Ladislav Kristoufek

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 6

Top Topics

Trading Systems

Cross Correlations

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Ann. Oper. Res.

Publications

Elie Bouri, Ladislav Kristoufek, Tanveer Ahmad, Syed Jawad Hussain Shahzad
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. Ann. Oper. Res. 334 (1) (2024)
Miroslav Fil, Ladislav Kristoufek
Pairs Trading in Cryptocurrency Markets. IEEE Access 8 (2020)
Ladislav Kristoufek, Miloslav Vosvrda
Herding, minority game, market clearing and efficient markets in a simple spin model framework. Commun. Nonlinear Sci. Numer. Simul. 54 (2018)
Ladislav Kristoufek
Fractal approach towards power-law coherency to measure cross-correlations between time series. Commun. Nonlinear Sci. Numer. Simul. 50 (2017)
Ladislav Kristoufek
Power-law cross-correlations estimation under heavy tails. Commun. Nonlinear Sci. Numer. Simul. 40 (2016)
Ladislav Kristoufek, Helen Susannah Moat, Tobias Preis
Estimating suicide occurrence statistics using Google Trends. EPJ Data Sci. 5 (1) (2016)
Ladislav Kristoufek
Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. Adv. Complex Syst. 15 (6) (2012)