COL DU GALIBIER, FRENCH DAUPHINÉ ALPS (2.642 M.) | Copyright © Matúš Maciak

Peer-reviewed Publications:

  1. Maciak, M. and Vitali, S. (2024). Using interpolated implied volatility for analysing exogenous market change. Computational Management Science. Volume 21, Article no.25, 1-21. DOI:10.1007/s10287-024-00505-2 [PDF]
  2. Ciuperca, G., Maciak, M., and Pešta, M. (2024). Real-time detection of a change in a nonlinear model by the expectile method. Metrika, 87(2), 105-131. DOI:10.1007/s00184-023-00904-6 [PDF]
  3. Drábek, Z., Kopa, M., Maciak, M., Pešta, M., and Vitali, S. (2023). Investment disputes and their explicit role in option market uncertainty and overall risk instability. Computational Management Science volume, 20(15), 1-25. DOI:10.1007/s10287-023-00447-1 [PDF]
  4. Hrba, M., Maciak, M., Peštová, B., and Pešta, M. (2022). Bootstrapping Not Independent and Not Identically Distributed Data, Mathematics, 10(24), 1–26. DOI:10.3390/math10244671 [PDF]
  5. Valchářová, T., Slavík, O., Horký, P., Stara, A.,Hrušková, I., Maciak, M., and Pešta, M. (2022). Stressful daylight: Differences in diel rhythmicity between albino and pigmented fish. Frontiers in - Ecology and Evolution, 10(2022), 1-15. DOI: 10.3389/fevo.2022.890874 [PDF]
  6. Maciak, M., Mizera, I., and Pešta, M. (2022). Functional Profile Techniques for Claims Reserving. ASTIN Bulletin, 52(2), 449-482. DOI:10.1017/asb.2022.4 [PDF]
  7. Maciak, M., Pešta, M., and Okhrin, O. (2021). Infinitely Stochastic Micro Reserving. Insurance: Mathematics and Economics, 100(2021), 30–58. DOI: 10.1016/j.insmatheco.2021.04.007 [PDF]
  8. Maciak, M. (2020). Quantile LASSO in arbitrage-free option markets. Econometrics and Statistics, 18(2021), 106-116. DOI: 10.1016/j.ecosta.2020.05.006 [PDF]
  9. Maciak, M., Pešta, M., and Vitali, S. (2020). Implied volatility surface estimation via quantile regularization. Maciak et al. (Eds), Analytical Methods in Statistics, Springer Proceedings in Mathematics & Statistics 329, Springer Nature Switzerland AG. ISBN: 978-3-030-48813-0 [PDF]
  10. Maciak, M., Pešta, M., and Peštová, B. (2020). Changepoint in dependent and non-stationary panels, Statistical Papers, 61, 1385–1407. DOI: 10.1007/s00362-020-01180-6 [PDF]
  11. Pešta, M., Peštová, B., and Maciak, M. (2020). Changepoint estimation for dependent and non-stationary panels. Applications of Mathematics, 65(3):299-310. DOI:10.21136/AM.2020.0296-19 [PDF]
  12. Ciuperca, G., Maciak, M., and Wahl, F. (2020). Detection of similar successive groups in a model with diverging number of variable groups. Sequential Analysis, 39(1), 92-114. DOI: 10.1080/07474946.2020.1726687 [PDF]
  13. Maciak, M. (2019). Quantile LASSO with changepoints in panel data models applied to option pricing. Econometrics and Statistics, Volume 20, October 2021, 166-175. DOI: 10.1016/j.ecosta.2019.12.005 [PDF]
  14. Ciuperca, G. and Maciak, M. (2019). Change-point Detection by the Quantile LASSO Method. Journal of Statistical Theory and Practice, 14, Article number:11, 1--38. DOI: 10.1007/s42519-019-0078-z [PDF]
  15. Kováčik, V., Maciak, M., Baláž, V., Babeľa, J., Kubas, V., Bujdák, P., and Beňo, P. (2019). Advanced Reconstruction of Vesicourethral Support (ARVUS) during robot assisted radical prostatectomy: first independent evaluation and review of other factors influencing one year continence outcomes. World Journal of Urology, 1-9. DOI: 10.1007/s00345-019-02975-5 [PDF]
  16. Ciuperca, G. and Maciak, M. (2019). Change-point detection in a linear model by adaptive fused quantile method. Scandinavian Journal of Statistics, 47, 425-463. DOI: 10.1111/sjos.12412 [PDF]
  17. Maciak, M., Peštová, B., and Pešta, M. (2018). Structural breaks in dependent, heteroscedastic, and extremal panel data. Kybernetika, Kybernetika, Volume 54, no. 6, 1106-1121 .
  18. Maciak, M. (2018). Linear Trend Filtering via Adaptive LASSO. In Rojas, I., Pomares, H., and Valenzuela, O., editors, Time Series Analysis and Forecasting, ITISE 2017, Granada, Spain, September 2017, 131-145. ISSN: 978-3-319-96944-2
  19. Maciak, M. (2018). Bootstrapping Nonparametric M-Smoothers with Independent Error Terms. In Bertail, P., Blanke, D., Cornillon, P.A., and Matzner-Løber, E. editors, Nonparametric Statistics, 3rd ISNPS, Avignon, France, June 2016, 233-250, Springer. ISBN 978-3-319-96940-4
  20. Slavík, O., Horký, P., Maciak, M., Horká, P., and Langrová, I. (2018). Diel movement of brown trout, Salmo trutta, is reduced in dense populations with high site fidelity Ecology and Evolution, 1-12. DOI: 10.1002/ece3.3981 [PDF]
  21. Kováčik, V., Maciak, M., Bujdák, P., Baláž, V., Školka, R., and Rusňák, M. (2018). Quality of nephrolithiasis surgical treatment - what is it influenced by? Perspectives in Surgery: Journal of Czech Surgical Society, Vol.97, 82-87. ISSN: 1805-4579
  22. Maciak, M. (2017). Linear Trend Filtering via Adaptive LASSO. Proceedings ITISE 2017, Granada, 18-20 September 2017, Vol.1, 524-535. ISBN: 978-84-17293-01-7
  23. Hušková, M. and Maciak, M. (2017). Discontinuities in Robust Nonparametric Regression with A-mixing Dependence. Journal of Nonparametric Statistics, Vol. 29, No. 2, 447-475. DOI: 10.1080/10485252.2017.1303061 [PDF]
  24. Maciak, M. (2017). Testing Shape Constrains in Lasso Regularized Joinpoint Regression. In Antoch, J., Jurečková, J., Maciak, M., Pešta, M., editors, Analytical Methods in Statistics, AMISTAT, Prague, November 2015, pages 105-122, Springer, ISBN 978-3-319-51312-6 [PDF]
  25. Maciak, M. and Mizera, I. (2016). Regularization Techniques in Joinpoint Regression. Statistical Papers, Vol. 57, No. 4, 939–955. DOI: 10.1007/s00362-016-0823-2 [PDF]
  26. Ochecová, P., Tlustoš, P., Szaková, J., Mercl, F., and Maciak, M. (2016). Changes in Nutrient Plant Availability in Loam and Sandy Clay Loam Soils after Wood Fly and Bottom Ash Amendment. Agronomy Journal, Vol. 108 No. 2, p. 487-497. DOI: 10.2134/agronj2015.0143 [PDF]
  27. Slavík, O., Horký, P., Maciak, M., and Wackermannová, M. (2016). Familiarity, Prior Residency, Resource Availability and Body Mass as Predictors of the Movement Activity of the European Catfish. Journal of Ethology, 1–8. DOI: 10.1007/s10164-015-0441-9 [PDF]
  28. Slavík, O., Horký, P., and Maciak, M. (2015). Ostracism of an Albino Individual by a Group of Pigmented Catfish. PLoS ONE 10(5), 1–11. DOI: 10.1371/journal.pone.0128279 [PDF]
  29. Nedelská, Z., Laczo, J., Maciak, M., Uller, M., Kala, P., Klimeš, P., Cimbalnik, J., Vyhnalek, M., and Hort, J. (2015). Subjective spatial navigation complaints are associated with regional brain atrophy and APOE in elderly with subjective memory impairment. Journal of the Neurological Sciences 10/2015; 357:e11–e12.
  30. Horký, P., Douda, K., Maciak, M., Závorka, L., and Slavík, O. (2014). Parasite-induced alterations of host behaviour in a riverine fish: the effects of glochidia on host dispersal. Freshwater Biology, 59 (7), 1452–1461. DOI: 10.1111/fwb.12357 [PDF]
  31. Maciak, M. and Opatřilová, L. (2014). Intercalibration Process of Assessment Methods for Biological Quality Elements of Ecological Status in Surface Waters: Macro-nvertebrates and Phytobenthos. VTEI (Czech: Water Management Technical and Economic Information Journal) 6/2014, 1–9.
  32. Kadlecová, K., Bílý, M., and Maciak, M. (2012). Movement Patterns of the Co-occurring Species Astacus Astacus (Noble Crayfish) and Austropotamobius Torrentium (Stone Crayfish). Fundamental and Applied Limnology/Archiv für Hydrobiologie, 180, 351–360.
  33. Slavík, O., Maciak, M., and Horký, P. (2012). Shelter Use of Familiar and Un-familiar Groups of Juvenile European Catfish Silurus Glanis. Applied Animal Behaviour Science, 142, 116–123.
  34. Kubíková, L., Simon, O., Tichá, K., Douda, K., Maciak, M., and Bílý, M. (2012). The Influence of Mesoscale Habitat Conditions on the Macroinvertebrate Composition of Springs in a Geologically Homogeneous Area. Freshwater Science, 31, 668–679.
  35. Maciak, M. (2010). Bootstrapping of M-smoothers. Acta Universitatis Carolinae - Mathematica et Physica, Vol.52, No.1, 37–46.
  36. Maciak, M. (2009). Spline Models with Change-points. In Antoch, J. and Dohnal, G., editors, Robust 2008 Conference Proceedings, 239–246, JČMF, Prague.
  37. Maciak, M. (2007). M-smoothers in Testing and Estimating. In Safránková, and Pavlů, J., editors, WDS’07 Proceedings of Contributed Papers [Part I]: Mathematics and Computer Sciences, 169–174. MatfyzPress, Prague.


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Technical Reports and Others (peer reviewed):

  1. Maciak, M., Opatřilová, L, Wildová, P., and Horký, P. (2012). Instruction Manual for Intercalibrating National Assessment Systems for Macro-Invertebrates and Phytobenthos (Eastern Continental GIG). Technical Report, Prague, Czech Republic.
  2. Maciak, M. (2011). Analysis Report on Boundary Harmonization. Technical Report for the IC Vali- dation Workshop on Rivers and Lakes. (Nov. 16, 2012), Ispra, Italy.
  3. Maciak, M. and Opatřilová, L. (2011). Benchmark Selection - Justification Report. WFD Intercalib- ration Phase 2: Milestone 6, Prague, Czech Republic.
  4. Marvan, P., Opatřilová, L., Heteša, J., Maciak, M., and Horký, P. (2011). Metodika hodnocení ekologického stavu útvarů povchovych vod tekoucích (kategorie řeka) pomocí biologické složky fytobentos. Certifikovaná metodika MŽP (in Czech).
  5. Opatřilová, L., Kokeš, J., Němejcová, D., Syrovátka V., Zahrádková, S., Maciak, M., and Horký, P. (2011). Metodika hodnocení ekologického stavu útvarů povchových vod tekoucích (kategorie řeka) pomocí biologické složky makrozoobentos. Certifikovaná metodika MŽP (in Czech).
  6. van de Bund, W. et al. (2010). Guidance on the intercalibration process (Annex V). Technical report. JRC: Institute for Environment and Sustainability, Ispra, Italy.