Maciej Romaniuk

Orcid: 0000-0001-9649-396X

According to our database1, Maciej Romaniuk authored at least 21 papers between 2007 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Improving Insurance Catastrophic Data with Resampling and GAN Methods.
CoRR, 2024

Bootstrapped tests for epistemic fuzzy data.
Int. J. Appl. Math. Comput. Sci., 2024

2023
Resampling Fuzzy Numbers with Statistical Applications: FuzzyResampling Package.
R J., March, 2023

Improved DE-MC Algorithm with Automated Outliers Detection.
Proceedings of the Fuzzy Logic and Technology, and Aggregation Operators, 2023

2022
Bootstrap Methods for Epistemic Fuzzy Data.
Int. J. Appl. Math. Comput. Sci., 2022

Bootstrapped Kolmogorov-Smirnov Test for Epistemic Fuzzy Data.
Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2022

2021
Discrete and Smoothed Resampling Methods for Interval-Valued Fuzzy Numbers.
IEEE Trans. Fuzzy Syst., 2021

2020
Flexible Bootstrap for Fuzzy Data Based on the Canonical Representation.
Int. J. Comput. Intell. Syst., 2020

Flexible resampling for fuzzy data.
Int. J. Appl. Math. Comput. Sci., 2020

Imprecise Approaches to Analysis of Insurance Portfolio with Catastrophe Bond.
Proceedings of the Information Processing and Management of Uncertainty in Knowledge-Based Systems, 2020

2019
Interval-based, nonparametric approach for resampling of fuzzy numbers.
Soft Comput., 2019

Flexible bootstrap based on the canonical representation of fuzzy numbers.
Proceedings of the 11th Conference of the European Society for Fuzzy Logic and Technology, 2019

2017
Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making.
Soft Comput., 2017

Insurance Portfolio Containing a Catastrophe Bond and an External Help with Imprecise Level - A Numerical Analysis.
Proceedings of the Advances in Fuzzy Logic and Technology 2017 - Proceedings of: EUSFLAT-2017 - The 10th Conference of the European Society for Fuzzy Logic and Technology, September 11-15, 2017, Warsaw, Poland IWIFSGN'2017, 2017

2016
Analysis of the Insurance Portfolio with an Embedded Catastrophe Bond in a Case of Uncertain Parameter of the Insurer's Share.
Proceedings of the Information Systems Architecture and Technology: Proceedings of 37th International Conference on Information Systems Architecture and Technology - ISAT 2016, 2016

2014
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework.
J. Comput. Appl. Math., 2014

Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty.
J. Autom. Mob. Robotics Intell. Syst., 2014

2013
A fuzzy approach to option pricing in a Levy process setting.
Int. J. Appl. Math. Comput. Sci., 2013

2010
Computing option price for Levy process with fuzzy parameters.
Eur. J. Oper. Res., 2010

2007
Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol.
Proceedings of the Environmental Informatics and Systems Research: Proceedings of the 21st International Conference for Environmental Protection, 2007

Integrated Model-Based Decision Support for Management of Weather-Related Agricultural Losses.
Proceedings of the Environmental Informatics and Systems Research: Proceedings of the 21st International Conference for Environmental Protection, 2007


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