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Michal Balcerek
ORCID
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 3
Top Topics
Neural Networks And Genetic Algorithms
Inventory Level
Option Pricing
Vector Valued
Top Venues
Entropy
CoRR
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Publications
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Michal Balcerek
,
Grzegorz Krzyzanowski
,
Marcin Magdziarz
About subordinated generalizations of 3 classical models of option pricing.
CoRR
(2021)
Michal Balcerek
,
Krzysztof Burnecki
Testing of Multifractional Brownian Motion.
Entropy
22 (12) (2020)
Dawid Szarek
,
Grzegorz Sikora
,
Michal Balcerek
,
Ireneusz Jablonski
,
Agnieszka Wylomanska
Fractional Dynamics Identification via Intelligent Unpacking of the Sample Autocovariance Function by Neural Networks.
Entropy
22 (11) (2020)