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2020 – today
- 2024
[j16]Andrea Bovo
, Tiziano De Angelis, Jan Palczewski:
Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions. SIAM J. Control. Optim. 62(4): 2203-2228 (2024)- 2023
- [j15]Lukas Cironis, Jan Palczewski, Georgios Aivaliotis:
Automatic model training under restrictive time constraints. Stat. Comput. 33(1): 16 (2023) - [j14]Cheng Cai, Tiziano De Angelis, Jan Palczewski:
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions. SIAM J. Control. Optim. 61(3): 1513-1531 (2023) - [i3]Luis Mario Chaparro Jáquez, Elena Issoglio, Jan Palczewski:
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space. CoRR abs/2309.11396 (2023) - 2022
- [c4]Thomas Sawczuk, Anna Palczewska, Ben Jones, Jan Palczewski:
Use of Kernel Density Estimation to Understand the Spatial Trends of Attacking Possessions in Rugby League. UKCI 2022: 214-225 - 2021
- [j13]Alessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski:
Statistical learning for probability-constrained stochastic optimal control. Eur. J. Oper. Res. 290(2): 640-656 (2021) - [j12]Justin Keen, Roy A. Ruddle, Jan Palczewski, Georgios Aivaliotis, Anna Palczewska, Christopher Megone, Kevin Macnish:
Machine learning, materiality and governance: A health and social care case study. Inf. Polity 26(1): 57-69 (2021) - [j11]Cheng Cai, Tiziano De Angelis, Jan Palczewski:
Optimal Hedging of a Perpetual American Put with a Single Trade. SIAM J. Financial Math. 12(2): 823-866 (2021) - [i2]Lukas Cironis, Jan Palczewski, Georgios Aivaliotis:
Automatic model training under restrictive time constraints. CoRR abs/2104.10746 (2021)
2010 – 2019
- 2019
- [j10]Andrzej Palczewski, Jan Palczewski:
Black-Litterman model for continuous distributions. Eur. J. Oper. Res. 273(2): 708-720 (2019) - [j9]Sofya Titarenko, Valeriy Titarenko, Georgios Aivaliotis, Jan Palczewski:
Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints. J. Big Data 6: 37 (2019) - 2017
- [j8]John Moriarty, Jan Palczewski:
Real option valuation for reserve capacity. Eur. J. Oper. Res. 257(1): 251-260 (2017) - [j7]Richard Marchese Robinson, Anna Palczewska, Jan Palczewski, Nathan J. Kidley:
Comparison of the Predictive Performance and Interpretability of Random Forest and Linear Models on Benchmark Data Sets. J. Chem. Inf. Model. 57(8): 1773-1792 (2017) - [j6]Jan Palczewski, Lukasz Stettner:
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case. SIAM J. Control. Optim. 55(2): 936-960 (2017) - [c3]Anna Palczewska, Jan Palczewski, Georgios Aivaliotis, Lukasz Kowalik:
RobustSPAM for Inference from Noisy Longitudinal Data and Preservation of Privacy. ICMLA 2017: 344-351 - 2016
- [p1]Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel:
Adaptive Monte Carlo Maximum Likelihood. Challenges in Computational Statistics and Data Mining 2016: 247-270 - 2015
- [j5]Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang:
Dynamic portfolio optimization with transaction costs and state-dependent drift. Eur. J. Oper. Res. 243(3): 921-931 (2015) - 2014
- [j4]Andrzej Palczewski, Jan Palczewski:
Theoretical and empirical estimates of mean-variance portfolio sensitivity. Eur. J. Oper. Res. 234(2): 402-410 (2014) - [j3]Georgios Aivaliotis, Jan Palczewski:
Investment strategies and compensation of a mean-variance optimizing fund manager. Eur. J. Oper. Res. 234(2): 561-570 (2014) - 2013
- [c2]Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu:
Interpreting random forest models using a feature contribution method. IRI 2013: 112-119 - [c1]Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu:
Interpreting Random Forest Classification Models Using a Feature Contribution Method. IRI (best papers) 2013: 193-218 - [i1]Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu:
Interpreting random forest classification models using a feature contribution method. CoRR abs/1312.1121 (2013) - 2010
- [j2]Jan Palczewski, Lukasz Stettner:
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay. SIAM J. Control. Optim. 48(8): 4874-4909 (2010)
2000 – 2009
- 2007
- [j1]Jan Palczewski, Lukasz Stettner:
Maximization of the portfolio growth rate under fixed and proportional transaction costs. Commun. Inf. Syst. 7(1): 31-58 (2007)
Coauthor Index
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