Zakład Matematyki Finansowej - lista publikacji

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1-6 z 6.

2023

6.
Marcin Pitera, Łukasz Stettner
Discrete-time risk sensitive portfolio optimization with proportional transaction costs, Mathematical Finance vol. 33 (4) (2023), 1287-1313
5.
Michał Znaleźniak, Przemysław Rola, Patryk Kaszuba, Jacek Tabor, Marek Śmieja
Contrastive Hierarchical Clustering, European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Database [ECML PKDD] vol. Lecture Notes in Computer Science(), vol 14169. Springer, Cham. (2023), 627–643
4.
Szymon Peszat, Ben Goldys
Linear parabolic equation with Dirichlet white noise boundary conditions, Journal of Differential Equations vol. 362 (2023), 382-437
3.
Anna Pajor, Jacek Osiewalski, Justyna Wróblewska, Łukasz Kwiatkowski
Bayesian ex Post Evaluation of Recursive Multi-Step-Ahead Density Prediction, Bayesian Analysis vol. Advance Publication (2023), 1-33
2.
Szymon Peszat, Enrico Priola, Alexei M. Kulik
Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes , Nonlinear Differential Equations and Applications vol. 30 (2023), 27 pp.
1.
Katarzyna Maraj-Zygmąt, Grzegorz Sikora, Marcin Pitera, Agnieszka Wyłomańska
Goodness-of-fit test for stochastic processes using even empirical moments statistic, Chaos vol. 33 (2023), 20