Jan Palczewski

According to our database, Jan Palczewski authored at least 22 papers between 2007 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions.

Andrea Bovo, Tiziano De Angelis, Jan Palczewski

SIAM J. Control. Optim., 2024

2023

On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions.

Cheng Cai, Tiziano De Angelis, Jan Palczewski

SIAM J. Control. Optim., June, 2023

Automatic model training under restrictive time constraints.

Lukas Cironis, Jan Palczewski, Georgios Aivaliotis

Stat. Comput., 2023

Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space.

Luis Mario Chaparro Jáquez, Elena Issoglio, Jan Palczewski

CoRR, 2023

2022

Use of Kernel Density Estimation to Understand the Spatial Trends of Attacking Possessions in Rugby League.

Thomas Sawczuk, Anna Palczewska, Ben Jones, Jan Palczewski

Proceedings of the Advances in Computational Intelligence Systems, 2022

2021

Optimal Hedging of a Perpetual American Put with a Single Trade.

Cheng Cai, Tiziano De Angelis, Jan Palczewski

SIAM J. Financial Math., 2021

Machine learning, materiality and governance: A health and social care case study.

Justin Keen, Roy A. Ruddle, Jan Palczewski, Georgios Aivaliotis, Anna Palczewska, Christopher Megone, Kevin Macnish

Inf. Polity, 2021

Statistical learning for probability-constrained stochastic optimal control.

Alessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski

Eur. J. Oper. Res., 2021

2019

Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints.

Sofya Titarenko, Valeriy Titarenko, Georgios Aivaliotis, Jan Palczewski

J. Big Data, 2019

Black-Litterman model for continuous distributions.

Andrzej Palczewski, Jan Palczewski

Eur. J. Oper. Res., 2019

2017

Comparison of the Predictive Performance and Interpretability of Random Forest and Linear Models on Benchmark Data Sets.

Richard Marchese Robinson, Anna Palczewska, Jan Palczewski, Nathan J. Kidley

J. Chem. Inf. Model., August, 2017

Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case.

Jan Palczewski, Lukasz Stettner

SIAM J. Control. Optim., 2017

Real option valuation for reserve capacity.

John Moriarty, Jan Palczewski

Eur. J. Oper. Res., 2017

RobustSPAM for Inference from Noisy Longitudinal Data and Preservation of Privacy.

Anna Palczewska, Jan Palczewski, Georgios Aivaliotis, Lukasz Kowalik

Proceedings of the 16th IEEE International Conference on Machine Learning and Applications, 2017

2016

Adaptive Monte Carlo Maximum Likelihood.

Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel

Proceedings of the Challenges in Computational Statistics and Data Mining, 2016

2015

Dynamic portfolio optimization with transaction costs and state-dependent drift.

Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang

Eur. J. Oper. Res., 2015

2014

Theoretical and empirical estimates of mean-variance portfolio sensitivity.

Andrzej Palczewski, Jan Palczewski

Eur. J. Oper. Res., 2014

Investment strategies and compensation of a mean-variance optimizing fund manager.

Georgios Aivaliotis, Jan Palczewski

Eur. J. Oper. Res., 2014

2013

Interpreting Random Forest Classification Models Using a Feature Contribution Method.

Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu

Proceedings of the Integration of Reusable Systems [extended versions of the best papers which were presented at IEEE International Conference on Information Reuse and Integration and IEEE International Workshop on Formal Methods Integration, 2013

Interpreting random forest models using a feature contribution method.

Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu

Proceedings of the IEEE 14th International Conference on Information Reuse & Integration, 2013

2010

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay.

Jan Palczewski, Lukasz Stettner

SIAM J. Control. Optim., 2010

2007

Maximization of the portfolio growth rate under fixed and proportional transaction costs.

Jan Palczewski, Lukasz Stettner

Commun. Inf. Syst., 2007