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researcher

Jan Palczewski

29 papers hereh-index 15871 citations66 works total

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

author position
  • first author5
  • middle author7
  • last author17

Across the 29 of 29 papers where every author was matched, so the position is known.

fields
  • math.OC11
  • math.PR5
  • stat.AP3
  • stat.ME3
  • q-fin.MF2
  • q-fin.PM2

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedBayesian calibration and number of jump components in electricity spot price models

17 citations · 122 across the 28 of their papers we have counts for

collaborators
Showing 2025 · stat.MEShow all

1 paper · 2 filters

stat.ME2025

A new discrimination measure for assessing predictive performance of non-linear survival models

Alfensi Faruk, Jan Palczewski, Georgios Aivaliotis

Non-linear survival models are flexible models in which the proportional hazard assumption is not required. This poses difficulties in their evaluation. We introduce a new discrimi…

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