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researcher

Michel Mandjes

9 papers hereh-index 586 citations17 works total

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

author position
  • first author2
  • middle author3
  • last author3

Across the 8 of 9 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • math.ST1
  • q-fin.MF1
  • q-fin.RM1
  • stat.ME1
same name
  • Michel Mandjes — 7 papers, h 3
  • Michel Mandjes — 2 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedAn optimization approach to adaptive multi-dimensional capital management

6 citations · 16 across the 6 of their papers we have counts for

collaborators
Showing 2016 · math.PRShow all

1 paper · 2 filters

math.PR2016★ 6 cited

Explicit computations for some Markov modulated counting processes

Michel Mandjes, Peter Spreij

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an…

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