By Professor Spiridon Ivanov Penev

Preprints

Lam KH; Walder C; Penev S; Nock R, 2023, LegendreTron: Uprising Proper Multiclass Loss Learning, http://dx.doi.org/10.48550/arxiv.2301.11695

Aya-Moreno C; Geenens G; Penev S, 2022, Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding, http://dx.doi.org/10.48550/arxiv.2204.13854

Dentcheva D; Lin Y; Penev S, 2022, Stability and Sample-based Approximations of Composite Stochastic Optimization Problems, http://dx.doi.org/10.48550/arxiv.2201.01338

Penev S; Shevchenko PV; Wu W, 2021, The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion, http://dx.doi.org/10.48550/arxiv.2108.02633

Penev S; Shevchenko P; Wu W, 2021, Myopic robust index tracking with Bregman divergence, http://dx.doi.org/10.48550/arxiv.1908.07659

Moreno CA; Geenens G; Penev S, 2017, Shape-preserving wavelet-based multivariate density estimation, http://dx.doi.org/10.48550/arxiv.1708.08321

Hanke M; Penev S, 2016, Ex Ante Comparison of Maximum Sharpe Ratios and Incremental Variable Testing, http://dx.doi.org/10.2139/ssrn.2718033

Hanke M; Penev S; Schief W; Weissensteiner A, 2016, Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness, http://dx.doi.org/10.2139/ssrn.2816279

Dentcheva D; Penev S; Ruszczynski A, 2015, Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems, http://dx.doi.org/10.48550/arxiv.1504.02658

Hall P; Penev S, 2005, Wavelet-based estimation with multiple sampling rates, http://dx.doi.org/10.48550/arxiv.math/0503669

Kulinich M; Fan Y; Penev S; Evans JP, A Markov chain method for weighting climate model ensembles, http://dx.doi.org/10.5194/gmd-2020-253

Gao S; Penev S; Li L, Contextual Token Rotation Ensembles for Tabular Learning, http://dx.doi.org/10.21203/rs.3.rs-10595716/v1

Maesono Y; Penev S, Improved Confidence Intervals for Expectiles, http://dx.doi.org/10.20944/preprints202412.1604.v1

Gao S; Penev S; Li L, Robust Score-Based Generative Modelling withTsallis–Gaussian Perturbations, http://dx.doi.org/10.21203/rs.3.rs-10209766/v1

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