Zobrazeno 1 - 10
of 251
pro vyhledávání: '"Tomanová P"'
Publikováno v:
Geologica Carpathica, Vol 70, Iss 3, Pp 241-260 (2019)
The Žerotice Formation recognised in a confined area NE–SE of Znojmo represents a basal member of the sedimentary succession of the southwestern margin of the Carpathian Foredeep in Moravia (Czech Republic). Two facies associations were recognised
Externí odkaz:
https://doaj.org/article/e996248af83343d4ad0bed87e57829f6
Autor:
Sara Gutkin, Omri Shelef, Zuzana Babjaková, Laura Anna Tomanová, Matej Babjak, Tal Kopp, Qingyang Zhou, Pengchen Ma, Micha Fridman, Urs Spitz, Kendall N. Houk, Doron Shabat
Publikováno v:
JACS Au, Vol 4, Iss 9, Pp 3558-3566 (2024)
Externí odkaz:
https://doaj.org/article/8a383f951d4e41ddb8f45a28a6991b71
Autor:
Holý, Vladimír, Tomanová, Petra
Publikováno v:
Hol\'y, V. & Tomanov\'a, P. (2022). Modeling Price Clustering in High-Frequency Prices. Quantitative Finance, 22(9), 1649-1663
The price clustering phenomenon manifesting itself as an increased occurrence of specific prices is widely observed and well-documented for various financial instruments and markets. In the literature, however, it is rarely incorporated into price mo
Externí odkaz:
http://arxiv.org/abs/2102.12112
Autor:
Slávka Hlaváčiková, Leona Omaníková, Vojtech Horváth, Pavol Alexy, Viera Jančovičová, Andrej Baco, Mária Mikolajová, Mária Fogašová, Katarína Tomanová, Jozef Feranc, Michal Ďurfina, Přemysl Menčík, Veronika Melčová, Roderik Plavec
Publikováno v:
Results in Materials, Vol 21, Iss , Pp 100511- (2024)
The study's main objective is the possible application of regranulate based on PLA and PHB bioplastics in the FDM 3D printing technique. The idea of using regranulate in the tested PLA/PHB biodegradable polymer blend can help to reduce the amount of
Externí odkaz:
https://doaj.org/article/7d17ac75ce8548aa98ebebd0a8d257a6
Autor:
Tomanová, Petra, Holý, Vladimír
Publikováno v:
Tomanov\'a, P. & Hol\'y, V. (2021). Clustering of Arrivals in Queueing Systems: Autoregressive Conditional Duration Approach. Central European Journal of Operations Research, 29(3), 859-874
Arrivals in queueing systems are typically assumed to be independent and exponentially distributed. Our analysis of an online bookshop, however, shows that there is an autocorrelation structure present. First, we adjust the inter-arrival times for di
Externí odkaz:
http://arxiv.org/abs/2003.14382
Autor:
Holý, Vladimír, Tomanová, Petra
We investigate the computational issues related to the memory size in the estimation of quadratic covariation, taking into account the specifics of financial ultra-high-frequency data. In multivariate price processes, we consider both contamination b
Externí odkaz:
http://arxiv.org/abs/2003.13062
Akademický článek
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Publikováno v:
(2023) Studies in Nonlinear Dynamics & Econometrics
In finance, durations between successive transactions are usually modeled by the autoregressive conditional duration model based on a continuous distribution omitting zero values. Zero or close-to-zero durations can be caused by either split transact
Externí odkaz:
http://arxiv.org/abs/1812.07318
Autor:
Holý, Vladimír, Tomanová, Petra
When stock prices are observed at high frequencies, more information can be utilized in estimation of parameters of the price process. However, high-frequency data are contaminated by the market microstructure noise which causes significant bias in p
Externí odkaz:
http://arxiv.org/abs/1811.09312
Akademický článek
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