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researcher

S. Penev

6 papers hereh-index 17833 citations80 works total

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

author position
  • first author1
  • middle author1
  • last author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • stat.ME2
  • math.OC1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20052022
most citedThe impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion

20 citations · 20 across the 4 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

stat.ME2017

Shape-preserving wavelet-based multivariate density estimation

Carlos Aya Moreno, Gery Geenens, Spiridon Penev

Wavelet estimators for a probability density f enjoy many good properties, however they are not "shape-preserving" in the sense that the final estimate may not be non-negative or i…

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