Nestor Parolya - Publications, H-index & Citations

Nestor Parolya

Delft University of Technology

14H指数

69论文数

539被引数

收录论文 8

发表时间

HIGHER-ORDER NONLINEAR SHRINKAGE ESTIMATOR OF LARGE-DIMENSIONAL PRECISION MATRIX 高阶非线性收缩估计器：大维尺度精度矩阵

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS

IF0.6

2025-11-01

PREAI

Bodnar, Taras; Parolya, Nestor

Predicting Beta-Lactam Target Non-Attainment in ICU Patients at Treatment Initiation: Development and External Validation of Three Novel (Machine Learning) Models

ANTIBIOTICS-BASEL

IF4.6

2023-11-28

OAAI

Wieringa, Andre; Ewoldt, Tim M. J.; Gangapersad, Ravish N.; Gijsen, Matthias; Parolya, Nestor; Kats, Chantal J. A. R.; Spriet, Isabel; Endeman, Henrik; Haringman, Jasper J.; van Hest, Reinier M.; Koch, Birgit C. P.; Abdulla, Alan

Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?

FINANCE RESEARCH LETTERS

IF6.9

2023-06-01

OAAI

Bodnar, Taras; Parolya, Nestor; Thorsen, Erik

TESTING FOR INDEPENDENCE OF LARGE DIMENSIONAL VECTORS

ANNALS OF STATISTICS

IF3.7

2019-10-01

OAAI

Bodnar, Taras; Dette, Holger; Parolya, Nestor

Estimation of the global minimum variance portfolio in high dimensions

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2018-04-01

OAAI

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang

On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-10-01

OAAI

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang

A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function

ANNALS OF OPERATIONS RESEARCH

IF4.5

2015-02-06

PREAI

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang

On the equivalence of quadratic optimization problems commonly used in portfolio theory

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2013-09-01

OAAI

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang

研究方向