Jan Palczewski
Title
Cited by
Cited by
Year
Interpreting random forest classification models using a feature contribution method
A Palczewska, J Palczewski, RM Robinson, D Neagu
Integration of reusable systems, 193-218, 2014
742014
Interpreting random forest models using a feature contribution method
A Palczewska, J Palczewski, RM Robinson, D Neagu
2013 IEEE 14th International Conference on Information Reuse & Integration …, 2013
462013
Comparison of the predictive performance and interpretability of random forest and linear models on benchmark data sets
RL Marchese Robinson, A Palczewska, J Palczewski, N Kidley
Journal of chemical information and modeling 57 (8), 1773-1792, 2017
312017
Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
J Palczewski, Ł Stettner
SIAM Journal on Control and Optimization 48 (8), 4874-4909, 2010
292010
Dynamic portfolio optimization with transaction costs and state-dependent drift
J Palczewski, R Poulsen, KR Schenk-Hoppé, H Wang
European journal of operational research 243 (3), 921-931, 2015
242015
From discrete to continuous time evolutionary finance models
J Palczewski, KR Schenk-Hoppé
Journal of Economic Dynamics and Control 34 (5), 913-931, 2010
232010
Theoretical and empirical estimates of mean–variance portfolio sensitivity
A Palczewski, J Palczewski
European Journal of Operational Research 234 (2), 402-410, 2014
182014
Regress-Later Monte Carlo for optimal control of Markov processes
A Balata, J Palczewski
arXiv preprint arXiv:1712.09705, 2017
172017
Bayesian calibration and number of jump components in electricity spot price models
J Gonzalez, J Moriarty, J Palczewski
Energy Economics 65, 375-388, 2017
142017
Impulsive control of portfolios
J Palczewski, L Stettner
Applied Mathematics and Optimization 56 (1), 67-103, 2007
142007
Real option valuation for reserve capacity
J Moriarty, J Palczewski
European Journal of Operational Research 257 (1), 251-260, 2017
132017
Investment strategies and compensation of a mean–variance optimizing fund manager
G Aivaliotis, J Palczewski
European journal of operational research 234 (2), 561-570, 2014
122014
Regress-later Monte Carlo for optimal inventory control with applications in energy
A Balata, J Palczewski
arXiv preprint arXiv:1703.06461, 2017
112017
Itchy feet vs cool heads: Flow of funds in an agent-based financial market
J Palczewski, KR Schenk-Hoppé, T Wang
Journal of Economic Dynamics and Control 63, 53-68, 2016
102016
Black–Litterman model for continuous distributions
A Palczewski, J Palczewski
European Journal of Operational Research 273 (2), 708-720, 2019
92019
Impulse control maximizing average cost per unit time: A nonuniformly ergodic case
J Palczewski, Ł Stettner
SIAM Journal on Control and Optimization 55 (2), 936-960, 2017
92017
Stopping of functionals with discontinuity at the boundary of an open set
J Palczewski, Ł Stettner
Stochastic processes and their applications 121 (10), 2361-2392, 2011
82011
Market selection of constant proportions investment strategies in continuous time
J Palczewski, KR Schenk-Hoppé
Journal of Mathematical Economics 46 (2), 248-266, 2010
82010
American call options for power system balancing
J Moriarty, J Palczewski
Available at ssrn. com/abstract 2508258, 2014
62014
Maximization of the portfolio growth rate under fixed and proportional transaction costs
J Palczewski, L Stettner
Communications in Information & Systems 7 (1), 31-58, 2007
62007
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Articles 1–20