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Jan Palczewski
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Year
Interpreting random forest classification models using a feature contribution method
A Palczewska, J Palczewski, R Marchese Robinson, D Neagu
Integration of reusable systems, 193-218, 2014
1802014
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
1092017
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
892013
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
402010
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
372015
Community energy storage: A case study in the UK using a linear programming method
AJ Pimm, J Palczewski, R Morris, TT Cockerill, PG Taylor
Energy conversion and management 205, 112388, 2020
362020
Using electricity storage to reduce greenhouse gas emissions
AJ Pimm, J Palczewski, ER Barbour, TT Cockerill
Applied Energy 282, 116199, 2021
342021
Black–Litterman model for continuous distributions
A Palczewski, J Palczewski
European journal of operational research 273 (2), 708-720, 2019
342019
Theoretical and empirical estimates of mean–variance portfolio sensitivity
A Palczewski, J Palczewski
European Journal of Operational Research 234 (2), 402-410, 2014
302014
Regress-Later Monte Carlo for optimal control of Markov processes
A Balata, J Palczewski
arXiv preprint arXiv:1712.09705, 2017
292017
Bayesian calibration and number of jump components in electricity spot price models
J Gonzalez, J Moriarty, J Palczewski
Energy Economics 65, 375-388, 2017
242017
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
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
212016
Regress-later Monte Carlo for optimal inventory control with applications in energy
A Balata, J Palczewski
arXiv preprint arXiv:1703.06461, 2017
202017
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
202017
Impulsive control of portfolios
J Palczewski, L Stettner
Applied Mathematics and Optimization 56 (1), 67-103, 2007
202007
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
182014
Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints
SS Titarenko, VN Titarenko, G Aivaliotis, J Palczewski
Journal of Big Data 6 (1), 37, 2019
162019
Statistical learning for probability-constrained stochastic optimal control
A Balata, M Ludkovski, A Maheshwari, J Palczewski
European Journal of Operational Research 290 (2), 640-656, 2021
152021
Real option valuation for reserve capacity
J Moriarty, J Palczewski
European Journal of Operational Research 257 (1), 251-260, 2017
142017
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Articles 1–20