Publications - Tomáš Tichý
Journal articles (3)
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1. * Miloš Kopa, T. Tichý: No-Arbitrage Condition of Option Implied Volatility and Bandwidth Selection. The Anthropologist: international journal of contemporary and applied studies of man 17:3 (2014), 751-755. Kamla-Raj Enterprises. Download |
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2. * Miloš Kopa, T. Tichý: Concordance measures and second order stochastic dominance-portfolio efficiency analysis. E+M. Ekonomie a management 15:4 (2012), 110-120. Download |
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3. * Jan Přikryl, T. Tichý, Z. Bělinová, J. Kapitán: Comparision by Simulation of Different Approaches to the Urban Traffic Control. Archives of Transport System Telematics 5:4 (2012), 26-30. Download |
Conference papers (8)
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1. * Sebastiano Vitali, Tomáš Tichý, Miloš Kopa: 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, 1405-1409. VŠB-Technická univerzita Ostrava, Ostrava 2015. Download |
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2. * Z. Bělinová, T. Tichý, Jan Přikryl, K. Cikhardtová: Smarter traffic control for middle-sized cities using adaptive algorithm. 2015 Smart Cities Symposium Prague (SCSP). IEEE, Piscataway 2015. Download |
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3. * T. Tichý, Miloš Kopa, S. Vitali: The Bandwidth Selection in Connection to Option Implied Volatility Extraction. Proceedings of the 12th International Conference Liberec Economic Forum 2015, 201-208. Technical University of Liberec, Liberec 2015. Download |
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4. * Miloš Kopa, Sebastiano Vitali, Tomáš Tichý: 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), 456-459. Atlantis press, Beijing 2015. Download |
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5. * Jan Blažek, Barbara Zitová, T. Tichý, V. Vašutová: Optical properties of historical paint pigments under near infrared (NIR) radiation. ACTA ARTIS ACADEMICA 2014, 35-41. Akademie výtvarných umění v Praze, Praha 2014. Download |
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6. * Jan Blažek, Jindřich Soukup, Barbara Zitová, Jan Flusser, J. Hradilová, David Hradil, T. Tichý: M3art: A Database of Models of Canvas Paintings. Digital Heritage. Progress in Cultural Heritage: Documentation, Preservation, and Protection. EuroMed 2014, 176-185. Springer International Publishing, New York 2014. Download |
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7. * Tomáš Tichý, Miloš Kopa, S. Vitali: On the pricing of illiquid options with Black-Scholes formula. Proceedings of Managing and Modelling of Financial Risks, 807-815. VŠB-Technická univerzita Ostrava, Ostrava 2014. Download |
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8. * Jan Blažek, Jindřich Soukup, Barbara Zitová, Jan Flusser, T. Tichý, J. Hradilová: Low-cost mobile system for multispectral cultural heritage data acquisition. Digital Heritage International Congress, 73-79. IEEE, Marseille 2013. Download |
Other publications (3)
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1. * Jan Přikryl, T. Tichý, Z. Bělinová, J. Kapitán: Comparison by Simulation of Different Approaches to Urban Traffic Control. Abstracts of Transport Systems Telematics 2012, 76-76. Silesian University of Technology, Katowice 2012. Download |
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2. * T. Tichý, P. Musílek, P. Zobaník, L. Šeps, D. Vaněk, Jan Přikryl, Pavla Pecherková: Řízení skupiny křižovatek v oblasti OC Zličín - studie. Research Report 2271. Odbor dopravy MHMP, Praha 2009. Download |
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3. * T. Tichý, Ivan Nagy, Jitka Homolová: Optimalizace řízení dopravy měst. Abstrakt. ITS '05 Prague. Sborník abstraktů, 1-2. Sdružení pro dopravní telematiku ČR, Praha 2005. Download |