Maximization of the portfolio growth rate under fixed and proportional transaction costs. - Jan Palczewski; Lukasz Stettner (Commun. Inf. Syst., 2007)

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay. - Jan Palczewski; Lukasz Stettner (SIAM J. Control. Optim., 2010)

Interpreting random forest models using a feature contribution method. - Anna Palczewska; Jan Palczewski; Richard Marchese Robinson; Daniel Neagu (IRI, 2013)

Interpreting Random Forest Classification Models Using a Feature Contribution Method. - Anna Palczewska; Jan Palczewski; Richard Marchese Robinson; Daniel Neagu (IRI (best papers), 2013)

Investment strategies and compensation of a mean-variance optimizing fund manager. - Georgios Aivaliotis; Jan Palczewski (Eur. J. Oper. Res., 2014)

Theoretical and empirical estimates of mean-variance portfolio sensitivity. - Andrzej Palczewski; Jan Palczewski (Eur. J. Oper. Res., 2014)

Dynamic portfolio optimization with transaction costs and state-dependent drift. - Jan Palczewski; Rolf Poulsen; Klaus Reiner Schenk-Hoppé; Huamao Wang (Eur. J. Oper. Res., 2015)

Adaptive Monte Carlo Maximum Likelihood. - Blazej Miasojedow; Wojciech Niemiro; Jan Palczewski; Wojciech Rejchel (Challenges in Computational Statistics and Data Mining, 2016)

RobustSPAM for Inference from Noisy Longitudinal Data and Preservation of Privacy. - Anna Palczewska; Jan Palczewski; Georgios Aivaliotis; Lukasz Kowalik (ICMLA, 2017)

Real option valuation for reserve capacity. - John Moriarty; Jan Palczewski (Eur. J. Oper. Res., 2017)

Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case. - Jan Palczewski; Lukasz Stettner (SIAM J. Control. Optim., 2017)

Comparison of the Predictive Performance and Interpretability of Random Forest and Linear Models on Benchmark Data Sets. - Richard Marchese Robinson; Anna Palczewska; Jan Palczewski; Nathan J. Kidley (J. Chem. Inf. Model., 2017)

Black-Litterman model for continuous distributions. - Andrzej Palczewski; Jan Palczewski (Eur. J. Oper. Res., 2019)

Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints. - Sofya Titarenko; Valeriy Titarenko; Georgios Aivaliotis; Jan Palczewski (J. Big Data, 2019)

Statistical learning for probability-constrained stochastic optimal control. - Alessandro Balata; Michael Ludkovski; Aditya Maheshwari; Jan Palczewski (Eur. J. Oper. Res., 2021)

Machine learning, materiality and governance: A health and social care case study. - Justin Keen; Roy A. Ruddle; Jan Palczewski; Georgios Aivaliotis; Anna Palczewska; Christopher Megone; Kevin Macnish (Inf. Polity, 2021)

Optimal Hedging of a Perpetual American Put with a Single Trade. - Cheng Cai; Tiziano De Angelis; Jan Palczewski (SIAM J. Financial Math., 2021)

Use of Kernel Density Estimation to Understand the Spatial Trends of Attacking Possessions in Rugby League. - Thomas Sawczuk; Anna Palczewska; Ben Jones; Jan Palczewski (UKCI, 2022)

Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space. - Luis Mario Chaparro Jáquez; Elena Issoglio; Jan Palczewski (CoRR, 2023)

Automatic model training under restrictive time constraints. - Lukas Cironis; Jan Palczewski; Georgios Aivaliotis (Stat. Comput., 2023)

On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions. - Cheng Cai; Tiziano De Angelis; Jan Palczewski (SIAM J. Control. Optim., 2023)

Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions. - Andrea Bovo; Tiziano De Angelis; Jan Palczewski (SIAM J. Control. Optim., 2024)