Henryk Gzyl - RankMe

33 papers Journal 30Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Classification by Separating Hypersurfaces: An Entropic Approach. CoRR Argimiro Arratia, Mahmoud El Daou, Henryk Gzyl
2023	J	`jnl`	Understanding the Feature Space and Decision Boundaries of Commercial WAFs Using Maximum Entropy in the Mean. Entropy Henryk Gzyl, Enrique ter Horst, Nathalie García Peña, Andres Torres
2021	J	`jnl`	Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean. Entropy Rafael Bautista, Henryk Gzyl, Enrique ter Horst, Germán Molina
2021	J	`jnl`	Extracting pricing densities for weather derivatives using the maximum entropy method. J. Oper. Res. Soc. Antonios K. Alexandridis, Henryk Gzyl, Enrique ter Horst, German Molina
2019	—	`conf`	Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced by Separable Bregman Divergences. GSI Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
2019	J	`jnl`	Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. Entropy Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
2018	J	`jnl`	Geometry and clustering with metrics derived from separable Bregman divergences. CoRR Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
2018	J	`jnl`	Risk Neutral Measure Determination from Price Ranges: Single Period Market Models. Entropy Henryk Gzyl, German Molina, Enrique ter Horst
2017	J	`jnl`	Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. Entropy Henryk Gzyl, Silvia Mayoral
2015	J	`jnl`	Entropy and density approximation from Laplace transforms. Appl. Math. Comput. Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani
2014	J	`jnl`	A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean. Entropy Henryk Gzyl, Enrique ter Horst
2014	J	`jnl`	Density Reconstructions with Errors in the Data. Entropy Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
2013	J	`jnl`	Laplace transform inversion on the real line is truly ill-conditioned. Appl. Math. Comput. Henryk Gzyl, Aldo Tagliani, Mariyan Milev
2012	J	`jnl`	An Entropic Estimator for Linear Inverse Problems. Entropy Amos Golan, Henryk Gzyl
2012	J	`jnl`	Determination of the distribution of total loss from the fractional moments of its exponential. Appl. Math. Comput. Henryk Gzyl, Aldo Tagliani
2011	—	`book`	Linear Inverse Problems - The Maximum Entropy Connection Henryk Gzyl, Yurayh Velásquez
2010	J	`jnl`	A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model. Entropy Amos Golan, Henryk Gzyl
2010	J	`jnl`	Hausdorff moment problem and fractional moments. Appl. Math. Comput. Henryk Gzyl, Aldo Tagliani
2010	J	`jnl`	Stieltjes moment problem and fractional moments. Appl. Math. Comput. Henryk Gzyl, Aldo Tagliani
2009	J	`jnl`	Stochastic Volatility Models Including Open, Close, High and Low Prices CoRR Abel Rodríguez, Henryk Gzyl, German Molina, Enrique ter Horst
2007	J	`jnl`	Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models CoRR Henryk Gzyl, German Molina, Enrique ter Horst
2007	J	`jnl`	Filtering Additive Measurement Noise with Maximum Entropy in the Mean CoRR Henryk Gzyl, Enrique ter Horst
2007	J	`jnl`	In search of the best approximant. Appl. Math. Comput. Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani
2006	J	`jnl`	Maxentropic solution of fractional moment problems. Appl. Math. Comput. Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana
2006	J	`jnl`	Towards a Bayesian framework for option pricing CoRR Henryk Gzyl, Enrique ter Horst, Samuel Malone
2004	J	`jnl`	A perturbative approach for reconstructing diffusion coefficients. Appl. Math. Comput. Henryk Gzyl, Minaya Villasana
2003	J	`jnl`	Entropic approach to interior point solution of linear programs. Appl. Math. Comput. Maikol Diasparra, Henryk Gzyl
2002	J	`jnl`	A generalized maxentropic inversion procedure for noisy data. Appl. Math. Comput. Amos Golan, Henryk Gzyl
2002	J	`jnl`	Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions. Appl. Math. Comput. Henryk Gzyl
2001	J	`jnl`	Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness. Appl. Math. Comput. Henryk Gzyl
2000	J	`jnl`	Linear reconstruction problems with convex constraints: influence of the a priori data. Appl. Math. Comput. Henryk Gzyl, Yurayh Velásquez
1998	J	`jnl`	Parameter estimation in superposition of decaying exponentials. Appl. Math. Comput. Carolina Chang, Henryk Gzyl
1995	—	`book`	The Method of Maximum Entropy Henryk Gzyl