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Henryk Gzyl
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Henryk Gzyl
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Henryk Gzyl
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1
Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem
by
Henryk
Gzyl
Published 2016-01-01
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Article
2
Diversification Can Control Probability of Default or Risk, but Not Both
by
Pedro Cadenas
,
Henryk
Gzyl
Published 2021-02-01
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Article
3
An Entropic Estimator for Linear Inverse Problems
by
Amos Golan
,
Henryk
Gzyl
Published 2012-05-01
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Article
4
A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model
by
Amos Golan
,
Henryk
Gzyl
Published 2010-06-01
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Article
5
Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean
by
Henryk
Gzyl
,
Enrique Ter Horst
Published 2009-01-01
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Article
6
A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean
by
Henryk
Gzyl
,
Enrique ter Horst
Published 2014-02-01
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Article
7
Risk Neutral Measure Determination from Price Ranges: Single Period Market Models
by
Henryk
Gzyl
,
German Molina
,
Enrique ter Horst
Published 2018-07-01
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Article
8
Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems
by
Erika Gomes-Gonçalves
,
Henryk
Gzyl
,
Silvia Mayoral
Published 2019-08-01
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Article
9
Density Reconstructions with Errors in the Data
by
Erika Gomes-Gonçalves
,
Henryk
Gzyl
,
Silvia Mayoral
Published 2014-06-01
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Article
10
Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean
by
Rafael Bautista
,
Henryk
Gzyl
,
Enrique ter Horst
,
Germán Molina
Published 2021-02-01
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Article
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