Підписатись
Jan Palczewski
Jan Palczewski
University of Leeds
Підтверджена електронна адреса в leeds.ac.uk - Домашня сторінка
Назва
Посилання
Посилання
Рік
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
2022014
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
1462017
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
1012013
Using electricity storage to reduce greenhouse gas emissions
AJ Pimm, J Palczewski, ER Barbour, TT Cockerill
Applied Energy 282, 116199, 2021
502021
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
412020
Black–Litterman model for continuous distributions
A Palczewski, J Palczewski
European journal of operational research 273 (2), 708-720, 2019
412019
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
402015
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
Theoretical and empirical estimates of mean–variance portfolio sensitivity
A Palczewski, J Palczewski
European Journal of Operational Research 234 (2), 402-410, 2014
382014
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
252017
From discrete to continuous time evolutionary finance models
J Palczewski, KR Schenk-Hoppé
Journal of Economic Dynamics and Control 34 (5), 913-931, 2010
252010
Regress-later Monte Carlo for optimal inventory control with applications in energy
A Balata, J Palczewski
arXiv preprint arXiv:1703.06461, 2017
222017
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
222016
Real option valuation for reserve capacity
J Moriarty, J Palczewski
European Journal of Operational Research 257 (1), 251-260, 2017
21*2017
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
212017
Impulsive control of portfolios
J Palczewski, L Stettner
Applied Mathematics and Optimization 56 (1), 67-103, 2007
212007
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
182019
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
On the value of non-Markovian Dynkin games with partial and asymmetric information
T De Angelis, N Merkulov, J Palczewski
The Annals of Applied Probability 32 (3), 1774-1813, 2022
152022
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