Henryk Gzyl

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 8

Top Topics

Bregman Divergences

Top Venues

Appl. Math. Comput.

Publications

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) (2023)
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) (2021)
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) (2021)
Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
Geometry and Fixed-Rate Quantization in Riemannian Metric Spaces Induced by Separable Bregman Divergences. GSI (2019)
Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. Entropy 21 (8) (2019)
Henryk Gzyl, German Molina, Enrique ter Horst
Risk Neutral Measure Determination from Price Ranges: Single Period Market Models. Entropy 20 (7) (2018)
Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
Geometry and clustering with metrics derived from separable Bregman divergences. CoRR (2018)
Henryk Gzyl, Silvia Mayoral
Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. Entropy 19 (4) (2017)
Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani
Entropy and density approximation from Laplace transforms. Appl. Math. Comput. 265 (2015)
Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
Density Reconstructions with Errors in the Data. Entropy 16 (6) (2014)
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) (2014)
Henryk Gzyl, Aldo Tagliani, Mariyan Milev
Laplace transform inversion on the real line is truly ill-conditioned. Appl. Math. Comput. 219 (18) (2013)
Amos Golan, Henryk Gzyl
An Entropic Estimator for Linear Inverse Problems. Entropy 14 (5) (2012)
Henryk Gzyl, Aldo Tagliani
Determination of the distribution of total loss from the fractional moments of its exponential. Appl. Math. Comput. 219 (4) (2012)
Henryk Gzyl, Aldo Tagliani
Hausdorff moment problem and fractional moments. Appl. Math. Comput. 216 (11) (2010)
Henryk Gzyl, Aldo Tagliani
Stieltjes moment problem and fractional moments. Appl. Math. Comput. 216 (11) (2010)
Amos Golan, Henryk Gzyl
A Concentrated, Nonlinear Information-Theoretic Estimator for the Sample Selection Model. Entropy 12 (6) (2010)
Abel Rodríguez, Henryk Gzyl, German Molina, Enrique ter Horst
Stochastic Volatility Models Including Open, Close, High and Low Prices CoRR (2009)
Henryk Gzyl, Enrique ter Horst
Filtering Additive Measurement Noise with Maximum Entropy in the Mean CoRR (2007)
Henryk Gzyl, German Molina, Enrique ter Horst
Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models CoRR (2007)
Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani
In search of the best approximant. Appl. Math. Comput. 189 (1) (2007)
Henryk Gzyl, Enrique ter Horst, Samuel Malone
Towards a Bayesian framework for option pricing CoRR (2006)
Henryk Gzyl, Pierluigi Novi Inverardi, Aldo Tagliani, Minaya Villasana
Maxentropic solution of fractional moment problems. Appl. Math. Comput. 173 (1) (2006)
Henryk Gzyl, Minaya Villasana
A perturbative approach for reconstructing diffusion coefficients. Appl. Math. Comput. 154 (1) (2004)
M. Diasparra, Henryk Gzyl
Entropic approach to interior point solution of linear programs. Appl. Math. Comput. 143 (2-3) (2003)
Amos Golan, Henryk Gzyl
A generalized maxentropic inversion procedure for noisy data. Appl. Math. Comput. 127 (2-3) (2002)
Henryk Gzyl
Tomographic reconstruction by maximum entropy in the mean: unconstrained reconstructions. Appl. Math. Comput. 129 (2-3) (2002)
Henryk Gzyl
Inverse problem for the acoustic wave equation: a probabilistic approach to approximations and uniqueness. Appl. Math. Comput. 122 (2) (2001)
Henryk Gzyl, Yurayh Velásquez
Linear reconstruction problems with convex constraints: influence of the a priori data. Appl. Math. Comput. 109 (2-3) (2000)
Carolina Chang, Henryk Gzyl
Parameter estimation in superposition of decaying exponentials. Appl. Math. Comput. 96 (2-3) (1998)