Henryk Gzyl

According to our database, Henryk Gzyl authored at least 32 papers between 1995 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Understanding the Feature Space and Decision Boundaries of Commercial WAFs Using Maximum Entropy in the Mean.

Henryk Gzyl, Enrique ter Horst, Nathalie García Peña, Andres Torres

Entropy, November, 2023

2021

Extracting pricing densities for weather derivatives using the maximum entropy method.

Antonios K. Alexandridis, Henryk Gzyl, Enrique ter Horst, German Molina

J. Oper. Res. Soc., 2021

Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean.

Rafael Bautista, Henryk Gzyl, Enrique ter Horst, Germán Molina

Entropy, 2021

2019

Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems.

Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral

Entropy, 2019

Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced by Separable Bregman Divergences.

Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen

Proceedings of the Geometric Science of Information - 4th International Conference, 2019

2018

Risk Neutral Measure Determination from Price Ranges: Single Period Market Models.

Henryk Gzyl, German Molina, Enrique ter Horst

Entropy, 2018

Geometry and clustering with metrics derived from separable Bregman divergences.

Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen

CoRR, 2018

2017

Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory.

Henryk Gzyl, Silvia Mayoral

Entropy, 2017

2015

Entropy and density approximation from Laplace transforms.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2015

2014

A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean.

Henryk Gzyl, Enrique ter Horst

Entropy, 2014

Density Reconstructions with Errors in the Data.

Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral

Entropy, 2014

2013

Laplace transform inversion on the real line is truly ill-conditioned.

Henryk Gzyl, Aldo Tagliani, Mariyan Milev

Appl. Math. Comput., 2013

2012

An Entropic Estimator for Linear Inverse Problems.

Amos Golan, Henryk Gzyl

Entropy, 2012

Determination of the distribution of total loss from the fractional moments of its exponential.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2012

2011

Linear Inverse Problems - The Maximum Entropy Connection

Henryk Gzyl, Yurayh Velásquez

Series on Advances in Mathematics for Applied Sciences 83, World Scientific, ISBN: 978-981-4462-16-7, 2011

2010

A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model.

Amos Golan, Henryk Gzyl

Entropy, 2010

Hausdorff moment problem and fractional moments.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2010

Stieltjes moment problem and fractional moments.

Henryk Gzyl, Aldo Tagliani

Appl. Math. Comput., 2010

2009

Stochastic Volatility Models Including Open, Close, High and Low Prices

Abel Rodríguez, Henryk Gzyl, German Molina, Enrique ter Horst

CoRR, 2009

2007

Filtering Additive Measurement Noise with Maximum Entropy in the Mean

Henryk Gzyl, Enrique ter Horst

CoRR, 2007

Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models

Henryk Gzyl, German Molina, Enrique ter Horst

CoRR, 2007

In search of the best approximant.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani

Appl. Math. Comput., 2007

2006

Towards a Bayesian framework for option pricing

Henryk Gzyl, Enrique ter Horst, Samuel Malone

CoRR, 2006

Maxentropic solution of fractional moment problems.

Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana

Appl. Math. Comput., 2006

2004

A perturbative approach for reconstructing diffusion coefficients.

Henryk Gzyl, Minaya Villasana

Appl. Math. Comput., 2004

2003

Entropic approach to interior point solution of linear programs.

Maikol Diasparra, Henryk Gzyl

Appl. Math. Comput., 2003

2002

Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions.

Henryk Gzyl

Appl. Math. Comput., 2002

A generalized maxentropic inversion procedure for noisy data.

Amos Golan, Henryk Gzyl

Appl. Math. Comput., 2002

2001

Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness.

Henryk Gzyl

Appl. Math. Comput., 2001

2000

Linear reconstruction problems with convex constraints: influence of the a priori data.

Henryk Gzyl, Yurayh Velásquez

Appl. Math. Comput., 2000

1998

Parameter estimation in superposition of decaying exponentials.

Carolina Chang, Henryk Gzyl

Appl. Math. Comput., 1998

1995

The Method of Maximum Entropy

Henryk Gzyl

Series on Advances in Mathematics for Applied Sciences 29, World Scientific, ISBN: 978-981-4501-92-7, 1995