Jan Palczewski

26 papers C 1Misc 1Journal 21Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation.
CoRR
Luis Mario Chaparro Jáquez, Elena Issoglio, Jan Palczewski
2025 J jnl
Exit Game with Private Information.
Math. Oper. Res.
H. Dharma Kwon, Jan Palczewski
2024 J jnl
Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions.
SIAM J. Control. Optim.
Andrea Bovo, Tiziano De Angelis, Jan Palczewski
2023 J jnl
Automatic model training under restrictive time constraints.
Stat. Comput.
Lukas Cironis, Jan Palczewski, Georgios Aivaliotis
2023 J jnl
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space.
CoRR
Luis Mario Chaparro Jáquez, Elena Issoglio, Jan Palczewski
2023 J jnl
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions.
SIAM J. Control. Optim.
Cheng Cai, Tiziano De Angelis, Jan Palczewski
2022 — conf
Use of Kernel Density Estimation to Understand the Spatial Trends of Attacking Possessions in Rugby League.
UKCI
Thomas Sawczuk, Anna Palczewska, Ben Jones, Jan Palczewski
2021 J jnl
Automatic model training under restrictive time constraints.
CoRR
Lukas Cironis, Jan Palczewski, Georgios Aivaliotis
2021 J jnl
Machine learning, materiality and governance: A health and social care case study.
Inf. Polity
Justin Keen, Roy A. Ruddle, Jan Palczewski, Georgios Aivaliotis, Anna Palczewska, Christopher Megone, Kevin Macnish
2021 J jnl
Optimal Hedging of a Perpetual American Put with a Single Trade.
SIAM J. Financial Math.
Cheng Cai, Tiziano De Angelis, Jan Palczewski
2021 J jnl
Statistical learning for probability-constrained stochastic optimal control.
Eur. J. Oper. Res.
Alessandro Balata, Michael Ludkovski, Aditya Maheshwari, Jan Palczewski
2019 J jnl
Black-Litterman model for continuous distributions.
Eur. J. Oper. Res.
Andrzej Palczewski, Jan Palczewski
2019 J jnl
Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints.
J. Big Data
Sofya Titarenko, Valeriy Titarenko, Georgios Aivaliotis, Jan Palczewski
2017 J jnl
Comparison of the Predictive Performance and Interpretability of Random Forest and Linear Models on Benchmark Data Sets.
J. Chem. Inf. Model.
Richard Marchese Robinson, Anna Palczewska, Jan Palczewski, Nathan J. Kidley
2017 J jnl
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case.
SIAM J. Control. Optim.
Jan Palczewski, Lukasz Stettner
2017 J jnl
Real option valuation for reserve capacity.
Eur. J. Oper. Res.
John Moriarty, Jan Palczewski
2017 C conf
RobustSPAM for Inference from Noisy Longitudinal Data and Preservation of Privacy.
ICMLA
Anna Palczewska, Jan Palczewski, Georgios Aivaliotis, Lukasz Kowalik
2016 — ch.
Adaptive Monte Carlo Maximum Likelihood.
Challenges in Computational Statistics and Data Mining
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel
2015 J jnl
Dynamic portfolio optimization with transaction costs and state-dependent drift.
Eur. J. Oper. Res.
Jan Palczewski, Rolf Poulsen, Klaus Reiner Schenk-Hoppé, Huamao Wang
2014 J jnl
Investment strategies and compensation of a mean-variance optimizing fund manager.
Eur. J. Oper. Res.
Georgios Aivaliotis, Jan Palczewski
2014 J jnl
Theoretical and empirical estimates of mean-variance portfolio sensitivity.
Eur. J. Oper. Res.
Andrzej Palczewski, Jan Palczewski
2013 — conf
Interpreting Random Forest Classification Models Using a Feature Contribution Method.
IRI (best papers)
Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu
2013 J jnl
Interpreting random forest classification models using a feature contribution method.
CoRR
Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu
2013 Misc conf
Interpreting random forest models using a feature contribution method.
IRI
Anna Palczewska, Jan Palczewski, Richard Marchese Robinson, Daniel Neagu
2010 J jnl
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay.
SIAM J. Control. Optim.
Jan Palczewski, Lukasz Stettner
2007 J jnl
Maximization of the portfolio growth rate under fixed and proportional transaction costs.
Commun. Inf. Syst.
Jan Palczewski, Lukasz Stettner