsenko A. :  A nonlinear fractional partial integro-differential equation with nonlocal initial value conditions , Mathematical Methods in the Applied Sciences vol.46, 16 (2023), p. 17010-17019 [2023] Download Download DOI: 10.1002/mma.9486
  14. Li J., Mesiar Radko, Ouyang Y., Wu L. :  On the coincidence of the pan-integral and the Choquet integral , Fuzzy Sets and Systems vol.467, [2023] Download Download DOI: 10.1016/j.fss.2023.108577
  15. Mehri-Dehnavi H., Agahi H., Mesiar Radko :  New horizon in fuzzy distributions: statistical distributions in continuous domains generated by Choquet integral , Soft Computing vol.27, 15 (2023), p. 10447-10456 [2023] Download Download DOI: 10.1007/s00500-023-08529-7
  16. Li J., Mesiar Radko, Ouyang Y. :  On the coincidence of measure-based decomposition and superdecomposition integrals , Fuzzy Sets and Systems vol.457, 1 (2023), p. 125-141 [2023] Download Download DOI: 10.1016/j.fss.2022.09.001
  17. Eidinejad Z., Saadati R., Mesiar Radko, Raja P. :  Applications of Special Functions to Approximate Stochastic Bi-Homomorphisms and Stochastic Bi-Derivations in FB-Algebras and FC-⋄-Algebras of the Matrix Type , Mathematics vol.11, [2023] Download DOI: 10.3390/math11061329
  18. Žíla Eric, Kukačka Jiří :  Moment set selection for the SMM using simple machine learning , Journal of Economic Behavior & Organization vol.212, 1 (2023), p. 366-391 [2023] Download Download DOI: 10.1016/j.jebo.2023.05.040
  19. Sherratt K., Gruson H., Grah R., Tuček Vít, Šmíd Martin, Zajíček Milan :  Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations , eLife vol.12 [2023] Download DOI: 10.7554/eLife.81916
  20. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka Josef, Šmíd Martin, Trnka J., Tuček V., Vidnerová Petra, Zajíček Milan :  On the contact tracing for COVID-19: A simulation study , Epidemics vol.43 [2023] Download DOI: 10.1016/j.epidem.2023.100677
  21. Kukačka Jiří, Krištoufek Ladislav :  Fundamental and speculative components of the cryptocurrency pricing dynamics , Financial Innovation vol.9, [2023] Download Download DOI: 10.1186/s40854-023-00465-7
  22. Kopa M., Šmíd Martin :  Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon , Operations Research Letters vol.51, 2 (2023), p. 133-136 [2023] Download Download DOI: 10.1016/j.orl.2023.01.008
  23. Kukačka Jiří, Sacht S. :  Estimation of heuristic switching in behavioral macroeconomic models , Journal of Economic Dynamics & Control vol.146 [2023] Download Download DOI: 10.1016/j.jedc.2022.104585
  24. Baruník Jozef, Nevrla Matěj :  Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices , Journal of Financial Econometrics vol.21, 5 (2023), p. 1590-1646 [2023] Download Download DOI: 10.1093/jjfinec/nbac017
  25. Havlínová A., Kukačka Jiří :  Corporate Social Responsibility and Stock Prices After the Financial Crisis: The Role of Strategic CSR Activities , Journal of Business Ethics vol.182, 1 (2023), p. 223-242 [2023] Download Download DOI: 10.1007/s10551-021-04935-9
  26. Eidinejad Z., Saadati R., Mesiar Radko, Li Ch. :  New Stability Results of an ABC Fractional Differential Equation in the Symmetric Matrix-Valued FBS , Symmetry-Basel vol.14, [2022] Download Download DOI: 10.3390/sym14122667
  27. Janda K., Kočenda Evžen, Kortusova A., Zhang B. :  Estimation of green bond premiums on the Chinese secondary market , POLITICKA EKONOMIE vol.70, 6 (2022), p. 684-710 [2022] Download Download DOI: 10.18267/j.polek.1363
  28. Šmíd Martin, Berec L., Trnka J. :  Reply to Llibre et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 941-941 [2022] Download DOI: 10.1093/infdis/jiac258
  29. Šmíd Martin, Berec L., Trnka J. :  Response to Beran et al , Journal of Infectious Diseases vol.226, 5 (2022), p. 944-945 [2022] Download DOI: 10.1093/infdis/jiac259
  30. Kapounek S., Kučerová Z., Kočenda Evžen :  Selective Attention in Exchange Rate Forecasting , Journal of Behavioral FInance vol.23, 2 (2022), p. 210-229 [2022] Download Download DOI: 10.1080/15427560.2020.1865355
  31. Baumöhl E., Kočenda Evžen :  How Firms Survive in European Emerging Markets: A Survey , Eastern European Economics vol.60, 5 (2022), p. 393-417 [2022] Download Download DOI: 10.1080/00128775.2022.2099422
  32. Asmus T. C., Dimuro G. P., Bedregal B., Sanz J. A., Fernandez J., Rodriguez-Martinez I., Mesiar Radko, Bustince H. :  A constructive framework to define fusion functions with floating domains in arbitrary closed real intervals , Information Sciences vol.610, 1 (2022), p. 800-829 [2022] Download Download DOI: 10.1016/j.ins.2022.08.007
  33. Asmus T. C., Sanz J. A., Dimuro G. P., Fernandez J., Mesiar Radko, Bustince H. :  A methodology for controlling the information quality in interval-valued fusion processes: Theory and application , Knowledge-Based System vol.258, [2022] Download Download DOI: 10.1016/j.knosys.2022.109963
  34. Mesiar Radko, Li J., Ouyang Y., Šeliga A. :  A new class of decomposition integrals on finite spaces , International Journal of Approximate Reasoning vol.149, 1 (2022), p. 192-205 [2022] Download Download DOI: 10.1016/j.ijar.2022.08.004
  35. Baxa Jaromír, Buliskeria N. :  Do rural banks matter that much? Burgess and Pande (2005) reconsidered , Journal of Applied Econometrics vol.37, 6 (2022), p. 1266-1274 [2022] Download Download DOI: 10.1002/jae.2922
  36. Krištoufek Ladislav :  On the role of stablecoins in cryptoasset pricing dynamics , Financial Innovation vol.8, [2022] Download Download DOI: 10.1186/s40854-022-00343-8
  37. Kumar A., Iqbal N., Mitra S. K., Krištoufek Ladislav, Bouri E. :  Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak , JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.71, [2022] Download Download DOI: 10.1016/j.intfin.2022.101523
  38. Tilfani O., Krištoufek Ladislav, Ferreira P., El Boukfaoui M. Y. :  Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression , Physica. A : Statistical Mechanics and its Applications vol.588, [2022] Download Download DOI: 10.1016/j.physa.2021.126530
  39. Čech František, Zítek M. :  Marine fuel hedging under the sulfur cap regulations , Energy Economics vol.113, [2022] Download Download DOI: 10.1016/j.eneco.2022.106204
  40. Mesiar Radko, Kolesárová A. :  Rectangles-based discrete universal fuzzy integrals , International Journal of Approximate Reasoning vol.148, 1 (2022), p. 162-173 [2022] Download Download DOI: 10.1016/j.ijar.2022.06.003
  41. Daraby B., Mesiar Radko, Rostampour F., Rahimi A. :  Related Thunsdorff type and Frank-Pick type inequalities for Sugeno integral , Applied Mathematics and Computation vol.414, [2022] Download Download DOI: 10.1016/j.amc.2021.126683
  42. Mesiar Radko, Li Ch., Ghaffari A., Saadati R. :  Fuzzy Caratheodory's Theorem and Outer *-Fuzzy Measure , AXIOMS vol.11, [2022] Download Download DOI: 10.3390/axioms11050240
  43. Asmus T. C., Dimuro G. P., Bedregal B., Sanz J. A., Mesiar Radko, Bustince H. :  Towards interval uncertainty propagation control in bivariate aggregation processes and the introduction of width-limited interval-valued overlap functions , Fuzzy Sets and Systems vol.441, 1 (2022), p. 130-168 [2022] Download Download DOI: 10.1016/j.fss.2021.09.005
  44. Berec Luděk, Smyčka J., Levínský René, Hromádková Eva, Šoltés Michal, Šlerka J., Tuček V., Trnka J., Šmíd Martin, Zajíček Milan, Diviák T., Neruda Roman, Vidnerová Petra :  Delays, Masks, the Elderly, and Schools: First Covid-19 Wave in the Czech Republic , Bulletin of Mathematical Biology vol.84, [2022] Download DOI: 10.1007/s11538-022-01031-5
  45. Berec Luděk, Šmíd Martin, Přibylová L., Májek O., Pavlík T., Jarkovský J., Zajíček Milan, Weiner J., Barusová Tamara, Trnka J. :  Protection provided by vaccination, booster doses and previous infection against covid-19 infection, hospitalisation or death over time in Czechia , PLoS ONE vol.17, [2022] Download DOI: 10.1371/journal.pone.0270801
  46. Šmíd Martin, Berec Luděk, Přibylová L., Májek O., Pavlík T., Jarkovský J., Weiner Jakub, Barusová Tamara, Trnka J. :  Protection by Vaccines and Previous Infection Against the Omicron Variant of Severe Acute Respiratory Syndrome Coronavirus 2 , Journal of Infectious Diseases vol.226, 8 (2022), p. 1385-1390 [2022] Download Download DOI: 10.1093/infdis/jiac161
  47. Berec Luděk, Levínský R., Weiner J., Šmíd Martin, Neruda Roman, Vidnerová Petra, Suchopárová Gabriela :  Importance of vaccine action and availability and epidemic severity for delaying the second vaccine dose , Scientific Reports vol.12, [2022] Download DOI: 10.1038/s41598-022-11250-4
  48. Zapletal F., Šmíd Martin, Kozmík Václav :  Multi-stage stochastic optimization of carbon risk management , Expert Systems With Applications vol.201, [2022] Download Download DOI: 10.1016/j.eswa.2022.117021
  49. Baruník Jozef, Bevilacqua M., Tunaru R. :  Asymmetric Network Connectedness of Fears , Review of Economics and Statistics vol.104, 6 (2022), p. 1304-1316 [2022] Download Download DOI: 10.1162/rest_a_01003
  50. Assaf A., Krištoufek Ladislav, Demir E., Mitra S. M. :  Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures , JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY vol.71, [2021] Download Download DOI: 10.1016/j.intfin.2021.101312
  51. Krištoufek Ladislav :  Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets , Finance Research Letters vol.43, [2021] Download Download DOI: 10.1016/j.frl.2021.101991
  52. Shahzad S. J. H., Bouri E., Krištoufek Ladislav, Saeed T. :  Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers , Financial Innovation vol.7, [2021] Download Download DOI: 10.1186/s40854-021-00228-2
  53. Kukačka Jiří, Krištoufek Ladislav :  Does parameterization affect the complexity of agent-based models? , Journal of Economic Behavior & Organization vol.192, 1 (2021), p. 324-356 [2021] Download Download DOI: 10.1016/j.jebo.2021.10.007
  54. Klement E.P., Kouchakinejad F., Guha D., Mesiar Radko :  Generalizing expected values to the case of L *-fuzzy events , International Journal of General Systems vol.50, 1 (2021), p. 36-62 [2021] Download Download DOI: 10.1080/03081079.2020.1870459
  55. Yousefi A., Mashinchi M., Mesiar Radko :  Some notes on the category of fuzzy implications on bounded lattices , Kybernetika vol.57, 2 (2021), p. 332-351 [2021] Download Download DOI: 10.14736/kyb-2021-2-0332
  56. Hudec M., Mináriková E., Mesiar Radko, Saranti A., Holzinger A. :  Classification by ordinal sums of conjunctive and disjunctive functions for explainable AI and interpretable machine learning solutions , Knowledge-Based System vol.220, [2021] Download Download DOI: 10.1016/j.knosys.2021.106916
  57. Li J., Ouyang Y., Mesiar Radko :  Generalized convergence theorems for monotone measures , Fuzzy Sets and Systems vol.412, 1 (2021), p. 53-64 [2021] Download Download DOI: 10.1016/j.fss.2020.07.020
  58. Saminger-Platz S., Kolesárová A., Šeliga A., Mesiar Radko, Klement E.P. :  The impact on the properties of the EFGM copulas when extending this family , Fuzzy Sets and Systems vol.415, 1 (2021), p. 1-26 [2021] Download Download DOI: 10.1016/j.fss.2020.11.001
  59. Vainer J., Kukačka Jiří :  Nash Q-learning agents in Hotelling's model: Reestablishing equilibrium , Communications in Nonlinear Science and Numerical Simulation vol.99, [2021] Download Download DOI: 10.1016/j.cnsns.2021.105805
  60. Hronec Martin, Tobek O. :  Does it pay to follow anomalies research? Machine learning approach with international evidence , Journal of Financial Markets vol.56, [2021] Download Download DOI: 10.1016/j.finmar.2020.100588
  61. Baruník Jozef, Čech František :  Measurement of common risks in tails: A panel quantile regression model for financial returns , Journal of Financial Markets vol.52, [2021] Download Download DOI: 10.1016/j.finmar.2020.100562
  62. Trnka R., Kuška M., Tavel P., Kuběna Aleš Antonín :  Social work leaders' authenticity positively influences their dispositions toward ethical decision-making , European Journal of Social Work vol.23, 5 (2020), p. 809-825 [2020] Download Download DOI: 10.1080/13691457.2019.1608513
  63. Shahzad S. J. H., Bouri E., Kayani G. M., Nasir R. M., Krištoufek Ladislav :  Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour , Physica. A : Statistical Mechanics and its Applications vol.550, [2020] Download Download DOI: 10.1016/j.physa.2020.124519
  64. Krištoufek Ladislav :  Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic , Frontiers in Physics vol.8, [2020] Download Download DOI: 10.3389/fphy.2020.00296
  65. Avdulaj Krenar, Krištoufek Ladislav :  On Tail Dependence and Multifractality , Mathematics vol.8, [2020] Download Download DOI: 10.3390/math8101767
  66. Iwasaki I., Kočenda Evžen :  Survival of Service Firms in European Emerging Economies , Applied Economics Letters vol.27, 4 (2020), p. 340-348 [2020] Download Download DOI: 10.1080/13504851.2019.1616053
  67. Kočenda Evžen, Iwasaki I. :  Bank Survival in Central and Eastern Europe , International Review of Economics & Finance vol.69, 1 (2020), p. 860-878 [2020] Download Download DOI: 10.1016/j.iref.2020.06.020
  68. Ouyang Y., Li J., Mesiar Radko :  Relationship between two types of superdecomposition integrals on finite spaces , Fuzzy Sets and Systems vol.396, 1 (2020), p. 1-16 [2020] Download Download DOI: 10.1016/j.fss.2019.08.015
  69. Dimuro G. P., Lucca G., Bedregal B., Mesiar Radko, Sanz A., Ling S.-T., Bustince H. :  Generalized CF1F2-integrals: From Choquet-like aggregation to ordered directionally monotone functions , Fuzzy Sets and Systems vol.378, 1 (2020), p. 44-67 [2020] Download Download DOI: 10.1016/j.fss.2019.01.009
  70. Hudec M., Mesiar Radko :  The axiomatization of asymmetric disjunction and conjunction , Information Fusion vol.53, 1 (2020), p. 165-173 [2020] Download Download DOI: 10.1016/j.inffus.2019.06.018
  71. Jin L., Mesiar Radko, Stupňanová A. :  Sugeno Integrals, Hα, and Hβ Indices: How to Compare Scientists From Different Academic Areas , IEEE Transactions on Fuzzy Systems vol.28, 4 (2020), p. 795-800 [2020] Download Download DOI: 10.1109/TFUZZ.2019.2914625
  72. Hanousek J., Kočenda Evžen, Vozárová P. :  Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms , Finance a úvěr-Czech Journal of Economics and Finance vol.70, 2 (2020), p. 172-212 [2020] Download Download
  73. Kočenda Evžen, Poghosyan K. :  Nowcasting real GDP growth: Comparison between new and old EU countries , Eastern European Economics vol.58, 3 (2020), p. 197-220 [2020] Download Download DOI: 10.1080/00128775.2020.1726185
  74. Baumöhl E., Iwasaki I., Kočenda Evžen :  Firm survival in new EU member states , Economic Systems vol.44, [2020] Download Download DOI: 10.1016/j.ecosys.2020.100743
  75. Ferreira P., Krištoufek Ladislav, Pereira E. J. D. A. L. :  DCCA and DMCA correlations of cryptocurrency markets , Physica. A : Statistical Mechanics and its Applications vol.545, [2020] Download Download DOI: 10.1016/j.physa.2019.123803
  76. Ferreira P., Krištoufek Ladislav :  Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union , Physica. A : Statistical Mechanics and its Applications vol.553, [2020] Download Download DOI: 10.1016/j.physa.2020.124257
  77. Kukačka Jiří, Krištoufek Ladislav :  Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality , Journal of Economic Dynamics & Control vol.113, [2020] Download Download DOI: 10.1016/j.jedc.2020.103855
  78. Hančlová J., Zapletal F., Šmíd Martin :  On interaction between carbon spot prices and Czech steel industry , Carbon Management vol.11, 2 (2020), p. 121-137 [2020] Download Download DOI: 10.1080/17583004.2020.1712262
  79. Hanus L., Vácha Lukáš :  Growth cycle synchronization of the Visegrad Four and the European Union , Empirical Economics vol.58, 4 (2020), p. 1779-1795 [2020] Download Download DOI: 10.1007/s00181-018-1601-x
  80. Zapletal F., Šmíd Martin, Kopa M. :  Multi-stage emissions management of a steel company , Annals of Operations Research vol.292, 2 (2020), p. 735-751 [2020] Download Download DOI: 10.1007/s10479-019-03192-4
  81. Baruník Jozef, Kočenda E. :  Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets , Energy Journal vol.40, p. 157-174 [2019] Download Download DOI: 10.5547/01956574.40.SI2.jbar
  82. Vácha Lukáš, Šmolík F., Baxa Jaromír :  Comovement and disintegration of EU sovereign bond markets during the crisis , International Review of Economics & Finance vol.64, 1 (2019), p. 541-556 [2019] Download Download DOI: 10.1016/j.iref.2019.09.004
  83. Čech František, Baruník Jozef :  Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities , Journal of Futures Markets vol.39, 9 (2019), p. 1167-1189 [2019] Download Download DOI: 10.1002/fut.22017
  84. Baruník Jozef, Kley T. :  Quantile coherency: A general measure for dependence between cyclical economic variables , Econometrics Journal vol.22, 2 (2019), p. 131-152 [2019] Download Download DOI: 10.1093/ectj/utz002
  85. Mesiar Radko, Ayyub Sh., Komorníková M. :  Random noise and perturbation of copulas , Kybernetika vol.55, 2 (2019), p. 422-434 [2019] Download Download DOI: 10.14736/kyb-2019-2-0422
  86. Shahzad S. J. H., Bouri E., Roubaud D., Krištoufek Ladislav, Lucey B. :  Is Bitcoin a better safe-haven investment than gold and commodities? , International Review of Financial Analysis vol.63, 1 (2019), p. 322-330 [2019] Download Download DOI: 10.1016/j.irfa.2019.01.002
  87. Krištoufek Ladislav, Vošvrda Miloslav :  Cryptocurrencies market efficiency ranking: Not so straightforward , Physica. A : Statistical Mechanics and its Applications vol.531, [2019] Download Download DOI: 10.1016/j.physa.2019.04.089
  88. Anatolyev Stanislav, Baruník Jozef :  Forecasting dynamic return distributions based on ordered binary choice , International Journal of Forecasting vol.35, 3 (2019), p. 823-835 [2019] Download DOI: 10.1016/j.ijforecast.2019.01.005
  89. Ouyang Y., Li J., Mesiar Radko :  A sufficient condition of equivalence of the Choquet and the pan-integral , Fuzzy Sets and Systems vol.355, 1 (2019), p. 100-105 [2019] Download Download DOI: 10.1016/j.fss.2018.03.016
  90. Agahi H., Mehri-Dehnavi H., Mesiar Radko :  Monte Carlo integration for Choquet integral , International Journal of Intelligent Systems vol.34, 6 (2019), p. 1348-1358 [2019] Download Download DOI: 10.1002/int.22112
  91. Mehri-Dehnavi H., Agahi H., Mesiar Radko :  Pseudo-exponential distribution and its statistical applications in econophysics , Soft Computing vol.23, 1 (2019), p. 357-363 [2019] Download Download DOI: 10.1007/s00500-018-3623-x
  92. Polach J., Kukačka Jiří :  Prospect Theory in the Heterogeneous Agent Model , Journal of Economic Interaction and Coordination vol.14, 1 (2019), p. 147-174 [2019] Download Download DOI: 10.1007/s11403-018-0219-6
  93. Krištoufek Ladislav, Vošvrda Miloslav :  Herding, minority game, market clearing and efficient markets in a simple spin model framework , Communications in Nonlinear Science and Numerical Simulation vol.54, 1 (2018), p. 148-155 [2018] Download Download DOI: 10.1016/j.cnsns.2017.05.025
  94. Voříšek Jan :  Estimation and bimodality testing in the cusp model , Kybernetika vol.54, 4 (2018), p. 798-814 [2018] Download Download DOI: 10.14736/kyb-2018-4-0798
  95. Kaňková Vlasta, Omelchenko Vadym :  Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric , Kybernetika vol.54, 6 (2018), p. 1231-1246, 19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI), (Jindřichův Hradec, CZ, 20180604) [2018] Download DOI: 10.14736/kyb-2018-6-1231
  96. Sladký Karel :  Risk-sensitive Average Optimality in Markov Decision Processes , Kybernetika vol.54, 6 (2018), p. 1218-1230, Mathematical Methods in Economy and Industry 2017, (Jindřichův Hradec, CZ, 20170904) [2018] Download DOI: 10.14736/kyb-2018-6-1218
  97. Krištoufek Ladislav, Ferreira P. :  Capital asset pricing model in Portugal: Evidence from fractal regressions , Portuguese Economic Journal vol.17, 3 (2018), p. 173-183 [2018] Download DOI: 10.1007/s10258-018-0145-5
  98. Krištoufek Ladislav :  Fractality in market risk structure: Dow Jones Industrial components case , Chaos Solitons & Fractals vol.110, 1 (2018), p. 69-75 [2018] Download DOI: 10.1016/j.chaos.2018.02.028
  99. Baruník Jozef, Křehlík Tomáš :  Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk , Journal of Financial Econometrics vol.16, 2 (2018), p. 271-296 [2018] Download DOI: 10.1093/jjfinec/nby001
  100. Kočenda Evžen, Brůha J. :  Bankovní sektor a státní riziko v Evropské unii , Politická ekonomie vol.66, 3 (2018), p. 366-383 [2018] Download DOI: 10.18267/j.polek.1193
  101. Kočenda Evžen, Poghosyan K. :  Export sophistication: A dynamic panel data approach , Emerging Markets Finance and Trade vol.54, 12 (2018), p. 2799-2814 [2018] Download DOI: 10.1080/1540496X.2017.1412305
  102. Agahi H., Mesiar Radko :  On Choquet-Pettis Expectation of Banach-Valued Functions: A Counter Example , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.26, 2 (2018), p. 255-259 [2018] Download DOI: 10.1142/S0218488518500137
  103. Kočenda Evžen :  Survey of volatility and spillovers on financial markets , Prague Economic Papers vol.27, 3 (2018), p. 293-305 [2018] Download DOI: 10.18267/j.pep.650
  104. Kočenda Evžen :  European perspective on the links among public investments, banking and sovereign risk , Public Sector Economics vol.42, 2 (2018), p. 105-109 [2018] Download DOI: 10.3326/pse.42.2.3
  105. Afonso A., Baxa Jaromír, Slavík M. :  Fiscal developments and financial stress: a threshold VAR analysis , Empirical Economics vol.54, 2 (2018), p. 395-423 [2018] Download DOI: 10.1007/s00181-016-1210-5
  106. Baumöhl E., Kočenda Evžen, Lyócsa S., Výrost T. :  Networks of volatility spillovers among stock markets , Physica. A : Statistical Mechanics and its Applications vol.490, 1 (2018), p. 1555-1574 [2018] Download DOI: 10.1016/j.physa.2017.08.123
  107. Baruník J., Vácha Lukáš :  Do co-jumps impact correlations in currency markets? , Journal of Financial Markets vol.37, 1 (2018), p. 97-119 [2018] Download DOI: 10.1016/j.finmar.2017.11.004
  108. Hazarika P., Borkotokey S., Mesiar Radko :  Bi-cooperative games in bipolar fuzzy settings , International Journal of General Systems vol.47, 1 (2018), p. 51-66 [2018] Download DOI: 10.1080/03081079.2017.1388800
  109. Lucca G., Sanz A., Dimuro G. P., Bedregal B., Bustince H., Mesiar Radko :  CF-integrals: A new family of pre-aggregation functions with application to fuzzy rule-based classification systems , Information Sciences vol.435, 1 (2018), p. 94-110 [2018] Download DOI: 10.1016/j.ins.2017.12.029
  110. Horváth Roman :  Financial market fragmentation and monetary transmission in the euro area: what do we know? , Journal of Economic Policy Reform vol.21, 4 (2018), p. 319-334 [2018] Download DOI: 10.1080/17487870.2017.1330686
  111. Krištoufek Ladislav, Vošvrda Miloslav :  Herding, minority game, market clearing and efficient markets in a simple spin model framework , Communications in Nonlinear Science and Numerical Simulation vol.54, 1 (2018), p. 148-155 [2018] Download DOI: 10.1016/j.cnsns.2017.05.025
  112. Staněk F., Kukačka Jiří :  The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market , Computational Economics vol.51, 4 (2018), p. 865-892 [2018] Download DOI: 10.1007/s10614-017-9649-9
  113. Iftekhar H., Horváth Roman, Mareš J. :  What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence , World Bank Economic Review vol.32, 2 (2018), p. 383-409 [2018] Download DOI: 10.1093/wber/lhw029
  114. Kaňková Vlasta :  Stability, Empirical Estimates and Scenario Generation in Stochastic Optimization - Applications in Finance , Kybernetika vol.53, 6 (2017), p. 1026-1046 [2017] Download DOI: 10.14736/kyb-2017-6-1026
  115. Sladký Karel :  Second Order Optimality in Markov Decision Chains , Kybernetika vol.53, 6 (2017), p. 1086-1099 [2017] Download DOI: 10.14736/kyb-2017-6-1086
  116. Šmíd Martin, Zapletal F., Hančlová J. :  Which carbon derivatives are applicable in practice? A case study of a European steel company , Kybernetika vol.53, 6 (2017), p. 1071-1085 [2017] Download DOI: 10.14736/kyb-2017-6-1071
  117. Šmíd Martin, Kopa Miloš :  Dynamic Model of Market with Uninformed Market Maker , Kybernetika vol.53, 5 (2017), p. 922-958 [2017] Download DOI: 10.14736/kyb-2017-5-0922
  118. Kabašinskas A., Šutienė K., Kopa Miloš, Valakevičius E. :  The risk-return profile of Lithuanian private pension funds , Ekonomska Istrazivanja vol.30, 1 (2017), p. 1611-1630 [2017] Download DOI: 10.1080/1331677X.2017.1383169
  119. Krištoufek Ladislav, Ferreira P. :  What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions , Physica. A : Statistical Mechanics and its Applications vol.486, 1 (2017), p. 554-566 [2017] Download DOI: 10.1016/j.physa.2017.05.085
  120. Kukačka Jiří, Baruník Jozef :  Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood , Journal of Economic Dynamics & Control vol.85, 1 (2017), p. 21-45 [2017] Download DOI: 10.1016/j.jedc.2017.09.006
  121. Kraicová Lucie, Baruník Jozef :  Estimation of long memory in volatility using wavelets , Studies in Nonlinear Dynamics and Econometrics vol.21, [2017] Download DOI: 10.1515/snde-2016-0101
  122. Čech František, Baruník Jozef :  On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model , Journal of Forecasting vol.36, 1 (2017), p. 181-206 [2017] Download DOI: 10.1002/for.2423
  123. Křehlík Tomáš, Baruník Jozef :  Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets , Energy Economics vol.65, 1 (2017), p. 208-218 [2017] Download DOI: 10.1016/j.eneco.2017.05.003
  124. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Asymmetric volatility connectedness on the forex market , Journal of International Money and Finance vol.77, 1 (2017), p. 39-56 [2017] Download DOI: 10.1016/j.jimonfin.2017.06.003
  125. Ouyang Y., Li J., Mesiar Radko :  On linearity of pan-integral and pan-integrable functions space , International Journal of Approximate Reasoning vol.90, 1 (2017), p. 307-318 [2017] Download DOI: 10.1016/j.ijar.2017.08.001
  126. Hanousek J., Kočenda Evžen, Vozárová P. :  Vliv přímých zahraničních investic na dodavatelské vztahy a postavení domácích výrobců meziproduktů , Politická ekonomie vol.65, 4 (2017), p. 391-409 [2017] Download DOI: 10.18267/j.polek.1151
  127. Agahi H., Mesiar Radko, Babakhani A. :  Generalized expectation with general kernels on g-semirings and its applications , Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales vol.111, 3 (2017), p. 863-875 [2017] Download DOI: 10.1007/s13398-016-0322-2
  128. Mesiar Radko, Li J., Ouyang Y. :  On the equality of integrals , Information Sciences vol.393, 1 (2017), p. 82-90 [2017] Download DOI: 10.1016/j.ins.2017.02.015
  129. Ouyang Y., Li J., Mesiar Radko :  Coincidences of the concave integral and the pan-integral , Symmetry-Basel vol.9, [2017] Download DOI: 10.3390/sym9060090
  130. Chen T., Mesiar Radko, Li J., Stupňanová A. :  Possibility and necessity measures and integral equivalence , International Journal of Approximate Reasoning vol.86, 1 (2017), p. 62-72 [2017] Download DOI: 10.1016/j.ijar.2017.04.008
  131. Ouyang Y., Li J., Mesiar Radko :  On the equivalence of the Choquet, pan- and concave integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.456, 1 (2017), p. 151-162 [2017] Download DOI: 10.1016/j.jmaa.2017.06.086
  132. Bustince H., Beliakov G., Dimuro G. P., Bedregal B., Mesiar Radko :  On the definition of penalty functions in data aggregation , Fuzzy Sets and Systems vol.323, 1 (2017), p. 1-18 [2017] Download DOI: 10.1016/j.fss.2016.09.011
  133. Krištoufek Ladislav :  Fractal approach towards power-law coherency to measure cross-correlations between time series , Communications in Nonlinear Science and Numerical Simulation vol.50, 1 (2017), p. 193-200 [2017] Download DOI: 10.1016/j.cnsns.2017.02.018
  134. Hanousek J., Kočenda Evžen :  Dopady vlastnické struktury, firemních charakteristik a krize na efektivitu českých podniků , Politická ekonomie vol.65, 1 (2017), p. 3-25 [2017] Download DOI: 10.18267/j.polek.1124
  135. Avdulaj Krenar, Baruník Jozef :  Semiparametric nonlinear quantile regression model for financial returns , Studies in Nonlinear Dynamics and Econometrics vol.21, 1 (2017), p. 81-97 [2017] Download DOI: 10.1515/snde-2016-0044
  136. Agahi H., Mesiar Radko :  Probability inequalities for decomposition integrals , Journal of Computational and Applied Mathematics vol.315, 1 (2017), p. 240-248 [2017] Download DOI: 10.1016/j.cam.2016.11.014
  137. Horváth Roman, Malega J. :  Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy , Prague Economic Papers vol.2017, 3 (2017), p. 257-268 [2017] Download DOI: 10.18267/j.pep.608
  138. Baxa Jaromír, Plašil M., Vašíček B. :  Inflation and the steeplechase between economic activity variables: evidence for G7 countries , The B.E. Journal of Macroeconomics vol.17, 1 (2017), p. 1-42 [2017] Download DOI: 10.1515/bejm-2015-0155
  139. Žikeš F., Baruník Jozef, Shenai N. :  Modeling and Forecasting Persistent Financial Durations , Econometric Reviews vol.36, 10 (2017), p. 1081-1110 [2017] Download DOI: 10.1080/07474938.2014.977057
  140. Krištoufek Ladislav, Vošvrda Miloslav :  Gold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download Download DOI: 10.1016/j.physa.2015.12.075
  141. Krištoufek Ladislav :  Power-law cross-correlations estimation under heavy tails , Communications in Nonlinear Science and Numerical Simulation vol.40, 1 (2016), p. 163-172 [2016] Download DOI: 10.1016/j.cnsns.2016.04.010
  142. Agahi H., Mesiar Radko :  Stolarsky's inequality for Choquet-like expectation , Mathematica Slovaca vol.66, 5 (2016), p. 1235-1248 [2016] Download DOI: 10.1515/ms-2016-0219
  143. Gapko Petr, Šmíd Martin :  Multi-Period Structural Model of a Mortgage Portfolio with Cointegrated Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 6 (2016), p. 565-574 [2016] Download
  144. Paternain D., Bustince H., Pagola M., Sussner P., Kolesárová A., Mesiar Radko :  Capacities and overlap indexes with an application in fuzzy rule-based classification systems , Fuzzy Sets and Systems vol.305, 1 (2016), p. 70-94 [2016] Download DOI: 10.1016/j.fss.2015.12.021
  145. Baxa Jaromír, Paulus M. :  New Fiscal Rules for the Czech Republic: Analysis of the Proposal , IES Occassional paper vol.2016, [2016] Download DOI: 10.13140/RG.2.2.19237.70881
  146. Kuška M., Trnka R., Kuběna Aleš Antonín, Růžička J. :  Free Associations Mirroring Self- and World-Related Concepts: Implications for Personal Construct Theory, Psycholinguistics and Philosophical Psychology , Frontiers in Psychology vol.7, [2016] Download DOI: 10.3389/fpsyg.2016.00981
  147. Agahi H., Mesiar Radko, Motiee M. :  On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence , Journal of the Korean Statistical Society vol.45, 3 (2016), p. 439-450 [2016] Download DOI: 10.1016/j.jkss.2016.01.004
  148. De Miguel L., Bustince H., Fernandez J., Indurain E., Kolesárová A., Mesiar Radko :  Construction of admissible linear orders for interval-valued Atanassov intuitionistic fuzzy sets with an application to decision making , Information Fusion vol.27, 1 (2016), p. 189-197 [2016] Download DOI: 10.1016/j.inffus.2015.03.004
  149. Adam Lukáš, Branda Martin :  Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers , Journal of Optimization Theory and Applications vol.170, 2 (2016), p. 419-436 [2016] Download DOI: 10.1007/s10957-016-0943-9
  150. Frensch R., Hanousek J., Kočenda Evžen :  Trade in parts and components across Europe , Finance a úvěr-Czech Journal of Economics and Finance vol.66, 3 (2016), p. 236-262 [2016] Download
  151. Hanousek Jan, Kočenda Evžen, Novotný Jan :  Shluková analýza skoků na kapitálových trzích , Politická ekonomie vol.64, 2 (2016), p. 127-144 [2016] Download DOI: 10.18267/j.polek.1059
  152. Šmíd Martin :  Estimation of zero-intelligence models by L1 data , Quantitative Finance vol.16, 9 (2016), p. 1423-1444 [2016] Download DOI: 10.1080/14697688.2016.1149612
  153. Greco S., Mesiar Radko, Rindone F., Šipeky L. :  Superadditive and subadditive transformations of integrals and aggregation functions , Fuzzy Sets and Systems vol.291, 1 (2016), p. 40-53 [2016] Download DOI: 10.1016/j.fss.2015.08.006
  154. Lucca G., Sanz J. A., Dimuro G. P., Bedregal B., Mesiar Radko, Kolesárová A., Bustince H. :  Preaggregation Functions: Construction and an Application , IEEE Transactions on Fuzzy Systems vol.24, 2 (2016), p. 260-272 [2016] Download DOI: 10.1109/TFUZZ.2015.2453020
  155. Branda Martin, Kopa Miloš :  DEA models equivalent to general Nth order stochastic dominance efficiency tests , Operations Research Letters vol.44, 2 (2016), p. 285-289 [2016] Download DOI: 10.1016/j.orl.2016.02.007
  156. Greco S., Mesiar Radko, Rindone F., Sipeky L. :  Decomposition approaches to integration without a measure , Fuzzy Sets and Systems vol.287, 1 (2016), p. 37-47 [2016] Download DOI: 10.1016/j.fss.2015.07.014
  157. Adam Lukáš, Branda Martin :  Sparse optimization for inverse problems in atmospheric modelling , Environmental Modelling & Software vol.79, 3 (2016), p. 256-266 [2016] Download DOI: 10.1016/j.envsoft.2016.02.002
  158. Baruník Jozef, Hlínková M. :  Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression , Economic Modelling vol.54, 1 (2016), p. 503-514 [2016] Download DOI: 10.1016/j.econmod.2016.01.014
  159. Baruník Jozef, Křehlík Tomáš :  Combining high frequency data with non-linear models for forecasting energy market volatility , Expert Systems With Applications vol.55, 1 (2016), p. 222-242 [2016] Download DOI: 10.1016/j.eswa.2016.02.008
  160. Baruník Jozef, Křehlík Tomáš, Vácha Lukáš :  Modeling and forecasting exchange rate volatility in time-frequency domain , European Journal of Operational Research vol.251, 1 (2016), p. 329-340 [2016] Download DOI: 10.1016/j.ejor.2015.12.010
  161. Krištoufek Ladislav, Vošvrda Miloslav :  Gold, currencies and market efficiency , Physica. A : Statistical Mechanics and its Applications vol.449, 1 (2016), p. 27-34 [2016] Download DOI: 10.1016/j.physa.2015.12.075
  162. Baruník Jozef, Malinská B. :  Forecasting the term structure of crude oil futures prices with neural networks , Applied Energy vol.164, 1 (2016), p. 366-379 [2016] Download DOI: 10.1016/j.apenergy.2015.11.051
  163. Zapletal F., Šmíd Martin :  Mean-risk optimal decision of a steel company under emission control , Central European Journal of Operations Research vol.24, 2 (2016), p. 435-454 [2016] Download DOI: 10.1007/s10100-015-0430-7
  164. Kaňková Vlasta :  A remark on multiobjective stochastic optimization via strongly convex functions , Central European Journal of Operations Research vol.24, 2 (2016), p. 309-333 [2016] Download DOI: 10.1007/s10100-015-0414-7
  165. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Gold, oil, and stocks: Dynamic correlations , International Review of Economics & Finance vol.42, 1 (2016), p. 186-201 [2016] Download DOI: 10.1016/j.iref.2015.08.006
  166. Žikeš F., Baruník Jozef :  Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility , Journal of Financial Econometrics vol.14, 1 (2016), p. 185-226 [2016] Download DOI: 10.1093/jjfinec/nbu029
  167. Agahi H., Babakhani A., Mesiar Radko :  Pseudo-fractional integral inequality of Chebyshev type , Information Sciences vol.301 (2015), p. 161-168 [2015] Download DOI: 10.1016/j.ins.2014.12.056
  168. Agahi H., Mesiar Radko :  On Cauchy-Schwarz’s inequality for Choquet-like integrals without the comonotonicity condition , Soft Computing vol.19, 6 (2015), p. 1627-1634 [2015] Download DOI: 10.1007/s00500-014-1578-0
  169. Agahi H., Mohammadpour A., Mesiar Radko :  Generalizations of some probability inequalities and L-p convergence of random variables for any monotone measure , Brazilian Journal of Probability and Statistics vol.29, 4 (2015), p. 878-896 [2015] Download DOI: 10.1214/14-BJPS251
  170. Mesiar Radko, Stupňanová A. :  Open problems from the 12th International Conference on Fuzzy Set Theory and Its Applications , Fuzzy Sets and Systems vol.261 (2015), p. 112-123 [2015] Download DOI: 10.1016/j.fss.2014.07.012
  171. Mesiar Radko, Smrek P. :  Choquet-like integrals with respect to level-dependent capacities and φ-ordinal sums of aggregation function , Kybernetika vol.51, 3 (2015), p. 420-432 [2015] Download DOI: 10.14736/kyb-2015-3-0420
  172. Omelchenko Vadym, Kaňková Vlasta :  Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints , Acta Mathematica Universitas Comenianae vol.84, 2 (2015), p. 267-281 [2015] Download
  173. Mesiar Radko, Stupňanová A., Yager R. R. :  Generalizations of OWA Operators , IEEE Transactions on Fuzzy Systems vol.23, 6 (2015), p. 2154-2152 [2015] Download DOI: 10.1109/TFUZZ.2015.2406888
  174. Klement E.P., Mesiar Radko :  On the Expected Value of Fuzzy Events , International Journal of Uncertainty Fuzziness and Knowledge-Based Systems vol.23, p. 57-74 [2015] Download DOI: 10.1142/S021848851540005X
  175. Vakrman T., Krištoufek Ladislav :  Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches , SpringerPlus vol.4, [2015] Download DOI: 10.1186/s40064-015-0839-4
  176. Pavlíček J., Krištoufek Ladislav :  Nowcasting Unemployment Rates with Google Searches: Evidence from the Visegrad Group Countries , PLoS ONE vol.10, [2015] Download DOI: 10.1371/journal.pone.0127084
  177. Krištoufek Ladislav :  What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis , PLoS ONE vol.10, [2015] Download DOI: 10.1371/journal.pone.0123923
  178. Krištoufek Ladislav :  Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components , Physica. A : Statistical Mechanics and its Applications vol.428, 1 (2015), p. 194-205 [2015] Download DOI: 10.1016/j.physa.2015.02.057
  179. Krištoufek Ladislav :  On the interplay between short and long term memory in the power-law cross-correlations setting , Physica. A : Statistical Mechanics and its Applications vol.421, 1 (2015), p. 218-222 [2015] Download DOI: 10.1016/j.physa.2014.11.040
  180. Krištoufek Ladislav :  Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales , Physical Review E vol.91, 1 (2015) [2015] Download DOI: 10.1103/PhysRevE.91.022802
  181. Krištoufek Ladislav :  Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? , Physica. A : Statistical Mechanics and its Applications vol.431, 1 (2015), p. 124-127 [2015] Download DOI: 10.1016/j.physa.2015.02.086
  182. Krištoufek Ladislav, Luňáčková P. :  Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets , Energy Economics vol.49, 1 (2015), p. 1-8 [2015] Download DOI: 10.1016/j.eneco.2015.01.013
  183. Hanousek J., Kočenda Evžen :  Determinanty evropského zahraničního obchodu: Instituce, kultura, infrastruktura, a geografie , Politická ekonomie vol.2015, 5 (2015), p. 624-640 [2015] Download DOI: 10.18267/j.polek.1016
  184. Baxa Jaromír, Plašil M., Vašíček B. :  Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries , Economic Modelling vol.44, 1 (2015), p. 116-130 [2015] Download DOI: 10.1016/j.econmod.2014.10.028
  185. Avdulaj Krenar, Baruník Jozef :  Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data , Energy Economics vol.51, 1 (2015), p. 31-44 [2015] Download DOI: 10.1016/j.eneco.2015.05.018
  186. Cavazos-Cadena R., Montes-de-Oca R., Sladký Karel :  Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with Average Reward Criterion , Journal of Applied Probability vol.52, 2 (2015), p. 419-440 [2015] Download DOI: 10.1239/jap/1437658607
  187. Kaňková Vlasta, Houda Michal :  Thin and heavy tails in stochastic programming , Kybernetika vol.51, 3 (2015), p. 433-456 [2015] Download DOI: 10.14736/kyb-2015-3-0433
  188. Babkhani A., Agahi H., Mesiar Radko :  A (star)-BASED MINKOWSKI'S INEQUALITY FOR SUGENO FRACTIONAL INTEGRAL OF ORDER alpha > 0 , Fractional Calculus and Applied Analysis vol.18, 4 (2015), p. 862-874 [2015] Download DOI: 10.1515/fca-2015-0052
  189. Borkotokey S., Hazarika P., Mesiar Radko :  A multilinear extension of a class of fuzzy bi-cooperative games , Journal of Intelligent & Fuzzy Systems vol.28, 2 (2015), p. 681-691 [2015] Download DOI: 10.3233/IFS-141349
  190. Borkotokey S., Hazarika P., Mesiar Radko :  Fuzzy Bi-cooperative games in multilinear extension form , Fuzzy Sets and Systems vol.259, 1 (2015), p. 44-55 [2015] Download DOI: 10.1016/j.fss.2014.08.003
  191. Mesiar Radko, Li J., Pap E. :  Superdecomposition integrals , Fuzzy Sets and Systems vol.259, 1 (2015), p. 3-11 [2015] Download DOI: 10.1016/j.fss.2014.05.003
  192. Ouyang Y., Li J., Mesiar Radko :  Relationship between the concave integrals and the pan-integrals on finite spaces , Journal of Mathematical Analysis and Applications vol.424, 2 (2015), p. 975-987 [2015] Download DOI: 10.1016/j.jmaa.2014.11.058
  193. Novák M., Gebauer G., Thoma M., Curik J., Štěpánová M., Jacková I., Buzek F., Bárta J., Santrucková H., Fottová D., Kuběna Aleš Antonín :  Denitrification at two nitrogen-polluted, ombrotrophic Sphagnum bogs in Central Europe: Insights from porewater N2O-isotope profiles , Soil Biology and Biochemistry vol.81, 1 (2015), p. 48-57 [2015] Download DOI: 10.1016/j.soilbio.2014.10.021
  194. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Volatility Spillovers Across Petroleum Markets , Energy Journal vol.36, 3 (2015), p. 309-329 [2015] Download DOI: 10.5547/01956574.37.1.jbar
  195. Machotka O., Maňák J., Kuběna Aleš Antonín, Vlček J. :  Incidence of intravenous drug incompatibilities in intensive care units , Biomedical Papers vol.159, 4 (2015), p. 652-656 [2015] Download DOI: 10.5507/bp.2014.057
  196. Baruník Jozef, Dvořáková S. :  An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices , Economic Modelling vol.45, 1 (2015), p. 193-206 [2015] Download DOI: 10.1016/j.econmod.2014.11.024
  197. Baruník Jozef, Vácha Lukáš :  Realized wavelet-based estimation of integrated variance and jumps in the presence of noise , Quantitative Finance vol.15, 8 (2015), p. 1347-1364 [2015] Download DOI: 10.1080/14697688.2014.950319
  198. Baruník Jozef, Kukačka Jiří :  Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility , Quantitative Finance vol.15, 6 (2015), p. 959-973 [2015] Download DOI: 10.1080/14697688.2014.950319
  199. Krištoufek Ladislav :  Finite sample properties of power-law cross-correlations estimators , Physica. A : Statistical Mechanics and its Applications vol.419, 1 (2015), p. 513-525 [2015] Download DOI: 10.1016/j.physa.2014.10.068
  200. Krištoufek Ladislav, Vošvrda Miloslav :  Commodity futures and market efficiency , Energy Economics vol.42, 1 (2014), p. 50-57 [2014] Download DOI: 10.1016/j.eneco.2013.12.001
  201. Chrz Š., Janda K., Krištoufek Ladislav :  Provázanost trhu potravin, biopaliv a fosilních paliv , Politická ekonomie vol.62, 1 (2014), p. 117-140 [2014] Download DOI: 10.18267/j.polek.940
  202. Feldkircher M., Horváth Roman, Rusnák M. :  Exchange market pressures during the financial crisis: A Bayesian model averaging evidence , Journal of International Money and Finance vol.40, 1 (2014), p. 21-41 [2014] Download DOI: 10.1016/j.jimonfin.2013.08.021
  203. Franta M., Horváth Roman, Rusnák M. :  Evaluating changes in the monetary transmission mechanism in the Czech Republic , Empirical Economics vol.46, 3 (2014), p. 827-842 [2014] Download DOI: 10.1007/s00181-013-0699-0
  204. Omelchenko Vadym :  Parameter estimation of sub-Gaussian stable distributions , Kybernetika vol.50, 6 (2014), p. 929-949 [2014] Download DOI: 10.14736/kyb-2014-6-0929
  205. Agahi H., Mesiar Radko :  ON AN EXPONENTIAL INEQUALITY AND A STRONG LAW OF LARGE NUMBERS FOR MONOTONE MEASURES , Kybernetika vol.50, 5 (2014), p. 804-813 [2014] Download DOI: 10.14736/kyb-2014-5-0804
  206. Krištoufek Ladislav :  Spectrum-based estimators of the bivariate Hurst exponent , Physical Review E vol.90, 6 (2014) [2014] Download DOI: 10.1103/PhysRevE.90.062802
  207. Bohdálková Leona, Novák M., Štěpánová M., Foltová D., Chrastný V., Miková J., Kuběna Aleš Antonín :  The Fate of Atmospherically Derived Pb in Central European Catchments: Insights from Spatial and Temporal Pollution Gradients and Pb Isotope Ratios , Environmental Science and Technology vol.48, 8 (2014), p. 4336-4433 [2014] Download DOI: 10.1021/es500393z
  208. Horváth Roman, Baxa Jaromír, Vašíček B. :  How Does Monetary Policy Change? Evidence on Inflation Targeting Countries , Macroeconomic Dynamics vol.18, 3 (2014), p. 593-630 [2014] Download DOI: 10.1017/S1365100512000545
  209. Krištoufek Ladislav :  Measuring correlations between non-stationary series with DCCA coefficient , Physica. A : Statistical Mechanics and its Applications vol.402, 1 (2014), p. 291-298 [2014] Download DOI: 10.1016/j.physa.2014.01.058
  210. Krištoufek Ladislav :  Leverage effect in energy futures , Energy Economics vol.45, 1 (2014), p. 1-9 [2014] Download DOI: 10.1016/j.eneco.2014.06.009
  211. Krištoufek Ladislav :  Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series , Physica. A : Statistical Mechanics and its Applications vol.406, 1 (2014), p. 169-175 [2014] Download DOI: 10.1016/j.physa.2014.03.015
  212. Krištoufek Ladislav, Janda K., Zilberman D. :  Price transmission between biofuels, fuels and food commodities , Biofuels Bioproducts & Biorefining-Biofpr vol.8, 3 (2014), p. 362-373 [2014] Download DOI: 10.1002/bbb.1464
  213. Bláhová P., Janda K., Krištoufek Ladislav :  The perspectives for genetically modified cellulosic biofuels in the Central European conditions , Agricultural Economics = Zemědělská ekonomika vol.60, 6 (2014), p. 247-259 [2014] Download
  214. Derviz Alexis :  Collateral Composition, Diversification Risk, and Systemically Important Merchant Banks , Journal of Financial Stability vol.14, p. 23-34 [2014] Download DOI: 10.1016/j.jfs.2014.03.001
  215. Cavazos-Cadena R., Montes-de-Oca R., Sladký Karel :  A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion , Journal of Optimization Theory and Applications vol.163, 2 (2014), p. 674-684 [2014] Download DOI: 10.1007/s10957-013-0474-6
  216. Klement E.P., Manzi M., Mesiar Radko :  Ultramodularity and copulas , Rocky Mountain Journal of Mathematics vol.44, 1 (2014), p. 189-202 [2014] Download DOI: 10.1216/RMJ-2014-44-1-189
  217. Klement E.P., Mesiar Radko, Spizzichino F., Stupňanová A. :  Universal integrals based on copulas , Fuzzy Optimization and Decision Making vol.13, 3 (2014), p. 273-286 [2014] Download DOI: 10.1007/s10700-014-9182-4
  218. Li J., Mesiar Radko, Pap E. :  Atoms of weakly null-additive monotone measures and integrals , Information Sciences vol.257, 1 (2014), p. 183-192 [2014] Download DOI: 10.1016/j.ins.2013.09.013
  219. Agahi H., Mesiar Radko, Ouyang Y., Pap E., Štrboja M. :  On Stolarsky inequality for Sugeno and Choquet integrals , Information Sciences vol.266, 1 (2014), p. 134-139 [2014] Download DOI: 10.1016/j.ins.2013.12.058
  220. Greco S., Mesiar Radko, Rindone F. :  Two new characterizations of universal integrals on the scale [ 0, 1 ] , Information Sciences vol.267, 1 (2014), p. 217-224 [2014] Download DOI: 10.1016/j.ins.2013.12.056
  221. Greco S., Mesiar Radko, Rindone F. :  Discrete bipolar universal integrals , Fuzzy Sets and Systems vol.252, 1 (2014), p. 55-65 [2014] Download DOI: 10.1016/j.fss.2014.02.002
  222. Krištoufek Ladislav, Vošvrda Miloslav :  Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy , European Physical Journal B vol.87, 7 (2014) [2014] Download DOI: 10.1140/epjb/e2014-50113-6
  223. Kopa Miloš, Tichý T. :  No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection , The Anthropologist: international journal of contemporary and applied studies of man vol.17, 3 (2014), p. 751-755 [2014] Download
  224. Krištoufek Ladislav, Vošvrda Miloslav :  Commodity futures and market efficiency , Energy Economics vol.42, 1 (2014), p. 50-57 [2014] Download DOI: 10.1016/j.eneco.2013.12.001
  225. Franta M., Baruník Jozef, Horváth Roman, Šmídková K. :  Are Bayesian Fan Charts Useful? The Effect of Zero Lower Bound and Evaluation of Financial Stability Stress Tests , International Journal of Central Banking vol.10, 1 (2014), p. 159-187 [2014]
  226. Hromádka R., Kuběna Aleš Antonín, Šmíd Martin, Popelka S. :  Medial calcar of proximal humeral fracture as landmark in restoration of humeral length in case of hemiarthroplasty , Surgical and Radiologic Anatomy vol.35, 5 (2014), p. 473-479 [2014] Download DOI: 10.1007/s00276-013-1184-3
  227. Krištoufek Ladislav, Luňáčková P. :  Long-term memory in electricity prices: Czech market evidence , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 407-424 [2013] Download
  228. Matoulková P., Doseděl M., Růžková B., Kuběna Aleš Antonín :  Information and awareness Concerning Ibuprofen as an Ingredient in over the Counter Analgesics: a Questionnaire-based Survey of Residents of Retirement Communities , Acta Poloniae Pharmaceutica: drug research vol.70, 2 (2013), p. 333-338 [2013] Download
  229. Kaňková Vlasta :  Risk Measures in Optimization Problems via Empirical Estimates , Acta Universitatis Carolinae. Oeconomica vol.7, 3 (2013), p. 162-177 [2013] Download
  230. Zuchova S., Kuběna Aleš Antonín, Erler Theodore, Papežová H. :  Neuropsychological variables and clinical status in anorexia nervosa: relationship between visuospatial memory and central coherence and eating disorder symptom severity , Eating and Weight Disorders vol.18, 4 (2013), p. 421-428 [2013] DOI: 10.1007/s40519-013-0062-7
  231. Krištoufek Ladislav :  BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era , Scientific Reports vol.3, [2013] Download DOI: 10.1038/srep03415
  232. Bustince H., Galar M., Bedregal B., Kolesárová A., Mesiar Radko :  A New Approach to Interval-Valued Choquet Integrals and the Problem of Ordering in Interval-Valued Fuzzy Set Applications , IEEE Transactions on Fuzzy Systems vol.21, 6 (2013), p. 1150-1162 [2013] Download DOI: 10.1109/TFUZZ.2013.2265090
  233. Sladký Karel :  Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes , Acta Oeconomica Pragensia vol.7, 3 (2013), p. 146-161 [2013] Download
  234. Krištoufek Ladislav :  Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence , Scientific Reports vol.3, 10 (2013) [2013] Download DOI: 10.1038/srep02857
  235. Avdulaj Krenar, Baruník Jozef :  Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 425-442 [2013] Download
  236. Baruník Jozef, Vácha Lukáš :  Contagion among Central and Eastern European stock markets during the financial crisis , Finance a úvěr-Czech Journal of Economics and Finance vol.63, 5 (2013), p. 443-453 [2013] Download
  237. Baruník Jozef :  Can we Improve Understanding of the Financial Market Dependencies in the Crisis by their Decomposition? , ACTA VŠFS vol.7, 1 (2013), p. 6-30 [2013] Download
  238. Baxa Jaromír, Horváth R., Vašíček B. :  Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy? , Journal of Financial Stability vol.9, 1 (2013), p. 117-138 [2013] Download DOI: 10.1016/j.jfs.2011.10.002
  239. Baxa Jaromír, Plašil M., Vašíček B. :  Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries , Economic Research Bulletin vol.11, 1 (2013), p. 2-5 [2013] Download
  240. Kukačka Jiří, Baruník Jozef :  Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment , Physica. A : Statistical Mechanics and its Applications vol.392, 23 (2013), p. 5920-5938 [2013] Download DOI: 10.1016/j.physa.2013.07.050
  241. Krištoufek Ladislav :  Testing power-law cross-correlations: Rescaled covariance test , European Physical Journal B vol.86, 10 (2013) [2013] Download DOI: 10.1140/epjb/e2013-40705-y
  242. Krištoufek Ladislav :  Mixed-correlated ARFIMA processes for power-law cross-correlations , Physica. A : Statistical Mechanics and its Applications vol.392, 24 (2013), p. 6484-6493 [2013] Download DOI: 10.1016/j.physa.2013.08.041
  243. Krištoufek Ladislav :  Can Google Trends search queries contribute to risk diversification? , Scientific Reports vol.3, 2713 (2013), p. 1-5 [2013] Download DOI: 10.1038/srep02713
  244. Mareš Milan, Mesiar Radko :  Information in vague data sources , Kybernetika vol.49, 3 (2013), p. 433-445 [2013] Download
  245. Agahi H., Mohammadpour A., Mesiar Radko, Vaezpour M. S. :  Useful tools for non-linear systems: Several non-linear integral inequalities , Knowledge-Based System vol.49, 1 (2013), p. 73-80 [2013] Download DOI: 10.1016/j.knosys.2013.04.016
  246. Agahi H., Mohammadpour A., Mesiar Radko :  Generalizations of the Chebyshev-type inequality for Choquet-like expectation , Information Sciences vol.236, 1 (2013), p. 168-173 [2013] Download DOI: 10.1016/j.ins.2013.02.019
  247. Vácha Lukáš, Janda K., Krištoufek Ladislav, Zilberman D. :  Time-Frequency Dynamics of Biofuel-Fuel-Food System , Energy Economics vol.40, 1 (2013), p. 233-241 [2013] Download DOI: 10.1016/j.eneco.2013.06.015
  248. Krištoufek Ladislav, Janda K., Zilberman D. :  Regime-dependent topological properties of biofuels networks , European Physical Journal B vol.86, 2 (2013) [2013] Download DOI: 10.1140/epjb/e2012-30871-9
  249. Kodera Jan, Van Tran Q., Vošvrda Miloslav :  Complex Price Dynamics in the Modified Kaldorian Model , Prague Economic Papers vol.22, 3 (2013), p. 358-384 [2013] Download
  250. Horváth Roman, Petrovski D. :  International stock market integration: Central and South Eastern Europe compared , Economic Systems vol.37, 1 (2013), p. 81-91 [2013] Download DOI: 10.1016/j.ecosys.2012.07.004
  251. Bustince H., Fernandez J., Kolesárová A., Mesiar Radko :  Generation of linear orders for intervals by means of aggregation functions , Fuzzy Sets and Systems vol.220, 1 (2013), p. 69-77 [2013] Download DOI: 10.1016/j.fss.2012.07.015
  252. Agahi H., Mohammadpour A., Mesiar Radko, Ouyang Y. :  On a strong law of large numbers for monotone measures , Statistics & Probability Letters vol.83, 4 (2013), p. 1213-1218 [2013] Download DOI: 10.1016/j.spl.2013.01.021
  253. Mesiar Radko, Li J., Pap E. :  Discrete pseudo-integrals , International Journal of Approximate Reasoning vol.54, 3 (2013), p. 357-364 [2013] Download DOI: 10.1016/j.ijar.2012.07.008
  254. Krištoufek Ladislav, Vošvrda Miloslav :  Measuring capital market efficiency: Global and local correlations structure , Physica. A : Statistical Mechanics and its Applications vol.392, 1 (2013), p. 184-193 [2013] Download DOI: 10.1016/j.physa.2012.08.003
  255. Agahi H., Mesiar Radko, Ouyang Y. :  On some advanced type inequalities for Sugeno integral and T-(S-)evaluators , Information Sciences vol.190, 1 (2012), p. 64-75 [2012] Download DOI: 10.1016/j.ins.2011.10.021
  256. Omelchenko Vadym :  Behavior and Convergence of Wasserstein Metric in the Framework of Stable Distributions , Bulletin of the Czech Econometric Society vol.2012, 30 (2012), p. 124-138 [2012] Download
  257. Kaňková Vlasta :  Empirical Estimates in Optimization Problems: Survey with Special Regard to Heavy Tails and Dependent Data , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 92-111 [2012] Download
  258. Krnačová V., Kuběna Aleš Antonín, Macek K., Bezděk M., Šmahelová A., Vlček J. :  Severe hypoglycaemia requiring the assistance of emergency medical services - frequency, causes and symptoms , Biomedical Papers vol.156, 3 (2012), p. 271-277 [2012] Download DOI: 10.5507/bp.2012.037
  259. Sladký Karel :  Some Remarks on Stochastic Versions of the Ramsey Growth Model , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 139-152 [2012] Download
  260. Šmíd Martin :  Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 153-169 [2012] Download
  261. Derviz Alexis, Raková M. :  Parent Influence on Loan Pricing by Czech Banks , Prague Economic Papers vol.21, 4 (2012), p. 434-449 [2012] Download
  262. Kopa Miloš, Tichý T. :  Concordance measures and second order stochastic dominance-portfolio efficiency analysis , E+M. Ekonomie a management vol.15, 4 (2012), p. 110-120 [2012] Download
  263. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , Ekonomický časopis vol.60, 10 (2012), p. 1005-1023 [2012] Download
  264. Branda Martin :  Stochastic programming problems with generalized integrated chance constraints , Optimization vol.61, 8 (2012), p. 949-968 [2012] Download DOI: 10.1080/02331934.2011.587007
  265. Krištoufek Ladislav, Skuhrovec J. :  Exponential and power laws in public procurement markets , EPL vol.99, 2 (2012) [2012] Download DOI: 10.1209/0295-5075/99/28005
  266. Krištoufek Ladislav, Janda Karel, Zilberman D. :  Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective , Energy Economics vol.34, 5 (2012), p. 1380-1391 [2012] Download DOI: 10.1016/j.eneco.2012.06.016
  267. Krištoufek Ladislav :  How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4252-4260 [2012] Download DOI: 10.1016/j.physa.2012.04.005
  268. Krištoufek Ladislav :  Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity , Advances in Complex Systems vol.15, 6 (2012) [2012] Download DOI: 10.1142/S0219525912500658
  269. Tichý V., Kuběna Aleš Antonín, Skála L. :  Analytic energies and wave functions of the two-dimensional Schrodinger equation: ground state of two-dimensional quartic potential and classification of solutions , Canadian Journal of Physics vol.90, 6 (2012), p. 503-513 [2012] Download DOI: 10.1139/p2012-046
  270. Agahi H., Mohammadpour A., Mesiar Radko, Vaezpour M. S. :  Liapunov-type inequality for universal integral , International Journal of Intelligent Systems vol.27, 10 (2012), p. 908-925 [2012] Download DOI: 10.1002/int.21553
  271. Derviz Alexis :  Financial Frictions and Real Implications of Macroprudential Policies , Financial Markets and Portfolio Management vol.3, 26 (2012), p. 333-368 [2012] Download DOI: 10.1007/s11408-012-0189-y
  272. Bustince H., Pagola M., Mesiar Radko, Hullermeier E., Herrera F. :  Grouping, Overlap, and Generalized Bientropic Functions for Fuzzy Modeling of Pairwise Comparisons , IEEE Transactions on Fuzzy Systems vol.20, 3 (2012), p. 405-415 [2012] Download DOI: 10.1109/TFUZZ.2011.2173581
  273. Krištoufek Ladislav, Vošvrda Miloslav :  Efektivita kapitálových trhů: Fraktální dimenze, Hurstův exponent a entropie , Politická ekonomie vol.60, 2 (2012), p. 208-221 [2012] Download
  274. Baruník Jozef, Aste T., Di Matteo T., Liu R. :  Understanding the source of multifractality in financial markets , Physica. A : Statistical Mechanics and its Applications vol.391, 17 (2012), p. 4234-4251 [2012] Download DOI: 10.1016/j.physa.2012.03.037
  275. Branda Martin :  Chance constrained problems: penalty reformulation and performance of sample approximation technique , Kybernetika vol.48, 1 (2012), p. 105-122 [2012] Download
  276. Houda Michal, Kaňková Vlasta :  Empirical Estimates in Economic and Financial Optimization Problems , Bulletin of the Czech Econometric Society vol.19, 29 (2012), p. 50-69 [2012] Download
  277. Branda M., Kopa Miloš :  DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 106-124 [2012] Download
  278. Gapko Petr, Šmíd Martin :  Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors , Finance a úvěr-Czech Journal of Economics and Finance vol.62, 2 (2012), p. 125-140 [2012] Download
  279. Agahi H., Mesiar Radko, Ouyang Y., Pap E., Štrboja M. :  General Chebyshev type inequalities for universal integral , Information Sciences vol.187, 1 (2012), p. 171-178 [2012] Download DOI: 10.1016/j.ins.2011.10.016
  280. Klement E.P., Mesiar Radko :  On the axiomatization of some classes of discrete universal integrals , Knowledge-Based System vol.28, 1 (2012), p. 13-18 [2012] Download DOI: 10.1016/j.knosys.2011.10.015
  281. Halčinová L., Hutník O., Mesiar Radko :  On distance distribution functions-valued submeasures related to aggregation functions , Fuzzy Sets and Systems vol.194, 1 (2012), p. 15-30 [2012] Download DOI: 10.1016/j.fss.2011.12.019
  282. Horváth Roman, Poldauf P. :  International Stock Market Comovements: What Happened during the Financial Crisis? , Global Economy Journal vol.12, 1 (2012), p. 1-21 [2012] Download DOI: 10.1515/1524-5861.1788
  283. Šmíd Martin :  Probabilistic properties of the continuous double auction , Kybernetika vol.48, 1 (2012), p. 50-82 [2012] Download
  284. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  How do skilled traders change the structure of the market , International Review of Financial Analysis vol.23, 1 (2012), p. 66-71 [2012] Download DOI: 10.1016/j.irfa.2011.06.011
  285. Vácha Lukáš, Baruník Jozef :  Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis , Energy Economics vol.34, 1 (2012), p. 241-247 [2012] DOI: 10.1016/j.eneco.2011.10.007
  286. Voříšek Jan :  Estimating Stochastic Cusp Model Using Transition Density , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 84-95 [2011] Download
  287. Baruník Jozef, Baruníková M. :  Neural Networks as Semiparametric Option Pricing Tool , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 66-83 [2011] Download
  288. Baruník Jozef, Vácha Lukáš, Krištoufek Ladislav :  Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , IES Working Papers vol.2011, 22 (2011), p. 1-22 [2011] Download
  289. Jurio A., Pagola M., Mesiar Radko, Beliakov G., Bustince H. :  Image magnification using interval information , IEEE Transactions on Image Processing vol.20, 11 (2011), p. 3112-3123 [2011] Download DOI: 10.1109/TIP.2011.2158227
  290. Derviz Alexis :  Information, Sentiment, and Price in a Fast Order-Driven Market , IUP Journal of Financial Risk Management vol.8, 3 (2011), p. 43-75 [2011] Download
  291. Víšek Jan Ámos :  Consistency of the least weighted squares under heteroscedasticity , Kybernetika vol.2011, 47 (2011), p. 179-206 [2011] Download
  292. Víšek Jan Ámos :  Empirical distribution function under heteroscedasticity , Statistics vol.45, 5 (2011), p. 497-508 [2011] Download DOI: 10.1080/02331881003768891
  293. Durante F., Jaworski P., Mesiar Radko :  Invariant dependence structures and Archimedean copulas , Statistics & Probability Letters vol.81, 12 (2011), p. 1995-2003 [2011] Download DOI: 10.1016/j.spl.2011.08.018
  294. Luchavová M., Zikán V., Michalská D., Raška I., Kuběna Aleš Antonín, Štěpán J. J. :  The effect of timing of teriparatide treatment on the circadian rhythm of bone turnover in postmenopausal osteoporosis , European Journal of Endocrinology vol.164, 4 (2011), p. 643-648 [2011] Download DOI: 10.1530/EJE-10-1108
  295. Krištoufek Ladislav :  Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations , EPL vol.95, 6 (2011) [2011] Download DOI: 10.1209/0295-5075/95/68001
  296. Afonso A., Baxa Jaromír, Slavík M. :  Fiscal developments and financial stress: a threshold VAR analysis , European Central Bank Working Paper Series vol.2011, 1319 (2011), p. 1-60 [2011] Download
  297. Horváth Roman :  Research & development and growth: A Bayesian model averaging analysis , Economic Modelling vol.28, 6 (2011), p. 2669-2673, Society for Non-linear Dynamics and Econometrics Annual Conferencen, (Washington DC, US, 16.03.2011-18.03.2011) [2011] Download DOI: 10.1016/j.econmod.2011.08.007
  298. Krtek Jiří, Vošvrda Miloslav :  Comparing Neural Networks and ARMA Models in Artificial Stock Market , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 53-65 [2011] Download
  299. Agahi H., Ouyang Y., Mesiar Radko, Pap E., Štrbojaf M. :  Hölder and Minkowski type inequalities for pseudo-integral , Applied Mathematics and Computation vol.217, 21 (2011), p. 8630-8639 [2011] Download DOI: 10.1016/j.amc.2011.03.100
  300. Klement P. E., Manzi M., Mesiar Radko :  Ultramodular aggregation functions , Information Sciences vol.181, 19 (2011), p. 4101-4111 [2011] Download DOI: 10.1016/j.ins.2011.05.021
  301. Derviz Alexis :  Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit , Finance a úvěr-Czech Journal of Economics and Finance vol.61, 1 (2011), p. 92-116 [2011]
  302. Mareš Milan :  Information measures and uncertainty of particular symbols , Kybernetika vol.47, 1 (2011), p. 144-163 [2011] Download
  303. Derviz Alexis, Podpiera J. :  Lending Behavior of Multinational Bank Affiliates , Risk Governance and Control: Financial Markets & Institutions vol.1, 1 (2011), p. 19-36 [2011] Download
  304. Víšek Jan Ámos :  Heteroscedasticity resistant robust covariance matrix estimator , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 33-49 [2010] Download
  305. Hamzeh A., Mesiar Radko, Yao O., Endre P., Mirjama Š. :  Berwald type inequality for Sugeno integral , Applied Mathematics and Computation vol.217, 8 (2010), p. 4100-4108 [2010] Download DOI: 10.1016/j.amc.2010.10.027
  306. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Tail Behavior of the Central European Stock Markets during the Financial Crisis , AUCO Czech Economic Review vol.4, 3 (2010), p. 282-294 [2010] Download
  307. Vošvrda Miloslav :  Editorial , AUCO Czech Economic Review vol.4, 3 (2010), p. 234-235 [2010] Download
  308. Krištoufek Ladislav :  On spurious anti-persistence in the US stock indices , Chaos Solitons & Fractals vol.43, 1 (2010), p. 68-78 [2010] Download DOI: 10.1016/j.chaos.2010.09.001
  309. Gapko Petr, Šmíd Martin :  Modeling a Distribution of Mortgage Credit Losses , IES Working Papers vol.23, 23 (2010), p. 1-23 [2010] Download
  310. Krištoufek Ladislav :  Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals , AUCO Czech Economic Review, 3 (2010), p. 236-250 [2010] Download
  311. Mesiar Radko, Sempi C. :  Ordinal sums and idempotents of copulas , Aequationes Mathematicae vol.79, p. 39-52 [2010] Download DOI: 10.1007/s00010-010-0013-6
  312. Krištoufek Ladislav :  Dlouhá pamět a její vývoj ve výnosech burzovního indexu PX v letech 1997 - 2009 , Politická ekonomie vol.58, 4 (2010), p. 471-478 [2010] Download
  313. Baruník Jozef, Vácha Lukáš :  Monte Carlo-based tail exponent estimator , Physica. A : Statistical Mechanics and its Applications vol.389, 21 (2010), p. 4863-4874 [2010] Download DOI: 10.1016/j.physa.2010.06.054
  314. Kaňková Vlasta :  Empirical Estimates in Stochastic Optimization via Distribution Tails , Kybernetika vol.46, 3 (2010), p. 459-471, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  315. Sladký Karel :  Identification of Optimal Policies in Markov Decision Processes , Kybernetika, 3 (2010), p. 558-570, International Conference on Mathematical Methods in Economy and Industry, (České Budějovice, CZ, 15.06.2009-18.06.2009) [2010] Download
  316. Ouyang Y., Mesiar Radko, Agahi H. :  An inequality related to Minkowski type for Sugeno integrals , Information Sciences vol.180, 14 (2010), p. 2793-2801 [2010] Download DOI: 10.1016/j.ins.2010.03.018
  317. Kopa Miloš :  Measuring of Second-order Stochastic Dominance Portfolio Efficiency , Kybernetika vol.46, 3 (2010), p. 488-500 [2010] Download
  318. Baruník Jozef, Krištoufek Ladislav :  On Hurst exponent estimation under heavy-tailed distributions , Physica. A : Statistical Mechanics and its Applications vol.389, 18 (2010), p. 3844-3855 [2010] Download DOI: 10.1016/j.physa.2010.05.025
  319. Krištoufek Ladislav :  Local Scaling Properties and Market Turning Points at Prague Stock Exchange , Acta physica Polonica. B vol.41, 6 (2010), p. 1001-1014 [2010] Download
  320. Durante F., Mesiar Radko :  L-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas , Journal of Mathematical Analysis and Applications vol.180, 3 (2010), p. 610-165 [2010] Download DOI: 10.1016/j.jmaa.2010.04.005
  321. Krištoufek Ladislav :  Long-range dependence in returns and volatility of Central European Stock Indices , Bulletin of the Czech Econometric Society vol.17, 27 (2010), p. 50-67 [2010] Download
  322. Mesiar Radko, Bustince H., Fernández J. :  On the alpha-migrativity of semicopulas, quasi-copulas, and copulas , Information Sciences vol.180, 10 (2010), p. 1967-1976 [2010] Download DOI: 10.1016/j.ins.2010.01.024
  323. Bustince H., Calvo T., de Baets B., Fodor J., Mesiar Radko, Montero J., Paternain D., Pradera A. :  A class of aggregation functions encompassing two-dimensional OWA operators , Information Sciences vol.180, 10 (2010), p. 1977-1989 [2010] Download DOI: 10.1016/j.ins.2010.01.022
  324. Baruník Jozef, Soták B. :  Vplyv rôznych foriem vlastníctva na efektivitu Českých a Slovenských bánk: Prístup analýzy stochastických hraníc , Politická ekonomie vol.58, 2 (2010), p. 207-224 [2010]
  325. Baruník Jozef, Vácha Lukáš :  Monte Carlo-Based Tail Exponent Estimator , IES Working Paper vol.2010, 6 (2010), p. 1-26 [2010] Download
  326. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav :  Smart Agents and Sentiment in the Heterogeneous Agent Model , ERCIM News, 81 (2010), p. 39-40 [2010] Download
  327. Agahi H., Mesiar Radko, Ouyang Y. :  Further development of Chebyshev type inequalities for Sugeno integrals and T-(S-)evaluators , Kybernetika vol.46, 1 (2010), p. 83-95 [2010] Download
  328. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav :  Tail Behavior of the Central European Stock Markets during the Financial Crisis , IES Working Papers vol.2010, 4 (2010), p. 1-17 [2010] Download
  329. Krištoufek Ladislav :  Long-range dependence in returns and volatility of Central European Stock Indices , IES Working Papers vol.2010, 3 (2010), p. 1-19 [2010] Download
  330. Ahagi H., Mesiar Radko, Ouyang Y. :  Chebyshev type inequalities for pseudo-integrals , Nonlinear Analysis: Theory, Methods & Applications vol.72, 6 (2010), p. 2737-2743 [2010] Download DOI: 10.1016/j.na.2009.11.017
  331. Bustince H., Fernández J., Mesiar Radko, Montero J., Orduna R. :  Overlap functions , Nonlinear Analysis: Theory, Methods & Applications vol.72, p. 1488-1499 [2010] Download DOI: 10.1016/j.na.2009.08.033
  332. Derviz Alexis :  Funding Costs and Loan Pricing by Multinational Bank Affiliates , Working Paper CNB vol.9, 9 (2009), p. 1-48 [2009] Download
  333. Mareš Milan :  Two fuzzy zeros, two fuzzy units , International Journal of Innovative Computing, Information and Control, 5 (2008), p. 1243-1250 [2008]

  1. Kaňková Vlasta :  Ambiguity in Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure via Wasserstein Metric , Proceedings of the 41st International Conference on Mathematical Methods in Econometrics, p. 192-197 , Eds: Sekničková Jana, Holý Vladimír, MME 2023: Mathematical Methods in Economics /41./, (Prague, CZ, 20230913) [2023] Download
  2. Sladký Karel :  Average Reward Optimality in Semi-Markov Decision Processes with Costly Interventions , Proceedings of the 41st International Conference on Mathematical Methods in Econometrics, p. 378-383 , Eds: Sekničková Jana, Holý Vladimír, MME 2023: Mathematical Methods in Economics /41./, (Prague, CZ, 20230913) [2023] Download
  3. Šíla Jan, Kočenda Evžen, Kukačka Jiří, Krištoufek Ladislav :  Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK, (IES UK 2023) Research Report 24/2023 [2023] Download
  4. Kočenda Evžen, Shivendra R. :  Drivers of Private Equity Activity across Europe: An East-West Comparison, UK FSV – IES, (Praha 2023) Research Report IES WP 14/2023 [2023] Download
  5. Kočenda Evžen, Eshun S. F. :  Determinants of Financial Inclusion in Africa and OECD Countries, UK FSV – IES, (Praha 2023) Research Report IES WP 18/2023 [2023] Download
  6. Kapounek S., Kočenda Evžen, Kouba L. :  Financial Impact of Trust and Institutional Quality around the World, IES UK, (Praha 2022) Research Report 28/2022 [2022] Download
  7. Baxa Jaromír, Žáček Jan :  Monetary Policy and the Financial Cycle: International Evidence, ( 28. 4. 2022) [2022] Download Download
  8. Aliyev S., Kočenda Evžen :  ECB monetary policy and commodity prices, FFA VSE, (Praha 2022) Research Report 8/2022 [2022] Download
  9. Togonidze S., Kočenda Evžen :  Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, VŠE, (Praha 2022) Research Report 9/2022 [2022] Download
  10. Suchopárová Gabriela, Vidnerová Petra, Neruda Roman, Šmíd Martin :  Using a Deep Neural Network in a Relative Risk Model to Estimate Vaccination Protection for COVID-19 , Engineering Applications of Neural Networks, p. 310-320 , Eds: Iliadis L., Jayne Ch., Tefas A., Pimenidis E., EANN 2022: International Conference on Engineering Applications of Neural Networks /23./, (Chersonissos / Virtual, GR, 20220617) [2022] Download DOI: 10.1007/978-3-031-08223-8_26
  11. Šmíd Martin :  Modeling COVID Pandemics: Strengths and Weaknesses of Epidemic Models , Proceedings of the 12th Workshop on Uncertainty Processing, p. 205-214 , Eds: Studený Milan, Ay Nihat, Coletti Giulianella, Kleiter Gernot D., Shenoy Prakash P., WUPES 2022: 12th Workshop on Uncertainty Processing, (Kutná Hora, CZ, 20220601) [2022] Download
  12. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka J., Šmíd Martin, Trnka Jan, Tuček V., Vidnerová Petra, Zajíček Milan, Zapletal František :  Model-M: An agent-based epidemic model of a middle-sized municipality, ( 2022) Research Report 2021.05.13.21257139 [2022] Download DOI: 10.1101/2021.05.13.21257139
  13. Kučera A., Kočenda Evžen, Maršál Aleš :  Yield Curve Dynamics and Fiscal Policy Shocks, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2022) Research Report 4/2022 [2022] Download
  14. Sladký Karel :  Central Moments and Risk-Sensitive Optimality in Markov Reward Processes , MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings, p. 446-451 , Eds: Hlavatý R., Czech University of Life Sciences Prague, (Praha 2021) , MME 2021: International Conference on Mathematical Methods in Economics /39./, (Prague, CZ, 20210908) [2021] Download
  15. Kočenda Evžen, Iwasaki I. :  Bank Survival Around the World: A Meta-Analytic Review, Hitotsubashi University, (Tokyo 2021) Research Report 2021‐2 [2021] Download
  16. Kočenda Evžen, Iwasaki I. :  Bank Survival Around the World: A Meta-Analytic Review, IES, Univerzita Karlova, (Praha 2021) Research Report 2021-09 [2021] Download
  17. Pinter J., Kočenda Evžen :  Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 30/2021 [2021] Download
  18. Greenwood-Nimmo M., Kočenda Evžen, Nguyen V. H. :  Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis, Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, (Praha 2021) Research Report 29/2021 [2021] Download
  19. Berec Luděk, Diviák T., Kuběna Aleš Antonín, Levínský René, Neruda Roman, Suchopárová Gabriela, Šlerka J., Šmíd Martin, Trnka Jan, Tuček Vít, Vidnerová Petra, Vrbenský Karel, Zajíček Milan, Zapletal František :  Epicity, ( 2021) [2021] Download
  20. Vidnerová Petra, Neruda Roman, Suchopárová Gabriela, Berec L., Diviák T., Kuběna Aleš Antonín, Levínský René, Šlerka J., Šmíd Martin, Trnka J., Tuček V., Vrbenský Karel, Zajíček Milan :  Simulation of non-pharmaceutical interventions in an agent based epidemic model , Proceedings of the 21st Conference Information Technologies – Applications and Theory (ITAT 2021), p. 263-268 , Eds: Brejová B., Ciencialová L., Holeňa M., Mráz F., Pardubská D., Plátek M., Vinař T., ITAT 2021: Information Technologies - Applications and Theory /21./, (Heľpa, SK, 20210924) [2021] Download
  21. Iwasaki I., Kočenda Evžen, Shida Y. :  Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, IOS Regensburg, (Regensburg 2021) Research Report wp 390 [2021] Download
  22. Togonidze S., Kočenda Evžen :  Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile, UK FSV – IES, (Praha 2020) Research Report 35/2020 [2020] Download
  23. Houda Michal :  Use of the BCC and Range Directional DEA Models within an Efficiency Evaluation , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 180-185 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  24. Sladký Karel :  Central Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes , QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX, p. 305-311 , Eds: Reiff Marian, Gežík Pavel, Quantitative Methods in Economics 2020 (Multiple Criteria Decision Making 2020) /20./, (Púchov, SK, 20200527) [2020] Download
  25. Sladký Karel :  Risk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 537-543 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  26. Kaňková Vlasta :  A Note on Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure , Proceedings of the 38th International Conference on Mathematical Methods in Economics, p. 247-252 , Eds: Kapounek S., Vránová H., INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./, (Brno, CZ, 20200909) [2020] Download
  27. Kapounek S., Kučerová Z., Kočenda Evžen :  Selective Attention in Exchange Rate Forecasting, UK FSV – IES, (Praha 2020) Research Report 42/2020 [2020] Download
  28. de Batz L., Kočenda Evžen :  Financial Crime and Punishment: A Meta-Analysis, UK FSV – IES, (Praha 2020) Research Report 2020/40 [2020] Download
  29. Iwasaki I., Kočenda Evžen, Shida Y. :  Institutions, Financial Development, and Small Business Survival: Evidence from European Emerging Economies, UK FSV – IES, (Praha 2020) Research Report 2020/39 [2020] Download
  30. Kapounek S., Kučerová Z., Kočenda Evžen :  Selective Attention in Exchange Rate Forecasting, Kyoto Institute of Economic Studies, (Kyoto 2020) Research Report 1035 [2020] Download
  31. Aliyev S., Kočenda Evžen :  ECB monetary policy and commodity prices, Institute of Economic Studies, Faculty of Social Science, Charles University, (Praha 2020) Research Report [2020] Download
  32. Iwasaki I., Kočenda Evžen, Shida Yoshisada :  Distressed Acquisitions: Evidence from European Emerging Markets, Kyoto Institute of Economic Research, Kyoto University, (Kyoto 2020) Research Report 1031 [2020] Download
  33. Hanousek Jan, Kočenda Evžen, Vozárová P. :  Impact of Multinational Enterprises on Competition, Productivity and Trade Spillovers across European Firms, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2020) Research Report 1028 [2020] Download
  34. Brož V., Kočenda Evžen :  Mortgage-related bank penalties and systemic risk among U.S. banks, Kyoto University, (Kyoto 2020) Research Report 1024 [2020] Download
  35. Kočenda Evžen, Iwasaki I. :  Bank Survival in European Emerging Markets, Kyoto University, (Kyoto 2020) Research Report 1022 [2020] Download
  36. Kaňková Vlasta :  Mean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 350-355 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  37. Sladký Karel :  Second Order Optimality in Markov and Semi-Markov Decision Processes , Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, p. 338-343 , Eds: Houda M., Remeš R., MME 2019: International Conference on Mathematical Methods in Economics /37./, (České Budějovice, CZ, 20190911) [2019] Download
  38. Šmíd Martin, Kozmík Václav :  Solution of Emission Management Problem , MANAGING AND MODELLING OF FINANCIAL RISKS : proceedings of the 9th International Scienti c Conference Managing and Modelling of Financial Risks, 9th International Scientific Conference Managing and Modelling of Financial Risks, (Ostrava, CZ, 20180905) [2018] Download
  39. Kaňková Vlasta :  Multi-Objective Optimization Problems with Random Elements - Survey of Approaches , 36th International Conference Mathematical Methods in Economics, p. 198-203 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  40. Sladký Karel :  Risk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains , 36th International Conference Mathematical Methods in Economics, p. 497-512 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  41. Šmíd Martin, Kozmík Václav :  Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems , 36th International Conference Mathematical Methods in Economics, p. 551-554 , Eds: Váchová Lucie, Kratochvíl Václav, 36th International Conference Mathematical Methods in Economics, (Jindřichův Hradec, CZ, 20180912) [2018] Download
  42. Kaňková Vlasta :  Second Order Stochastic Dominance Constraints in Multi-objective Stochastic Programming Problems , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 165-171 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  43. Sladký Karel :  Central Moments and Risk-Sensitive Optimality in Markov Reward Chains , Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, p. 325-331 , Eds: Reiff Martin, Gežík Pavel, Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, (Trenčianské Teplice, SK, 20180523) [2018] Download
  44. Kaňková Vlasta :  Optimal Value of Loans via Stochastic Programming , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 313-318, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  45. Šmíd Martin, Dufek J. :  Multi-period Factor Model of a Loan Portfolio, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2363 [2017] Download
  46. Sladký Karel, Martínez Cortés V. M. :  Risk-Sensitive Optimality in Markov Games , Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), p. 684-689, MME 2017. International Conference Mathematical Methods in Economics /35./, (Hradec Králové, CZ, 20170913) [2017] Download
  47. Kodera J., Van Tran Q., Vošvrda Miloslav :  Discrete Dynamic Endogenous Growth Model: Derivation, Calibration and Simulation , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 419-424 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  48. Kaňková Vlasta :  A Note on Optimal Value of Loans , 34th International Conference Mathematical Methods in Economics, p. 371-376 , Eds: Kocourek A., Vavroušek M., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  49. Voříšek Jan :  Approximate Transition Density Estimation of the Stochastic Cusp Model , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 892-897 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  50. Krištoufek Ladislav, Vošvrda Miloslav :  Capital market efficiency in the Ising model environment: Local and global effects , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 465-470 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  51. Krištoufek Ladislav :  Scaling of dependence between foreign exchange rates and stock markets in Central Europe , Acta Physica Polonica A. Vol 129, n. 5 (2016) - Proceedings of the 8th Polish Symposium of Physics in Economy and Social Sciences FENS, p. 908-912, Polish Symposium of Physics in Economy and Social Sciences FENS (2016) /8./, (Rzeszów, PL, 20151104) [2016] Download DOI: 10.12693/APhysPolA.129.908
  52. Zapletal F., Šmíd Martin :  Decision of a Steel Company Trading with Emissions , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 916-921 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  53. Branda Martin, Červinka Michal, Schwartz A. :  Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download
  54. Kuběna Aleš Antonín :  Symmetry Condition for Partially Factorizable Discrete Distributions , INTERNATIONAL CONFERENCE ON INFORMATION GEOMETRY AND ITS APPLICATIONS IV, p. 46-47 , Eds: Kratochvíl Václav, IGAIA IV - Information Geometry and its Applications, (Liblice, 12.6.2016-17.6.2016) [2016] Download
  55. Sladký Karel :  Transient and Average Markov Reward Chains with Applications to Finance , Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, p. 773-778 , Eds: Kocourek A., MME 2016. International Conference Mathematical Methods in Economics /34./, (Liberec, CZ, 06.09.2016-09.09.2016) [2016] Download
  56. Hanousek Jan, Kočenda Evžen :  FDI and ownership in Czech firms: pre- and post-crisis efficiency, Kyoto University, Kyoto Institute of Economic Research, (Kyoto 2016) Research Report 942 [2016] Download
  57. Voříšek Jan :  Bimodality testing of the stochastic cusp model , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 888-893, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  58. Vitali Sebastiano, Tichý Tomáš, Kopa Miloš :  The arbitrage inconsistencies of implied volatility extraction in connection to calendar bandwidth , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1405-1409, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  59. Branda Martin :  Day-ahead bidding on energy markets - a basic model and its extension to bidding curve , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 124-128, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  60. Kaňková Vlasta :  Scenario Generation via L-1 Norm , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 331-336, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  61. Tichý T., Kopa Miloš, Vitali S. :  The Bandwidth Selection in Connection to Option Implied Volatility Extraction , Proceedings of the 12th International Conference Liberec Economic Forum 2015, p. 201-208 , Eds: Kocourek Aleš, 12th International Conference Liberec Economic Forum 2015, (Liberec, CZ, 16.09.2015-17.09.2015) [2015] Download
  62. Kopa Miloš, Vitali Sebastiano, Tichý Tomáš :  On the implied volatility extraction and the selection of suitable kernel , Proceedings of the 2015 International Conference on Computer Science and Intelligent Communication 2015 (CSIC 2015), p. 456-459 , Eds: Ding Juan, 2015 International Conference on Computer Science and Intelligent Communication, (Zhengzhou, CN, 18.07.2015-19.07.2015) [2015] Download DOI: 10.2991/csic-15.2015.111
  63. Šmíd Martin :  Model of Risk and Losses of a Multigeneration Mortgage Portfolio , 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 1274-1278 , Eds: Šmíd Martin, International Scientific Conference Financial management of firms and financial institutions Ostrava /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download
  64. Vošvrda Miloslav, Schurrer J. :  Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 894-899, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  65. Branda Martin, Adam Lukáš :  A Comparison of Traditional and New Inverse Modelling Techniques for Source Term Identification in the Atmosphere , CTBT: Science and Technology 2015, CTBT: Science and Technology 2015, (Vienna, AT, 22.06.2015-26.06.2015) [2015] Download
  66. Sladký Karel :  Second Order Optimality in Transient and Discounted Markov Decision Chains , Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, p. 731-736, Mathematical Methods in Economics 2015 /33./, (Cheb, CZ, 09.09.2015-11.09.2015) [2015] Download
  67. Horváth Roman, Maršál Aleš :  The Term Structure of Interest Rates in a Small Open Economy DSGE Model with Markov Switching, Örebro University, (Örebro 2014) Research Report 22 [2014] Download
  68. Baruník Jozef, Kočenda Evžen, Vácha Lukáš :  Asymmetric connectedness of stocks: how does bad and good volatility spill over the U.S. stock market?, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, (Kiel 2014) Research Report 13 [2014] Download
  69. Branda Martin :  Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach , International Scientific Conference Managing and Modelling of Financial Risks, p. 97-102, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  70. Houda Michal :  A note on the use of copulas in chance-constrained programming , Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014, p. 327-332 , Eds: Talašová J., MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  71. Tichý Tomáš, Kopa Miloš, Vitali S. :  On the pricing of illiquid options with Black-Scholes formula , Proceedings of Managing and Modelling of Financial Risks, p. 807-815 , Eds: Čulík Miroslav, Řízení a modelování finančních rizik, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  72. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R. :  ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download
  73. Kaňková Vlasta :  Multiobjective Stochastic Optimization Problems with Probability Constraints , 32nd International Conference Mathematical Methods in Economics MME 2014, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  74. Šmíd Martin :  Markov Equilibrium between High Frequency Traders , International Scientific Conference Managing and Modelling of Financial Risks, p. 781-786 , Eds: Šmíd Martin, International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./, (Ostrava, CZ, 08.09.2014-09.09.2014) [2014] Download
  75. Sladký Karel :  The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 908-913, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  76. Dufek J., Šmíd Martin :  Multifactor dynamic credit risk model , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 185-190, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download
  77. Baxa Jaromír, Plašil M., Vašíček B. :  Inflation and the Steeplechase Between Economic Activity Variables, Czech National Bank, (Prague 2013) Research Report 15/2013 [2013] Download
  78. Greco S., Mesiar Radko, Rindone F. :  Bipolar semicopulas , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 63-65, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  79. Greco S., Mesiar Radko, Rindone F. :  Axiomatic foundations of the universal integral in terms of aggregation functions and preference relations , Abstracts of the 34th Linz Seminar Non-classical measures and integrals, p. 62-64, Linz Seminar on Fuzzy Set Theory /34./, (Linz, AT, 26.02.2013-02.03.2013) [2013] Download
  80. Beliakov G., Bustince H., Fernandez J., Mesiar Radko, Pradera A. :  On the use of restricted dissimilarity and dissimilarity-like functions for defining penalty functions , Proceedings of the 8th Conference of the European Society for Fuzzy Logic and Technology EUSFLAT 2013, p. 620-625 , Eds: Pasi G., Montero J., Ciucci D, EUSFLAT 2013, (Milan, IT, 11.09.2013-13.09.2013) [2013] Download DOI: 10.2991/eusflat.2013.94
  81. Bustince H., Paternain D., De Miguel L., Mesiar Radko :  Some notions of internal operators , EUROFUSE 2013 Workshop on Uncertainty and Imprecision Modelling in Decision Making, p. 43-48 , Eds: De Baets B., Fodor J., Montes S., EUROFUSE 2013, (Oviedo, ES, 02.12.2013-04.12.2013) [2013] Download
  82. Beliakov G., James S., Mesiar Radko :  A generalization of the Bonferroni mean based on partitions , Proceedings of the 2013 IEEE International Conference on Fuzzy Systems (FUZZ 2013), 2013 IEEE International Conference on Fuzzy Systems, (Hyderabad, IN, 07.07.2013-10.07.2013) [2013] Download DOI: 10.1109/FUZZ-IEEE.2013.6622348
  83. Kuběna Aleš Antonín, Franek P. :  Symmetries of Quasi-Values , Algorithmic Game Theory - 6th International Symposium, SAGT 2013, p. 159-170, Symposium of Algorithmic Game Theory, (Aachen, DE, 21.10.2013-25.10.2013) [2013] Download DOI: 10.1007/978-3-642-41392-6_14
  84. Šmíd Martin, Kuběna Aleš Antonín :  Determinants of Stocks' Choice in Portfolio Competitions , Financial Management of Firms and Financial Institutions, 8th International Scientific Conference Financial management of firms and financial institutions, (Ostrava, CZ, 9.-10. September 2013) [2013] Download
  85. Krištoufek Ladislav, Vošvrda Miloslav :  Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013, p. 470-475 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  86. Baxa Jaromír :  What the Data Say about the Effects of Fiscal Policy in the Czech Republic?, ÚTIA AV ČR, (Praha 2013) Research Report 2331 [2013]
  87. Kuběna Aleš Antonín, Šmíd Martin :  Portfolio competitions and rationality , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  88. Kaňková Vlasta :  Economic and Financial Problems via Multiobjective Stochastic Optimization , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  89. Sladký Karel :  Cumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains , Proceedings of the 31st International Conference Mathematical Methods in Economics 2013 , Eds: Vojáčková Hana, MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, (Jihlava, CZ, 11.09.2013-13.09.2013) [2013] Download
  90. Derviz Alexis :  Bubbles, Bank Credit, and Macroprudential Policies, European Central Bank, (Frankfurt a. M 2013) Research Report 1551 [2013] Download
  91. Baxa Jaromír :  Three Essays on Empirical Analysis of Economic Policy, Univerzita Karlova, (Praha 2012) [2012] Download
  92. Baxa Jaromír, Plašil M., Vašíček B. :  Changes in Inflation Dynamics under Inflation Targeting? Evidence from Central European Countries, Czech National Bank, (Praha 2012) Research Report 4/2012 [2012] Download
  93. Šmíd Martin, Kopa M. :  A causal model of price and volume on market with a market maker, ÚTIA AV ČR, (Praha 2012) Research Report 2328 [2012] Download
  94. Kopa Miloš :  Value at Risk application to FSD portfolio efficiency testing , Proceedings of Managing and Modelling of Financial Risks 2012, p. 320-325, Managing and modeling of financial risks 2012, (Ostrava, CZ, 10.09.2012-11.09.2012) [2012] Download
  95. Mesiar Radko :  Do we know how to integrate? , 9th International Conference on Modeling Decisions for Artificial Intelligence MDAI 2012, p. 13-22, Modeling Decisions for Artificial Intelligence, (Girona, ES, 21.11.2012-23.11.2012) [2012] Download DOI: 10.1007/978-3-642-34620-0_3
  96. Houda Michal :  Convexity in stochastic programming model with indicators of ecological stability , Proceedings of 30th International Conference Mathematical Methods in Economics, p. 314-319 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  97. Kodera Jan, Vošvrda Miloslav :  Using Mathematica for the Analysis sof Macroeconomic Models , Proceedings of the Wolfram Technology Conference 2012, p. 1-11, Wolfram Technology Conference 2012, (Champaigne, US, 17.10.2012-19.10.2012) [2012] Download
  98. Kaňková Vlasta :  Empirical Estimates in Economic and Financial Problems via Heavy Tails , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 396-401 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  99. Sladký Karel :  Risk-Sensitive and Average Optimality in Markov Decision Processes , Proceedings of 30th International Conference Mathematical Methods in Economics 2012, p. 799-804 , Eds: Ramík Jaroslav, Stavárek Daniel, 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012) [2012] Download
  100. Klement E., Mesiar Radko :  Copula-based integration of vector-valued functions , Advances in Computational Intelligence, p. 559-564 , Eds: Greco S., Bouchon-Meunier B., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31724-8_59
  101. Greco S., Mesiar Radko, Rindone F. :  The bipolar universal integral , Advances in Computational Intelligence, p. 360-369 , Eds: Greco S., IPMU 2012 /14./, (Catania, IT, 09.07.2012-13.07.2012) [2012] Download DOI: 10.1007/978-3-642-31718-7_38
  102. Kaňková Vlasta :  Risk Measures via Heavy Tails , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 115-119 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  103. Sladký Karel :  Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), p. 201-205 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), (Bratislava, SK, 30.05.2012-01.06.2012) [2012] Download
  104. Branda Martin :  Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison , Mathematical Methods in Economics 2011, p. 1-6, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  105. Ivanková Kristýna, Krištoufek Ladislav, Vošvrda Miloslav :  Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent , Mathematical Methods in Economics 2011, p. 300-305, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  106. Sladký Karel :  Separable Utility Functions in Dynamic Economic Models , Proceedings of the 29th International Conference Mathematical Methods in Economics, p. 629-634 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29 mezinárodní konference matematické metody v ekonomii 2011, (Janská Dolina, SK, 06.08.2011-09.08.2011) [2011] Download
  107. Houda Michal :  Using indicators of ecological stability in stochastic programming , Mathematical Methods in Economics 2011, p. 279-283, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011]
  108. Baruník Jozef, Vácha Lukáš :  Modeling multivariate volatility using wavelet-based realized covariance estimator , Mathematical Methods in Economics 2011, p. 29-34, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011]
  109. Krištoufek Ladislav :  Multifractal Height Cross-Correlation Analysis , Mathematical Methods in Economics 2011, p. 1-19, Mathematical Methods in Economics 2011, (Jánska Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  110. Bustince H., Fernandez J., Mesiar Radko, Pradera A., Beliakov G. :  Restricted dissimilarity functions and penalty functions , Proceedings of the 7th Conference of the European Society for Fuzzy Logic and Technology, p. 79-85, EUSFLAT - LFA 2011. Conference of the European Society for Fuzzy Logic and Technology and les Recontres Francophones sur la Logique Floue et ses Applications, (Aix-Les-Bains, FR, 18.07.2011-22.07.2011) [2011] Download DOI: 10.2991/eusflat.2011.79
  111. Šmíd Martin :  A Simple Decision Problem of a Market Maker , Mathematical Methods in Economics 2011, p. 694-697, Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  112. Kopa Miloš :  Comparison of various approaches to portfolio efficiency , Mathematical Methods in Economics 2011, p. 351-356, Mathematical Methods in Economics 2011, (Liptovský Ján, SK, 06.09.2011) [2011] Download
  113. Bustince H., Fernandez J., Sanz J., Galar M., Mesiar Radko, Kolesárová A. :  Multicriteria decision making by means of interval-valued Choquet integrals , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 269-278 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011] DOI: 10.1007/978-3-642-24001-0_25
  114. Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G. :  Image reduction using fuzzy quantifiers , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 351-362 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  115. Mesiar Radko :  Fuzzy integrals as a tool for multicriteria decision support , Eurofuse 2011 : Workshop pn Fuzzy Methods for Knowledge-Based Systems, p. 9-15 , Eds: Melo-Pinto P., Couto P., Serodio C., Fodor J., EUROFUSE 2011, (Regua, PT, 21.09.2011-23.09.2011) [2011]
  116. Kaňková Vlasta :  Dependent Data in Economic and Financial Problems , Proceedings of the 29th International Conference Mathematical Methods in Economics 2011, p. 327-332 , Eds: Dlouhý Martin, Skočdopolová Veronika, 29th International Conference Mathematical Methods in Economics 2011, (Janská Dolina, SK, 06.09.2011-09.09.2011) [2011] Download
  117. Ghiselli Ricci R., Mesiar Radko :  Aggregation with multi-attributes: a new perspective , Proceedings of AGOP 2011, p. 151-155 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  118. Bustince H., Fernandez J., Mesiar Radko, Beliakov G., Calvo T. :  Penalty functions over a Cartesian product of lattices , Proceedings of AGOP 2011, p. 59-64 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  119. Bustince H., Fernandez J., Mesiar Radko, Kalická J. :  Discrete interval-valued Choquet integrals , Proceedings of AGOP 2011, p. 23-27 , Eds: De Baets Bernard, Mesiar Radko, Troiano Luigi, Aggregation Operators 2011, (Benevento, IT, 11.07.2011-15.07.2011) [2011] Download
  120. Baxa Jaromír, Afonso Antonio, Slavík M. :  Fiscal developments and financial stress: a threshold VAR analysis, ÚTIA AV ČR, (Praha 2011) Research Report 2299 [2011] Download
  121. Jurio A., Paternain D., Lopez-Molina C., Bustince H., Mesiar Radko, Beliakov G. :  A construction method of interval-valued fuzzy sets for image processing , Proceedings of SSCI 2011, T2FUZZ 2011, p. 16-22, SSCI 2011, T2FUZZ 2011, (Paris, FR, 11.04.2011-15.04.2011) [2011] Download
  122. Mareš Milan :  Information measure for vague symbols , ODAM 2011, Book of Abstracts, p. 41-41 , Eds: Fišerová Eva, Talašová Jana, Olomoucian Days of Applied Mathematics, (Olomouc, CZ, 26-28. 1. 2011) [2011]
  123. Kaňková Vlasta :  Empirical Estimates in Stochastic Optimization: Special cases , Výpočtová ekonomie, sborník 4.semináře, p. 9-19 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4. seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  124. Sladký Karel :  Ramsey Growth Model in Discrete and Continuous-Time Setting , Výpočtová ekonomie, sborník 4.semináře, p. 95-105 , Eds: Lukáš Ladislav, Výpočtová ekonomie, 4.seminář, (Plzeň, CZ, 18.12.2008) [2010] Download
  125. Paternain D., Bustince H., Fernandez J., Beliakov G., Mesiar Radko :  Image reduction with local reduction operators , CEC 2010. Proceedings of the IEEE Congress on Evolutionary Computation, p. 1-8, WCCI 2010. IEEE World Congress on Computational Intelligence, (Barcelona, ES, 18.07.2010-23.07.2010) [2010] Download
  126. Omelchenko Vadym :  Elliptical Stable Distributions , Mathematical Methods in Economics 2010 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  127. Ivanková Kristýna :  Application of isobars to stock market indices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 296-301 , Eds: Houda M., Friebelová J., Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  128. Šmíd Martin, Gapko Petr :  Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio , Proceedings of the 47th European Working Group on Financial Modelling, p. 1-10, 47th EWGFM meeting, (Praha, CZ, 28.10.2010-30.10.2010) [2010] Download
  129. Baxa Jaromír :  What the Data Say about the Effects of Fiscal Policy in the Czech Republic? , Mathematical Methods in Economics 2010, p. 24-29 , Eds: Houda Michal, Friebelova Jana, Mathematical Methods in Economics, (Ceske Budejovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  130. Baxa Jaromír, Horváth R., Vašíček B. :  How Does Monetary Policy Change? Evidence on Inflation Targeting Countries, UK FSV – IES, (Praha 2010) Research Report 26/2010 [2010] Download
  131. Baruník Jozef :  L. E. Calvet & A. J. Fisher: Multifractal Volatility: Theory, Forecasting, and Pricing , AUCO Czech Economic Review vol.4, 3 (2010), p. 341-343 [2010] Download
  132. Veverka Petr :  Backward stochastic differential equations and its application to stochastic control , Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš, Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010) [2010] Download
  133. Klement E.P., Manzi M., Mesiar Radko :  Aggregation functions with stronger types of monotonicity , Computational Intelligence for Knowledge-Based Systems Design, p. 218-224 , Eds: Hüllermeier E., Kruse R., Hoffmann F., IPMU 2010 /13./, (Dortmund, DE, 28.06.2010-02.07.2010) [2010] Download
  134. Kaňková Vlasta :  Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 96-106 , Eds: Reiff Marian, Quantitative Methods in Economics (Multiple Criteria Decision Making), (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  135. Sladký Karel :  Markov decision chains in discrete- and continuous-time; a unified approach , Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 207-219 , Eds: Reiff Marian, Quantitative Methods in Economics, Multiple Criteria Decision Making XV, (Smolenice, SK, 06.10.2010-08.10.2010) [2010] Download
  136. Kuběna Aleš Antonín :  Pexeso ("Concentration game") as an arbiter of bounded-rationality models , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 337-380 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  137. Báťa Karel, Šmíd Martin :  Equity home bias in the Czech Republic , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 18-23 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  138. Baruník Jozef, Vácha Lukáš, Krištoufek Ladislav :  Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data , 28th International Conference on Mathematical Methods in Economics 2010, p. 12-17 , Eds: Houda Michal, Friebelová Jana, Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  139. Gapko Petr, Šmíd Martin :  Modeling a distribution of mortgage credit losses , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 150-155 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  140. Šmíd Martin :  Dynamic model of Loan Portfolio with Lévy Asset Prices , Proceedings of the 28th International Conference on Mathematical Methods in Economics 2010, p. 615-620 , Eds: Houda M., Friebelová J., 28-th International Conference on Mathematical Methods in Economics, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  141. Kaňková Vlasta :  Ramsey Stochastic Model via Multistage Stochastic Programming , 28th International Conference on Mathematical Methods in Economics 2010, p. 328-333 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  142. Sladký Karel :  Risk-sensitive Ramsey Growth Model , 28th International Conference on Mathematical Methods in Economics 2010, p. 560-565 , Eds: Houda Michal, Friebelová Jana, 28th International Conference on Mathematical Methods in Economics 2010, (České Budějovice, CZ, 08.09.2010-10.09.2010) [2010] Download
  143. Paternain D., Bustince H., Fernández J., Beliakov G., Mesiar Radko :  Some averaging functions in image reduction , Trends in Applied Intelligent Systems, p. 399-408 , Eds: García-Pedrajas N., Herrera F., Benítez J. M., IEA/AIE 2010, (Cordoba, ES, 01.06.2010-04.06.2010) [2010] Download
  144. Krištoufek Ladislav :  Multifractal height cross-correlation analysis, ÚTIA AV ČR, (Praha 2010) Research Report 2281 [2010] Download
  145. Mareš Milan, Ivánek Jiří :  Výroční zpráva Výzkumného centra Data - Algoritmy - Rozhodování za rok 2009, ÚTIA AV ČR, v.v.i, (Praha 2010) Research Report 2010/1 [2010] Download