Interpreting random forest classification models using a feature contribution method A Palczewska, J Palczewski, R Marchese Robinson, D Neagu Integration of reusable systems, 193-218, 2014 | 186 | 2014 |
Comparison of the predictive performance and interpretability of random forest and linear models on benchmark data sets RL Marchese Robinson, A Palczewska, J Palczewski, N Kidley Journal of chemical information and modeling 57 (8), 1773-1792, 2017 | 122 | 2017 |
Interpreting random forest models using a feature contribution method A Palczewska, J Palczewski, RM Robinson, D Neagu 2013 IEEE 14th international conference on Information Reuse & Integration …, 2013 | 92 | 2013 |
Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay J Palczewski, Ł Stettner SIAM Journal on Control and Optimization 48 (8), 4874-4909, 2010 | 40 | 2010 |
Using electricity storage to reduce greenhouse gas emissions AJ Pimm, J Palczewski, ER Barbour, TT Cockerill Applied Energy 282, 116199, 2021 | 38 | 2021 |
Community energy storage: A case study in the UK using a linear programming method AJ Pimm, J Palczewski, R Morris, TT Cockerill, PG Taylor Energy Conversion and Management 205, 112388, 2020 | 38 | 2020 |
Dynamic portfolio optimization with transaction costs and state-dependent drift J Palczewski, R Poulsen, KR Schenk-Hoppé, H Wang European journal of operational research 243 (3), 921-931, 2015 | 38 | 2015 |
Black–Litterman model for continuous distributions A Palczewski, J Palczewski European journal of operational research 273 (2), 708-720, 2019 | 36 | 2019 |
Theoretical and empirical estimates of mean–variance portfolio sensitivity A Palczewski, J Palczewski European Journal of Operational Research 234 (2), 402-410, 2014 | 32 | 2014 |
Regress-Later Monte Carlo for optimal control of Markov processes A Balata, J Palczewski arXiv preprint arXiv:1712.09705, 2017 | 28 | 2017 |
Bayesian calibration and number of jump components in electricity spot price models J Gonzalez, J Moriarty, J Palczewski Energy Economics 65, 375-388, 2017 | 24 | 2017 |
From discrete to continuous time evolutionary finance models J Palczewski, KR Schenk-Hoppé Journal of Economic Dynamics and Control 34 (5), 913-931, 2010 | 24 | 2010 |
Itchy feet vs cool heads: Flow of funds in an agent-based financial market J Palczewski, KR Schenk-Hoppé, T Wang Journal of Economic Dynamics and Control 63, 53-68, 2016 | 21 | 2016 |
Regress-later Monte Carlo for optimal inventory control with applications in energy A Balata, J Palczewski arXiv preprint arXiv:1703.06461, 2017 | 20 | 2017 |
Impulse control maximizing average cost per unit time: A nonuniformly ergodic case J Palczewski, Ł Stettner SIAM Journal on Control and Optimization 55 (2), 936-960, 2017 | 20 | 2017 |
Impulsive control of portfolios J Palczewski, L Stettner Applied Mathematics and Optimization 56 (1), 67-103, 2007 | 19 | 2007 |
Investment strategies and compensation of a mean–variance optimizing fund manager G Aivaliotis, J Palczewski European journal of operational research 234 (2), 561-570, 2014 | 17 | 2014 |
Fast implementation of pattern mining algorithms with time stamp uncertainties and temporal constraints SS Titarenko, VN Titarenko, G Aivaliotis, J Palczewski Journal of Big Data 6 (1), 37, 2019 | 16 | 2019 |
Real option valuation for reserve capacity J Moriarty, J Palczewski European Journal of Operational Research 257 (1), 251-260, 2017 | 16 | 2017 |
Statistical learning for probability-constrained stochastic optimal control A Balata, M Ludkovski, A Maheshwari, J Palczewski European Journal of Operational Research 290 (2), 640-656, 2021 | 14 | 2021 |