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researcher

H. Gzyl

24 papers hereh-index 171.3k citations208 works total

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

author position
  • sole author13
  • first author4
  • middle author6
  • last author1

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

fields
  • math.OC4
  • math.PR4
  • quant-ph4
  • math.ST3
  • cs.CE2
  • cs.LG2

identity via Semantic Scholar / OpenAlex

activity
20062025
most citedPortfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean

2 citations · 5 across the 20 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean, and geometry in the space of probabilities

Henryk Gzyl

There are interesting extensions of the problem of determining a joint probability with known marginals. On the one hand, one may impose size constraints on the joint probabilities…

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