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1. Unidirectional magnetoresistance and spin-orbit torque in NiMnSb

Author

Železný, J., Fang, Z., Olejník, K., Patchett, J., Gerhard, F., Gould, C., Molenkamp, L. W., Gomez-Olivella, C., Zemen, J., Tichý, T., Jungwirth, T., and Ciccarelli, C.

Subjects
Condensed Matter - Mesoscale and Nanoscale Physics, Condensed Matter - Materials Science
Abstract

Spin-dependent transport phenomena due to relativistic spin-orbit coupling and broken space-inversion symmetry are often difficult to interpret microscopically, in particular when occurring at surfaces or interfaces. Here we present a theoretical and experimental study of spin-orbit torque and unidirectional magnetoresistance in a model room-temperature ferromagnet NiMnSb with inversion asymmetry in the bulk of this half-heusler crystal. Besides the angular dependence on magnetization, the competition of Rashba and Dresselhaus-like spin-orbit couplings results in the dependence of these effects on the crystal direction of the applied electric field. The phenomenology that we observe highlights potential inapplicability of commonly considered approaches for interpreting experiments. We point out that, in general, there is no direct link between the current-induced non-equilibrium spin polarization inferred from the measured spin-orbit torque and the unidirectional magnetiresistance. We also emphasize that the unidirectional magnetoresistance has not only longitudinal but also transverse components in the electric field -- current indices which complicates its separation from the thermoelectric contributions to the detected signals in common experimental techniques. We use the theoretical results to analyze our measurements of the on-resonance and off-resonance mixing signals in microbar devices fabricated from an epitaxial NiMnSb film along different crystal directions. Based on the analysis we extract an experimental estimate of the unidirectional magnetoresistance in NiMnSb., Comment: 29 pages, 13 figures

Published
2021
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2. Raritní granulomatózní procesy.

Author

Kufa, J., Novotná, J., Lukášová, M., Látal, V., Hanáčková, V., Tichý, T., Skanderová, D., Rušarová, N., and Jakubec, P.

Abstract

Copyright of Transfusiology & Haematology Today / Transfuze a Hematologie Dnes is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2024

3. Mnohočetný myelom s primárním multifokálním extramedulárním postižením a raritní cytogenetickou změnou.

Author

Látal, V., Pika, T., Mlynárčiková, M., Balcárková, J., Hradil, D., Tichý, T., Buriánková, E., Minařík, J., and Papajík, T.

Abstract

Copyright of Transfusiology & Haematology Today / Transfuze a Hematologie Dnes is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2024

5. An asset pricing model with accuracy-driven evolution of heterogeneous expectations

Author

Anufriev, M, Tichý, T, Lamantia, F, Radi, D, Anufriev, M, Tichý, T, Lamantia, F, and Radi, D

Abstract

Starting from the work of Hommes et al. (2005a), we propose an alternative version of their asset pricing model with heterogeneous agents and asynchronous updating of beliefs. In particular, we assume that the predictors are selected based on their accuracy in predicting the market price of the risky asset, measured as an absolute prediction error, and not on the net profits made by fundamentalists and trend followers. From a mathematical point of view, the deterministic skeleton of the present model is a two-dimensional piecewise-smooth map. We present an analytical study of the fundamental equilibrium and the coexisting non-fundamental equilibria and propose a comparison with the results in Hommes et al. (2005a). A robustness check is also conducted by considering an accuracy measured by squared prediction errors, a fitness measure often adopted in theoretical and experimental studies because of its smoothness and for being equivalent to risk-adjusted profits. The comparisons reveal that these different fitness measures do not modify the stability of the fundamental equilibrium. However, non-fundamental equilibria, their stability and the out-of-equilibrium dynamics are affected.

Published
2023

6. Numerical pricing of European options under the double exponential jump-diffusion model with stochastic volatility.

Author

Hozman, J. and Tichý, T.

Subjects
*PRICES, *STOCHASTIC models, *DIFFERENTIAL operators, *CAPABILITIES approach (Social sciences), *JUMP processes
Abstract

Stochastic volatility models with jumps generalize the classical Black–Scholes framework to capture more properly the real world features of option contracts. The extension is performed by incorporating jumps and a stochastic nature of volatility of asset returns into the dynamics of underlying asset prices. In this paper, we focus on pricing of European-style options under the model that combines the Heston stochastic volatility model with the Kou-type double exponential jumps in the underlying prices. As a result, the pricing function is governed by a partial-integro differential equation having the price of the underlying asset and its variance as spatial variables. Moreover, a presence of the non-local operator arising from jumps increases the complexity of the problem. Therefore, to improve the numerical pricing process we solve the relevant pricing equation by a discontinuous Galerkin approach with a semi-implicit time stepping scheme, where the differential operator is treated implicitly while the integral one explicitly by a composite trapezoidal rule. Finally, the numerical results demonstrate the capability of the numerical approach presented within the simple experiments. [ABSTRACT FROM AUTHOR]

Published
2023
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10. Unidirectional magnetoresistance and spin-orbit torque in NiMnSb

Author

Železný, J., primary, Fang, Z., additional, Olejník, K., additional, Patchett, J., additional, Gerhard, F., additional, Gould, C., additional, Molenkamp, L. W., additional, Gomez-Olivella, C., additional, Zemen, J., additional, Tichý, T., additional, Jungwirth, T., additional, and Ciccarelli, C., additional

Published
2021
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11. Description of two new species of Cerambycidae (Coleoptera) from Northwestern Yunnan (China)

Author

Tichý, T. and Lin, M.-Y.

Subjects
Coleoptera, Insecta, Arthropoda, Cerambycidae, Animalia, Biodiversity, Taxonomy
Abstract

Tichý, T., Lin, M.-Y. (2021): Description of two new species of Cerambycidae (Coleoptera) from Northwestern Yunnan (China). Far Eastern Entomologist 424: 1-13, DOI: 10.25221/fee.424.1, URL: http://dx.doi.org/10.25221/fee.424.1

Published
2021

20. Numerical Pricing of Options under the Exponential Ornstein–Uhlenbeck Stochastic Volatility Model based on a DG Technique.

Author

Hozman, J. and Tichý, T.

Abstract

Stochastic volatility models are a variance extension of the classical Black-Scholes model dynamics by introducing an-other auxiliary processes to model the volatility of the underlying asset returns. Here we study the pricing problem for European-style options under a one-factor stochastic volatility model when the volatility of the underlying price is governed by the exponen-tial Ornstein–Uhlenbeck process. The problem can be formulated as a non-stationary second-order degenerate partial differential equation accompanied by initial and boundary conditions, whose analytical solutions are not available in general. Therefore, the approximate option value is obtained by a numerical procedure based on a discontinuous Galerkin technique that provides promising results. Finally, reference numerical experiments are provided with the emphasis on the behaviour of the option values with respect to the discretization parameters. [ABSTRACT FROM AUTHOR]

Published
2018
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23. Sarkoidóza muskuloskeletálního systému.

Author

Žurek, M., Horák, P., Žurková, M., Lošťáková, V., and Tichý, T.

Subjects
SARCOIDOSIS, MUSCULOSKELETAL system, CHRONIC granulomatous disease, LYMPHADENITIS, GLUCOCORTICOIDS
Abstract

Copyright of Czech Rheumatology / Česká Revmatologie is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2019

27. A DG Approach to the Numerical Solution of the Stein-Stein Stochastic Volatility Option Pricing Model.

Author

Hozman, J. and Tichý, T.

Subjects
*OPTIONS (Finance), *MARKET volatility, *STOCHASTIC models, *BLACK-Scholes model, *PARTIAL differential equations
Abstract

Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility. [ABSTRACT FROM AUTHOR]

Published
2017
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28. On the Discontinuous Galerkin Method for Numerical Pricing of Basket Spread Options with the Average Strike.

Author

Hozman, J. and Tichý, T.

Subjects
*DIMENSIONAL reduction algorithms, *PRICING, *GALERKIN methods, *CALCULATIONS & mathematical techniques in atomic physics, *NUMERICAL analysis
Abstract

The paper is based on the results from our recent research on path-dependent multi-asset options. Here we focus on options, payoff of which depends on the difference of the spread of two underlying assets at expiry and their average spread during the life of the option. The main idea uses a concept of the dimensional reduction to the PDE model with only two spatial variables describing this option pricing problem. Then the numerical option pricing scheme arising from the discontinuous Galerkin method is developed. Finally, a simple numerical result is presented on real market data. [ABSTRACT FROM AUTHOR]

Published
2017
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30. Modelové ověření podmínek práce při podezření na profesionální onemocnění bederní páteře.

Author

Pešáková, L., Nakládalová, M., Tichý, T., Lebeda, T., Hlávková, J., Gaďourek, P., Urban, P., Pelclová, D., and Boriková, A.

Abstract

Copyright of Occupational Medicine / Pracovní Lékarství is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2018

31. Ověřování podmínek práce při podezření na profesionální onemocnění bederní páteře v praxi.

Author

Pešáková, L., Nakládalová, M., Tichý, T., Hlávková, J., Gaďourek, P., Urban, P., Pelclová, D., and Boriková, A.

Abstract

Copyright of Occupational Medicine / Pracovní Lékarství is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2017

34. Protocol Biopsy of a Transplanted Kidney as a Tool for Monitoring Adequacy of Immunosuppressive Therapy: 10 Years of Experience From a Single Transplant Center

Author

Krejčí, K., primary, Tichý, T., additional, Al-Gabri, S., additional, Horák, P., additional, Ciferská, H., additional, Hrubý, M., additional, Horčička, V., additional, S̆trebl, P., additional, Z̆amboch, K., additional, Bachleda, P., additional, and Zadraz̆il, J., additional

Published
2011
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36. Vztah revmatických chorob a jejich léčby k manifestnímu postižení ledvin.

Author

Klíčová, A., Horák, P., Tichý, T., and Zadražil, J.

Abstract

Copyright of Czech Rheumatology / Česká Revmatologie is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2015

41. 18F-FDG PET a PET/CT vyšetření u pacientů s obrovskobuněčnou arteritidou -- praktický pohled z PET centra.

Author

Řehák, Z., Fojtík, Z., Fryšáková, L., Šimíková, J., Kielkowská, I., Němec, P., Eberová, E., Obrovská, M., Křivanová, A., Staníček, J., Eremiášová, J., Vašina, J., Řeháková, D., Šnelerová, M., Tichý, T., and Křen, L.

Subjects
GIANT cell arteritis, POSITRON emission tomography, MAGNETIC resonance angiography, HISTOLOGY, DIFFERENTIAL diagnosis
Abstract

Copyright of Czech Rheumatology / Česká Revmatologie is the property of Czech Medical Association of JE Purkyne and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2014

42. Chondrokalcinóza (pseudodna) temporomandibulárního kloubu.

Author

Tvrdý, P., Pink, R., Tichý, T., Heinz, P., and Michl, P.

Subjects
CHONDROCALCINOSIS
Abstract

Copyright of Czech Dental Journal / Ceská Stomatologie a Praktické Zubni Lékarstvi is the property of Czech Dental Chamber and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Published
2013

47. Some Results on Foreign Equity Portfolio Risk Backtesting via Lévy Ordinary Copula Model

Author

Kresta Aleš and Tichý Tomáš

Subjects
backtesting, market risk, model validation, subordinated Lévy model, ordinary elliptical copula function, Business, HF5001-6182
Abstract

The soundness of risk monitoring and measuring systems is a key point for the reliability of financial institutions. One of the features of a reliable risk model is that it passes a backtesting procedure – a comparison of the one step ahead risk estimation and a true loss occurred on a given day – without any troubles. Within this paper, basic tests to backtesting procedure due to Kupiec, Christoffersen and Haas are applied on a portfolio sensitive to equity and FX rate risk. In particular details, we focus on NIG model and its variants due to various time spans used for parameter estimation. We document a significant improvement of such tail risk models on several portfolio positions.

Published
2012

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