Research output per year
Research output per year
Personal profile
Research interests
Large random matrices and high-dimensional statistics
Mathematical and statistical finance
Financial engineering and operations research
Statistical machine learning
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Dive into the research topics where N. Parolya is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 26 Article
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Logarithmic law of large random correlation matrices
Parolya, N., Heiny, J. & Kurowicka, D., Feb 2024, In: Bernoulli. 30, 1, p. 346 - 370 24 p.Research output: Contribution to journal › Article › Scientific › peer-review
1 Citation (Scopus) -
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
Bodnar, T., Parolya, N. & Thorsén, E., 2023, In: IEEE Transactions on Signal Processing. 71, p. 1334-1349 16 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile31 Downloads (Pure) -
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, T., Parolya, N. & Thorsén, E., 2023, In: Finance Research Letters. 54, 11 p., 103807.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile22 Downloads (Pure) -
Multi-period power utility optimization under stock return predictability
Bodnar, T., Ivasiuk, D., Parolya, N. & Schmid, W., 2023, In: Computational Management Science. 20, 1, 27 p., 4.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile23 Downloads (Pure) -
Predicting Beta-Lactam Target Non-Attainment in ICU Patients at Treatment Initiation: Development and External Validation of Three Novel (Machine Learning) Models
Wieringa, A., Ewoldt, T., Gangapersad, R. N., Gijsen, M., Parolya, N., Kats, C. J. A. R., Spriet, I., Endeman, H., Haringman, J. J. & More Authors, 2023, In: Antibiotics. 12, 12, 19 p., 1674.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile23 Downloads (Pure)
Prizes
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Wolfgang-Wetzel-Preis
Parolya, N. (Recipient), 10 Sept 2019
Prize: Prize (including medals and awards)
Activities
- 2 Talk or presentation at a workshop, seminar, course or other meeting
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Big data in anesthesiologie en perioperatieve zorg
N. Parolya (Speaker) & Felix van Lier (Speaker)
27 Feb 2027Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting
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Big Data in Anesthesiology and Perioperative Care
N. Parolya (Speaker) & Felix van Lier (Speaker)
2 Feb 2024Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting