Peter Spreij

Publication Activity (10 Years)

Years Active: 1986-2024
Publications (10 Years): 6

Top Topics

Automated Negotiation

Top Venues

IEEE Trans. Inf. Theory

Ann. Oper. Res.

J. Comput. Appl. Math.

Publications

Lorenzo Finesso, Peter Spreij
Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation. J. Comput. Appl. Math. 451 (2024)
Matteo Michielon, Asma Khedher, Peter Spreij
Proxying credit curves via Wasserstein distances. Ann. Oper. Res. 336 (1-2) (2024)
Jian He, Asma Khedher, Peter Spreij
A dimension reduction approach for loss valuation in credit risk modelling. CoRR (2024)
Adel Magra, Tim Baarslag, Peter Spreij
Querying User Preferences in Automated Negotiation. ICA (2023)
Lorenzo Finesso, Peter Spreij
The Inverse Problem of Positive Autoconvolution. IEEE Trans. Inf. Theory 69 (6) (2023)
Lorenzo Finesso, Peter Spreij
Approximation of nonnegative systems by moving averages of fixed order. Autom. 107 (2019)
Lorenzo Finesso, Peter Spreij
Approximation of Nonnegative Systems by Finite Impulse Response Convolutions. IEEE Trans. Inf. Theory 61 (8) (2015)
Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij
Sample-Path Large Deviations in Credit Risk. J. Appl. Math. 2011 (2011)
Bert Van Es, Peter Spreij
Estimation of a multivariate stochastic volatility density by kernel deconvolution. J. Multivar. Anal. 102 (3) (2011)
Lorenzo Finesso, Angela Grassi, Peter Spreij
Approximation of stationary processes by hidden Markov models. Math. Control. Signals Syst. 22 (1) (2010)
André Klein, Peter Spreij
Recursive Solution of Certain Structured Linear Systems. SIAM J. Matrix Anal. Appl. 29 (4) (2007)
André Klein, Peter Spreij
Some Results on Vandermonde Matrices with an Application to Time Series Analysis. SIAM J. Matrix Anal. Appl. 25 (1) (2003)
Lorenzo Finesso, Peter Spreij
4Approximate realization of hidden Markov chains. ITW (2002)
Peter Spreij
An on-line parameter estimation algorithm for counting process observations. IEEE Trans. Inf. Theory 32 (2) (1986)