83 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- African Institute for Mathematical SciencesZA5 papers
- Toronto Metropolitan UniversityCA5 papers
- University of OttawaCA4 papers
- University of WarsawPL4 papers
- Bialystok University of TechnologyPL2 papers
- Prince Mohammad bin Fahd UniversitySA2 papers
- University of AveiroPT2 papers
- University of LimpopoZA2 papers
- Akdeniz University HospitalTR1 paper
- Binghamton UniversityUS1 paper
- Broad InstituteUS1 paper
- Central European UniversityAT1 paper
Showing 2011Show all
2 papers · 1 filter
math.PR2011★ 11 cited
On truncated variation, upward truncated variation and downward truncated variation for diffusions
Rafał M. Łochowski, Piotr Miłoś
The truncated variation, , is a fairly new concept introduced in [5]. Roughly speaking, given a càdlàg function , its truncated variation is "the total variation which doe…
q-fin.RM2011
Banking retail consumer finance data generator - credit scoring data repository
Karol Przanowski
This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the…