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ORCIDBibTeX records: Henryk Gzyl
@article{DBLP:journals/entropy/GzylHPT23,
author = {Henryk Gzyl and
Enrique ter Horst and
Nathalie Garc{\'{\i}}a Pe{\~{n}}a and
Andres Torres},
title = {Understanding the Feature Space and Decision Boundaries of Commercial
WAFs Using Maximum Entropy in the Mean},
journal = {Entropy},
volume = {25},
number = {11},
pages = {1476},
year = {2023},
url = {https://doi.org/10.3390/e25111476},
doi = {10.3390/E25111476},
timestamp = {Fri, 26 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/GzylHPT23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/BautistaGHM21,
author = {Rafael Bautista and
Henryk Gzyl and
Enrique ter Horst and
Germ{\'{a}}n Molina},
title = {Electrical Power Diversification: An Approach Based on the Method
of Maximum Entropy in the Mean},
journal = {Entropy},
volume = {23},
number = {3},
pages = {281},
year = {2021},
url = {https://doi.org/10.3390/e23030281},
doi = {10.3390/E23030281},
timestamp = {Thu, 29 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/entropy/BautistaGHM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jors/AlexandridisGHM21,
author = {Antonios K. Alexandridis and
Henryk Gzyl and
Enrique ter Horst and
German Molina},
title = {Extracting pricing densities for weather derivatives using the maximum
entropy method},
journal = {J. Oper. Res. Soc.},
volume = {72},
number = {11},
pages = {2412--2428},
year = {2021},
url = {https://doi.org/10.1080/01605682.2020.1796532},
doi = {10.1080/01605682.2020.1796532},
timestamp = {Sat, 25 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jors/AlexandridisGHM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/Gomes-Goncalves19,
author = {Erika Gomes{-}Gon{\c{c}}alves and
Henryk Gzyl and
Silvia Mayoral},
title = {Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation
Problems},
journal = {Entropy},
volume = {21},
number = {8},
pages = {762},
year = {2019},
url = {https://doi.org/10.3390/e21080762},
doi = {10.3390/E21080762},
timestamp = {Fri, 25 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/Gomes-Goncalves19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/gsi/Gomes-Goncalves19,
author = {Erika Gomes{-}Gon{\c{c}}alves and
Henryk Gzyl and
Frank Nielsen},
editor = {Frank Nielsen and
Fr{\'{e}}d{\'{e}}ric Barbaresco},
title = {Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced
by Separable Bregman Divergences},
booktitle = {Geometric Science of Information - 4th International Conference, {GSI}
2019, Toulouse, France, August 27-29, 2019, Proceedings},
series = {Lecture Notes in Computer Science},
volume = {11712},
pages = {351--358},
publisher = {Springer},
year = {2019},
url = {https://doi.org/10.1007/978-3-030-26980-7\_36},
doi = {10.1007/978-3-030-26980-7\_36},
timestamp = {Wed, 21 Aug 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/gsi/Gomes-Goncalves19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/GzylMH18,
author = {Henryk Gzyl and
German Molina and
Enrique ter Horst},
title = {Risk Neutral Measure Determination from Price Ranges: Single Period
Market Models},
journal = {Entropy},
volume = {20},
number = {7},
pages = {508},
year = {2018},
url = {https://doi.org/10.3390/e20070508},
doi = {10.3390/E20070508},
timestamp = {Fri, 25 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/GzylMH18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1810-10770,
author = {Erika Gomes{-}Gon{\c{c}}alves and
Henryk Gzyl and
Frank Nielsen},
title = {Geometry and clustering with metrics derived from separable Bregman
divergences},
journal = {CoRR},
volume = {abs/1810.10770},
year = {2018},
url = {http://arxiv.org/abs/1810.10770},
eprinttype = {arXiv},
eprint = {1810.10770},
timestamp = {Wed, 31 Oct 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-1810-10770.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/GzylM17,
author = {Henryk Gzyl and
Silvia Mayoral},
title = {Maxentropic Solutions to a Convex Interpolation Problem Motivated
by Utility Theory},
journal = {Entropy},
volume = {19},
number = {4},
pages = {153},
year = {2017},
url = {https://doi.org/10.3390/e19040153},
doi = {10.3390/E19040153},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/GzylM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylIT15,
author = {Henryk Gzyl and
Pierluigi Novi Inverardi and
Aldo Tagliani},
title = {Entropy and density approximation from Laplace transforms},
journal = {Appl. Math. Comput.},
volume = {265},
pages = {225--236},
year = {2015},
url = {https://doi.org/10.1016/j.amc.2015.05.020},
doi = {10.1016/J.AMC.2015.05.020},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylIT15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/GzylH14,
author = {Henryk Gzyl and
Enrique ter Horst},
title = {A Relationship between the Ordinary Maximum Entropy Method and the
Method of Maximum Entropy in the Mean},
journal = {Entropy},
volume = {16},
number = {2},
pages = {1123--1133},
year = {2014},
url = {https://doi.org/10.3390/e16021123},
doi = {10.3390/E16021123},
timestamp = {Tue, 14 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/entropy/GzylH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/Gomes-GoncalvesGM14,
author = {Erika Gomes{-}Gon{\c{c}}alves and
Henryk Gzyl and
Silvia Mayoral},
title = {Density Reconstructions with Errors in the Data},
journal = {Entropy},
volume = {16},
number = {6},
pages = {3257--3272},
year = {2014},
url = {https://doi.org/10.3390/e16063257},
doi = {10.3390/E16063257},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/Gomes-GoncalvesGM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylTM13,
author = {Henryk Gzyl and
Aldo Tagliani and
Mariyan Milev},
title = {Laplace transform inversion on the real line is truly ill-conditioned},
journal = {Appl. Math. Comput.},
volume = {219},
number = {18},
pages = {9805--9809},
year = {2013},
url = {https://doi.org/10.1016/j.amc.2013.03.112},
doi = {10.1016/J.AMC.2013.03.112},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylTM13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylT12,
author = {Henryk Gzyl and
Aldo Tagliani},
title = {Determination of the distribution of total loss from the fractional
moments of its exponential},
journal = {Appl. Math. Comput.},
volume = {219},
number = {4},
pages = {2124--2133},
year = {2012},
url = {https://doi.org/10.1016/j.amc.2012.08.057},
doi = {10.1016/J.AMC.2012.08.057},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylT12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/GolanG12,
author = {Amos Golan and
Henryk Gzyl},
title = {An Entropic Estimator for Linear Inverse Problems},
journal = {Entropy},
volume = {14},
number = {5},
pages = {892--923},
year = {2012},
url = {https://doi.org/10.3390/e14050892},
doi = {10.3390/E14050892},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/entropy/GolanG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@book{DBLP:books/ws/GzylV11,
author = {Henryk Gzyl and
Yurayh Vel{\'{a}}squez},
title = {Linear Inverse Problems - The Maximum Entropy Connection},
series = {Series on Advances in Mathematics for Applied Sciences},
volume = {83},
publisher = {World Scientific},
year = {2011},
url = {https://doi.org/10.1142/8061},
doi = {10.1142/8061},
isbn = {978-981-4338-77-6},
timestamp = {Tue, 16 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/books/ws/GzylV11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylT10,
author = {Henryk Gzyl and
Aldo Tagliani},
title = {Stieltjes moment problem and fractional moments},
journal = {Appl. Math. Comput.},
volume = {216},
number = {11},
pages = {3307--3318},
year = {2010},
url = {https://doi.org/10.1016/j.amc.2010.04.057},
doi = {10.1016/J.AMC.2010.04.057},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylT10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylT10a,
author = {Henryk Gzyl and
Aldo Tagliani},
title = {Hausdorff moment problem and fractional moments},
journal = {Appl. Math. Comput.},
volume = {216},
number = {11},
pages = {3319--3328},
year = {2010},
url = {https://doi.org/10.1016/j.amc.2010.04.059},
doi = {10.1016/J.AMC.2010.04.059},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylT10a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/GolanG10,
author = {Amos Golan and
Henryk Gzyl},
title = {A Concentrated, Nonlinear Information-Theoretic Estimator for the
Sample Selection Model},
journal = {Entropy},
volume = {12},
number = {6},
pages = {1569--1580},
year = {2010},
url = {https://doi.org/10.3390/e12061569},
doi = {10.3390/E12061569},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/entropy/GolanG10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-0901-1315,
author = {Abel Rodr{\'{\i}}guez and
Henryk Gzyl and
German Molina and
Enrique ter Horst},
title = {Stochastic Volatility Models Including Open, Close, High and Low Prices},
journal = {CoRR},
volume = {abs/0901.1315},
year = {2009},
url = {http://arxiv.org/abs/0901.1315},
eprinttype = {arXiv},
eprint = {0901.1315},
timestamp = {Tue, 27 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-0901-1315.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylIT07,
author = {Henryk Gzyl and
Pierluigi Novi Inverardi and
Aldo Tagliani},
title = {In search of the best approximant},
journal = {Appl. Math. Comput.},
volume = {189},
number = {1},
pages = {652--661},
year = {2007},
url = {https://doi.org/10.1016/j.amc.2006.11.125},
doi = {10.1016/J.AMC.2006.11.125},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylIT07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-0704-1768,
author = {Henryk Gzyl and
German Molina and
Enrique ter Horst},
title = {Assessment and Propagation of Input Uncertainty in Tree-based Option
Pricing Models},
journal = {CoRR},
volume = {abs/0704.1768},
year = {2007},
url = {http://arxiv.org/abs/0704.1768},
eprinttype = {arXiv},
eprint = {0704.1768},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-0704-1768.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-0709-0509,
author = {Henryk Gzyl and
Enrique ter Horst},
title = {Filtering Additive Measurement Noise with Maximum Entropy in the Mean},
journal = {CoRR},
volume = {abs/0709.0509},
year = {2007},
url = {http://arxiv.org/abs/0709.0509},
eprinttype = {arXiv},
eprint = {0709.0509},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-0709-0509.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylITV06,
author = {Henryk Gzyl and
Pierluigi Novi Inverardi and
Aldo Tagliani and
Minaya Villasana},
title = {Maxentropic solution of fractional moment problems},
journal = {Appl. Math. Comput.},
volume = {173},
number = {1},
pages = {109--125},
year = {2006},
url = {https://doi.org/10.1016/j.amc.2005.02.061},
doi = {10.1016/J.AMC.2005.02.061},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylITV06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-cs-0610053,
author = {Henryk Gzyl and
Enrique ter Horst and
Samuel Malone},
title = {Towards a Bayesian framework for option pricing},
journal = {CoRR},
volume = {abs/cs/0610053},
year = {2006},
url = {http://arxiv.org/abs/cs/0610053},
eprinttype = {arXiv},
eprint = {cs/0610053},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-cs-0610053.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylV04,
author = {Henryk Gzyl and
Minaya Villasana},
title = {A perturbative approach for reconstructing diffusion coefficients},
journal = {Appl. Math. Comput.},
volume = {154},
number = {1},
pages = {1--15},
year = {2004},
url = {https://doi.org/10.1016/S0096-3003(03)00684-2},
doi = {10.1016/S0096-3003(03)00684-2},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylV04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/DiasparraG03,
author = {Maikol Diasparra and
Henryk Gzyl},
title = {Entropic approach to interior point solution of linear programs},
journal = {Appl. Math. Comput.},
volume = {143},
number = {2-3},
pages = {339--347},
year = {2003},
url = {https://doi.org/10.1016/S0096-3003(02)00365-X},
doi = {10.1016/S0096-3003(02)00365-X},
timestamp = {Mon, 16 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/amc/DiasparraG03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GolanG02,
author = {Amos Golan and
Henryk Gzyl},
title = {A generalized maxentropic inversion procedure for noisy data},
journal = {Appl. Math. Comput.},
volume = {127},
number = {2-3},
pages = {249--260},
year = {2002},
url = {https://doi.org/10.1016/S0096-3003(00)00172-7},
doi = {10.1016/S0096-3003(00)00172-7},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/amc/GolanG02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/Gzyl02,
author = {Henryk Gzyl},
title = {Tomographic reconstruction by maximum entropy in the mean: unconstrained
reconstructions},
journal = {Appl. Math. Comput.},
volume = {129},
number = {2-3},
pages = {157--169},
year = {2002},
url = {https://doi.org/10.1016/S0096-3003(01)00053-4},
doi = {10.1016/S0096-3003(01)00053-4},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/Gzyl02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/Gzyl01,
author = {Henryk Gzyl},
title = {Inverse problem for the acoustic wave equation: a probabilistic approach
to approximations and uniqueness},
journal = {Appl. Math. Comput.},
volume = {122},
number = {2},
pages = {179--194},
year = {2001},
url = {https://doi.org/10.1016/S0096-3003(00)00022-9},
doi = {10.1016/S0096-3003(00)00022-9},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/Gzyl01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/GzylV00,
author = {Henryk Gzyl and
Yurayh Vel{\'{a}}squez},
title = {Linear reconstruction problems with convex constraints: influence
of the a priori data},
journal = {Appl. Math. Comput.},
volume = {109},
number = {2-3},
pages = {189--198},
year = {2000},
url = {https://doi.org/10.1016/S0096-3003(99)00021-1},
doi = {10.1016/S0096-3003(99)00021-1},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/GzylV00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/amc/ChangG98,
author = {Carolina Chang and
Henryk Gzyl},
title = {Parameter estimation in superposition of decaying exponentials},
journal = {Appl. Math. Comput.},
volume = {96},
number = {2-3},
pages = {101--116},
year = {1998},
url = {https://doi.org/10.1016/S0096-3003(97)10108-4},
doi = {10.1016/S0096-3003(97)10108-4},
timestamp = {Fri, 21 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/amc/ChangG98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@book{DBLP:books/ws/Gzyl95,
author = {Henryk Gzyl},
title = {The Method of Maximum Entropy},
series = {Series on Advances in Mathematics for Applied Sciences},
volume = {29},
publisher = {World Scientific},
year = {1995},
url = {https://doi.org/10.1142/2403},
doi = {10.1142/2403},
isbn = {978-981-02-1812-6},
timestamp = {Tue, 16 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/books/ws/Gzyl95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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