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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 2017Show all

1 paper · 1 filter

math.PR2017

Prediction in logarithmic distance

Henryk Gzyl

The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor…

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