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researcher

R. Weron

24 papers hereh-index 5713.3k citations226 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author2
  • middle author5
  • last author13

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • q-fin.ST8
  • cond-mat.stat-mech4
  • stat.AP4
  • cond-mat3
  • physics.soc-ph2
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20012025
most citedNeural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx

259 citations · 1.3k across the 23 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

q-fin.ST2011

Black swans or dragon kings? A simple test for deviations from the power law

Joanna Janczura, Rafal Weron

We develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the que…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.