Wybrane publikacje |
1 | Artykuł 2023
ARX-GARCH probabilistic price forecasts for diversification of trade in electricity markets—variance stabilizing transformation and financial risk-minimizing portfolio allocation. Energies. 2023, vol. 16, nr 2, art. 807, s. 1-28. ISSN: 1996-1073 | Zasoby:DOIURLSFX | |
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2 | Artykuł 2023
A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment. Applied Mathematics and Computation. 2023, vol. 446, art. 127900, s. 1-12. ISSN: 0096-3003; 1873-5649 | Zasoby:DOIURLSFX | |
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3 | Artykuł 2022
From multi- to univariate: a product random variable with an application to electricity market transactions: Pareto and Student's t-distribution case. Mathematics. 2022, vol. 10, nr 18, art. 3371, s. 1-29. ISSN: 2227-7390 | Zasoby:DOIURLSFX | |
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4 | Artykuł 2022
Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. Energy Economics. 2022, vol. 110, art. 106015, s. 1-16. ISSN: 0140-9883; 1873-6181 | Zasoby:DOIURLSFX | |
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5 | Artykuł 2022
Classification of random trajectories based on the fractional Lévy stable motion. Chaos, Solitons and Fractals. 2022, vol. 154, art. 111606, s. 1-9. ISSN: 0960-0779; 1873-2887 | Zasoby:DOIURLSFX | |
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6 | Artykuł 2021
Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. Resources Policy. 2021, vol. 74, art. 102308, s. 1-11. ISSN: 0301-4207; 1873-7641 | Zasoby:DOIURLSFX | |
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7 | Artykuł 2021
Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model. New Journal of Physics. 2021, vol. 23, art. 053018, s. 1-11. ISSN: 1367-2630 | Zasoby:DOIURLSFX | |
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8 | Artykuł 2021
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. Applied Mathematics and Computation. 2021, vol. 396, art. 125902, s. 1-16. ISSN: 0096-3003; 1873-5649 | Zasoby:DOIURLSFX | |
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9 | Artykuł 2020
Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion. Physical Review E. 2020, vol. 102, nr 3, art. 032402, s. 1-13. ISSN: 2470-0045; 2470-0053 | Zasoby:DOIURLSFX | |
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10 | Artykuł 2020
Prediction performance of Hidden Markov modelling for solar flares. Journal of Atmospheric and Solar-Terrestrial Physics. 2020, vol. 208, art. 105407, s. 1-7. ISSN: 1364-6826; 1879-1824 | Zasoby:DOIURLSFX | |
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