Jan Palczewski
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Associate Professor
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About
Jan Palczewski is an Associate Professor at the University of Leeds, UK. His research areas encompass stochastic control, optimal stopping theory, and portfolio optimization, as evidenced by his recent publications, which include topics such as degenerate diffusions, private information in games, and the optimal hedging of financial instruments. His work also explores the implications of statistical learning in probability-constrained scenarios and the application of electricity storage in sustainability efforts.
Recent Grants
Grant: Close
QuantiCode: Intelligent infrastructure for quantitative, coded longitudinal data
Open Date: 2016-01-01
Close Date: 2018-12-31
Grant: Close
Portfolio management for the non-Gaussianity distributions of returns
Open Date: 2015-02-18
Close Date: 2017-02-17
Grant: Close
Stochastic control problems with applications to financial mathematics
Open Date: 2013-07-08
Close Date: 2016-07-07
Articles (11)
Collaborators (5)
H. Dharma Kwon
University of Illinois at Urbana-Champaign
Robin Morris
University of Oxford
Andrzej Palczewski
professor
University of Warsaw
Tim Cockerill
Professor
University of Leeds
Tiziano De Angelis
Associate Professor
Università degli Studi di Torino
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