◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Marcin Pitera

32 papers hereh-index 12424 citations46 works total

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

author position
  • first author9
  • middle author12
  • last author10

Across the 31 of 32 papers where every author was matched, so the position is known.

fields
  • q-fin.RM10
  • math.OC7
  • math.PR4
  • stat.ME4
  • q-fin.PM2
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedA unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time

15 citations · 54 across the 23 of their papers we have counts for

collaborators
Showing 2023 · stat.MEShow all

1 paper · 2 filters

stat.ME2023

Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments

Kewin Pączek, Damian Jelito, Marcin Pitera +1

In this paper we introduce a novel statistical framework based on the first two quantile conditional moments that facilitates effective goodness-of-fit testing for one-sided Lévy d…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.