activity
20122018
most citedAdditive versus multiplicative parameters - applications in economics and finance

5 citations · 8 across the 5 of their papers we have counts for

collaborators

6 papers

cs.DM2018★ 3 cited

Secretary problem: graphs, matroids and greedoids

Wojciech Kordecki

In the paper the generalisation of the well known "secretary problem" is considered. The aim of the paper is to give a generalised model in such a way that the chosen set of the po…

cs.DM2016

Greedy online colouring with buffering

Wojciech Kordecki, Anna Łyczkowska-Hanćkowiak

We consider the problem of online graph colouring. Whenever a node is requested, a colour must be assigned to the node, and this colour must be different from the colours of any of…

q-fin.ST2013★ 5 cited

Additive versus multiplicative parameters - applications in economics and finance

Helena Jasiulewicz, Wojciech Kordecki

In this paper, we pay our attention to geometric parameters and their applications in economics and finance. We discuss the multiplicative models in which a geometric mean and a ge…

q-fin.RM2013

Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions

Helena Jasiulewicz, Wojciech Kordecki

In this paper a quantitative analysis of the ruin probability in finite time of discrete risk process with proportional reinsurance and investment of finance surplus is focused on.…

math.CO2013

Hyperplanes and hamiltonian circuits in Perfect Matroid Designs with fixed basis

Wojciech Kordecki

We study the number of hamiltonian circuits, containing a fixed basis, and the number of hyperplanes, which do not contain a fixed basis in perfect matroid designs. Projective and…

stat.OT2012

A Proof on Asymptotics of Wavelet Variance of a Long Memory Process by Using Taylor Expansion

Wonsang You, Wojciech Kordecki

A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process…