no code implementations • 22 Dec 2020 • Pedro Cadenas, Henryk Gzyl, Hyun Woong Park
Against the widely held belief that diversification at banking institutions contributes to the stability of the financial system, Wagner (2010) found that diversification actually makes systemic crisis more likely.
no code implementations • 25 Oct 2018 • Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen
Separable Bregman divergences induce Riemannian metric spaces that are isometric to the Euclidean space after monotone embeddings.
no code implementations • 16 May 2018 • Henryk Gzyl, Alfredo Rios
We believe that some of these results may be due to the comparison criterion used.
no code implementations • 4 Sep 2007 • Henryk Gzyl, Enrique ter Horst
The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise.