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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 2016Show all

1 paper · 1 filter

math.OC2016

Superresolution in the maximum entropy approach to invert Laplace transforms

Henryk Gzyl

The method of maximum entropy has proven to be a rather powerful way to solve the inverse problem consisting of determining a probability density fS​(s) on [0,∞) from the…

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