Piotr Nowak

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 15

Top Topics

Conditional Distributions

Decision Making

Top Venues

IEEE Trans. Fuzzy Syst.

J. Comput. Appl. Math.

Publications

Michal Pawlowski, Piotr Nowak
Stochastic approach to model spot price and value forward contracts on energy markets under uncertainty. J. Ambient Intell. Humaniz. Comput. 14 (4) (2023)
Piotr Nowak, Michal Pawlowski
Application of the Esscher Transform to Pricing Forward Contracts on Energy Markets in a Fuzzy Environment. Entropy 25 (3) (2023)
Piotr Nowak, Lukasz Kubaszewski
Assessment of the Asymmetry of the Intervertebral Foramina within the Lower Motion Segments of the Lumbar Spine on the Computer Tomography Sections. Symmetry 14 (10) (2022)
Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Przemyslaw Spurek, Tomasz Trzcinski
End-to-End Sinkhorn Autoencoder With Noise Generator. IEEE Access 9 (2021)
Piotr Nowak, Olgierd Hryniewicz
On Some Laws of Large Numbers for Uncertain Random Variables. Symmetry 13 (12) (2021)
Kamil Deja, Jan Dubinski, Piotr Nowak, Sandro Wenzel, Tomasz Trzcinski
End-to-end Sinkhorn Autoencoder with Noise Generator. CoRR (2020)
Piotr Nowak, Wojciech Maziarz, Artur Rydosz, Kazimierz Kowalski, Magdalena Ziabka, Katarzyna Zakrzewska
SnO2/TiO2 Thin Film n-n Heterostructures of Improved Sensitivity to NO2. Sensors 20 (23) (2020)
Piotr Nowak, Olgierd Hryniewicz
Strong Laws of Large Numbers for IVM-Events. IEEE Trans. Fuzzy Syst. 27 (12) (2019)
Piotr Nowak, Michal Pawlowski
Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure. J. Comput. Appl. Math. 345 (2019)
Piotr Nowak, Olgierd Hryniewicz
On MV-Algebraic Versions of the Strong Law of Large Numbers. Entropy 21 (7) (2019)
Piotr Nowak, Olgierd Hryniewicz
On central limit theorems for IV-events. Soft Comput. 22 (8) (2018)
Piotr Nowak, Maciej Romaniuk
Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making. Soft Comput. 21 (10) (2017)
Piotr Nowak, Michal Pawlowski
Option Pricing With Application of Levy Processes and the Minimal Variance Equivalent Martingale Measure Under Uncertainty. IEEE Trans. Fuzzy Syst. 25 (2) (2017)
Piotr Nowak, Olgierd Hryniewicz
On generalized versions of central limit theorems for IF-events. Inf. Sci. (2016)
Piotr Nowak, Olgierd Hryniewicz
Generalized versions of MV-algebraic central limit theorems. Kybernetika 51 (5) (2015)
Michal Pawlowski, Piotr Nowak
Modelling Spot Prices on the Polish Energy Market. IEEE Conf. on Intelligent Systems (2) (2014)
Piotr Nowak, Maciej Romaniuk
Application of the One-factor CIR Interest Rate Model to Catastrophe Bond Pricing under Uncertainty. J. Autom. Mob. Robotics Intell. Syst. 8 (3) (2014)
Piotr Nowak, Maciej Romaniuk
Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework. J. Comput. Appl. Math. 263 (2014)
Piotr Nowak, Maciej Romaniuk
A fuzzy approach to option pricing in a Levy process setting. Int. J. Appl. Math. Comput. Sci. 23 (3) (2013)
Piotr Nowak, Maciej Romaniuk
Computing option price for Levy process with fuzzy parameters. Eur. J. Oper. Res. 201 (1) (2010)
Piotr Nowak, Maciej Romaniuk
Pricing Financial Instruments Derivatives Inspired by Kyoto Protocol. EnviroInfo (1) (2007)
Piotr Nowak
Monotone measures of intuitionistic fuzzy sets. EUSFLAT Conf. (2003)