Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Hynek Lavička"'
Publikováno v:
Entropy, Vol 24, Iss 7, p 855 (2022)
Uncovering causal interdependencies from observational data is one of the great challenges of a nonlinear time series analysis. In this paper, we discuss this topic with the help of an information-theoretic concept known as Rényi’s information mea
Externí odkaz:
https://doaj.org/article/23d69224993a4935969436e8a9c4a426
Publikováno v:
Symmetry, Vol 13, Iss 12, p 2263 (2021)
Maze-solving by natural phenomena is a symbolic result of the autonomous optimization induced by a natural system. We present a method for finding the shortest path on a maze consisting of a bipartite graph using a discrete-time quantum walk, which i
Externí odkaz:
https://doaj.org/article/a9bbef95275a405bb21ad367cc158dd6
Publikováno v:
The 7th International conference on Time Series and Forecasting.
In this paper, we discuss the statistical coherence between financial time series in terms of Renyi’s information measure or entropy. In particular, we tackle the issue of the directional information flow between bivariate time series in terms of R
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2dba759718834c36d706aa39aed3bf4
https://doi.org/10.3390/engproc2021005033
https://doi.org/10.3390/engproc2021005033
Autor:
Hynek Lavička, Jan Novotný
Publikováno v:
Acta Polytechnica, Vol 53, Iss 6 (2013)
In this work, we investigate the Model of Employment, Production and Consumption, as introduced in a series of papers by I. Wright [1–3] from the perspective of statistical physics, and we focus on the presence of equilibrium. The model itself belo
Externí odkaz:
https://doaj.org/article/27db34d8e067463198bf7323d5b48c8b
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 493:29-46
Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its “canonical” formulation in terms of a single nuisance parameter is ofte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::636bc7f433d5eb7bec6f255ec13f6d4a
https://doi.org/10.1016/j.physa.2017.09.109
https://doi.org/10.1016/j.physa.2017.09.109
Publikováno v:
International Review of Financial Analysis. 47:328-342
The recent economic crisis revived interest in financial transaction taxes (FTTs) as a means to offset negative risk externalities. However, up-to-date academic research does not provide sufficient insights into the effects of transaction taxes on fi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54d0eadb8013e667997e1aa76547fcc9
https://doi.org/10.1016/j.irfa.2016.03.012
https://doi.org/10.1016/j.irfa.2016.03.012
Autor:
Jan Novotný, Hynek Lavička
Publikováno v:
Acta Polytechnica, Vol 53, Iss 6 (2013)
In this work, we investigate the Model of Employment, Production and Consumption, as introduced in a series of papers by I. Wright [1–3] from the perspective of statistical physics, and we focus on the presence of equilibrium. The model itself belo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::03423bdc37c7de3b6df0549f0679f593
https://doi.org/10.14311/ap.2013.53.0847
https://doi.org/10.14311/ap.2013.53.0847
Autor:
Hynek Lavička, Jiří Kracík
We analyze the electric power load in the Czech Republic (CR) which exhibits a seasonality as well as other oscillations typical for European countries. Moreover, we detect 1/f noise property of electrical power load with extra additional peaks that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84efa3ba2532dc7e5830b73cfc4fb8a5
http://arxiv.org/abs/1602.05498
http://arxiv.org/abs/1602.05498
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 389:1708-1720
We have simulated the model of Employment, Production and Consumption (EPC) using Monte Carlo. The EPC model is an agent based model that mimics very basic rules of industrial economy. From the perspective of physics, the nature of the interactions i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4741537fe08d9e2e18fc8a072fb39bcf
https://doi.org/10.1016/j.physa.2009.12.046
https://doi.org/10.1016/j.physa.2009.12.046
Publikováno v:
SSRN Electronic Journal.
The recent crisis revived interest in financial transaction taxes (FTTs) as a means to offset negative risk externalities. However, up-to-date academic research does not provide sufficient insights into the effects of transaction taxes on financial m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::faa085cc6f53a4d2d48f45a03c361618
https://doi.org/10.2139/ssrn.2417616
https://doi.org/10.2139/ssrn.2417616