default search action
Henryk Gzyl
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j24]Henryk Gzyl, Enrique ter Horst, Nathalie García Peña, Andres Torres:
Understanding the Feature Space and Decision Boundaries of Commercial WAFs Using Maximum Entropy in the Mean. Entropy 25(11): 1476 (2023) - 2021
- [j23]Rafael Bautista, Henryk Gzyl, Enrique ter Horst, Germán Molina:
Electrical Power Diversification: An Approach Based on the Method of Maximum Entropy in the Mean. Entropy 23(3): 281 (2021) - [j22]Antonios K. Alexandridis, Henryk Gzyl, Enrique ter Horst, German Molina:
Extracting pricing densities for weather derivatives using the maximum entropy method. J. Oper. Res. Soc. 72(11): 2412-2428 (2021)
2010 – 2019
- 2019
- [j21]Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral:
Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. Entropy 21(8): 762 (2019) - [c1]Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen:
Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced by Separable Bregman Divergences. GSI 2019: 351-358 - 2018
- [j20]Henryk Gzyl, German Molina, Enrique ter Horst:
Risk Neutral Measure Determination from Price Ranges: Single Period Market Models. Entropy 20(7): 508 (2018) - [i5]Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen:
Geometry and clustering with metrics derived from separable Bregman divergences. CoRR abs/1810.10770 (2018) - 2017
- [j19]Henryk Gzyl, Silvia Mayoral:
Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. Entropy 19(4): 153 (2017) - 2015
- [j18]Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani:
Entropy and density approximation from Laplace transforms. Appl. Math. Comput. 265: 225-236 (2015) - 2014
- [j17]Henryk Gzyl, Enrique ter Horst:
A Relationship between the Ordinary Maximum Entropy Method and the Method of Maximum Entropy in the Mean. Entropy 16(2): 1123-1133 (2014) - [j16]Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral:
Density Reconstructions with Errors in the Data. Entropy 16(6): 3257-3272 (2014) - 2013
- [j15]Henryk Gzyl, Aldo Tagliani, Mariyan Milev:
Laplace transform inversion on the real line is truly ill-conditioned. Appl. Math. Comput. 219(18): 9805-9809 (2013) - 2012
- [j14]Henryk Gzyl, Aldo Tagliani:
Determination of the distribution of total loss from the fractional moments of its exponential. Appl. Math. Comput. 219(4): 2124-2133 (2012) - [j13]Amos Golan, Henryk Gzyl:
An Entropic Estimator for Linear Inverse Problems. Entropy 14(5): 892-923 (2012) - 2011
- [b2]Henryk Gzyl, Yurayh Velásquez:
Linear Inverse Problems - The Maximum Entropy Connection. Series on Advances in Mathematics for Applied Sciences 83, World Scientific 2011, ISBN 978-981-4338-77-6, pp. 1-352 - 2010
- [j12]Henryk Gzyl, Aldo Tagliani:
Stieltjes moment problem and fractional moments. Appl. Math. Comput. 216(11): 3307-3318 (2010) - [j11]Henryk Gzyl, Aldo Tagliani:
Hausdorff moment problem and fractional moments. Appl. Math. Comput. 216(11): 3319-3328 (2010) - [j10]Amos Golan, Henryk Gzyl:
A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model. Entropy 12(6): 1569-1580 (2010)
2000 – 2009
- 2009
- [i4]Abel Rodríguez, Henryk Gzyl, German Molina, Enrique ter Horst:
Stochastic Volatility Models Including Open, Close, High and Low Prices. CoRR abs/0901.1315 (2009) - 2007
- [j9]Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani:
In search of the best approximant. Appl. Math. Comput. 189(1): 652-661 (2007) - [i3]Henryk Gzyl, German Molina, Enrique ter Horst:
Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models. CoRR abs/0704.1768 (2007) - [i2]Henryk Gzyl, Enrique ter Horst:
Filtering Additive Measurement Noise with Maximum Entropy in the Mean. CoRR abs/0709.0509 (2007) - 2006
- [j8]Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana:
Maxentropic solution of fractional moment problems. Appl. Math. Comput. 173(1): 109-125 (2006) - [i1]Henryk Gzyl, Enrique ter Horst, Samuel Malone:
Towards a Bayesian framework for option pricing. CoRR abs/cs/0610053 (2006) - 2004
- [j7]Henryk Gzyl, Minaya Villasana:
A perturbative approach for reconstructing diffusion coefficients. Appl. Math. Comput. 154(1): 1-15 (2004) - 2003
- [j6]Maikol Diasparra, Henryk Gzyl:
Entropic approach to interior point solution of linear programs. Appl. Math. Comput. 143(2-3): 339-347 (2003) - 2002
- [j5]Amos Golan, Henryk Gzyl:
A generalized maxentropic inversion procedure for noisy data. Appl. Math. Comput. 127(2-3): 249-260 (2002) - [j4]Henryk Gzyl:
Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions. Appl. Math. Comput. 129(2-3): 157-169 (2002) - 2001
- [j3]Henryk Gzyl:
Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness. Appl. Math. Comput. 122(2): 179-194 (2001) - 2000
- [j2]Henryk Gzyl, Yurayh Velásquez:
Linear reconstruction problems with convex constraints: influence of the a priori data. Appl. Math. Comput. 109(2-3): 189-198 (2000)
1990 – 1999
- 1998
- [j1]Carolina Chang, Henryk Gzyl:
Parameter estimation in superposition of decaying exponentials. Appl. Math. Comput. 96(2-3): 101-116 (1998) - 1995
- [b1]Henryk Gzyl:
The Method of Maximum Entropy. Series on Advances in Mathematics for Applied Sciences 29, World Scientific 1995, ISBN 978-981-02-1812-6, pp. 1-160
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-25 05:51 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint