2 citations · 5 across the 20 of their papers we have counts for
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q-fin.RM2020
How dark is the dark side of diversification?
Pedro Cadenas, Henryk Gzyl, Hyun Woong Park
Against the widely held belief that diversification at banking institutions contributes to the stability of the financial system, Wagner (2010) found that diversification actually…
math.OC2020
From generalized arithmetic means to geodesics to Hamilton dynamics to Bregman divergences
Henryk Gzyl
Here we examine some connections between the notions of generalized arithmetic means, geodesics, Lagrange-Hamilton dynamics and Bregman divergences. In a previous paper we develope…
math.PR2020★ 1 cited
A predictive approach to generalized arithmetic means
Henryk Gzyl
The goal of this note is to provide a geometric setting in which generalized arithmetic means are best predictors in an appropriate metric. This characterization provides a geometr…