Evaluating model calibration in classification J Vaicenavicius, D Widmann, C Andersson, F Lindsten, J Roll, TB Schön International Conference on Artificial Intelligence and Statistics (AISTATS …, 2019 | 206 | 2019 |
Optimal liquidation of an asset under drift uncertainty E Ekstrom, J Vaicenavicius SIAM Journal on Financial Mathematics 7 (1), 357-381, 2016 | 37 | 2016 |
Bayesian sequential testing of the drift of a Brownian motion E Ekström, J Vaicenavicius ESAIM: Probability and Statistics 19, 626-648, 2015 | 16 | 2015 |
Optimal stopping of a Brownian bridge with an unknown pinning point E Ekström, J Vaicenavicius Stochastic Processes and their Applications 130 (2), 806-823, 2020 | 15 | 2020 |
Self-driving car safety quantification via component-level analysis J Vaicenavicius, T Wiklund, A Grigaite, I Vysniauskas, S Keen SAE International Journal of Connected and Automated Vehicles 4 (1), 35-45, 2021 | 11 | 2021 |
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index B Hambly, J Vaicenavicius International Journal of Theoretical and Applied Finance 18 (06), 1550041, 2015 | 9 | 2015 |
Bayesian sequential least-squares estimation for the drift of a Wiener process E Ekström, I Karatzas, J Vaicenavicius Stochastic Processes and their Applications 145, 335-352, 2022 | 6 | 2022 |
Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility J Vaicenavicius Applied Mathematics & Optimization, 2018 | 3 | 2018 |
Monotonicity and robustness in Wiener disorder detection E Ekström, J Vaicenavicius Sequential Analysis 38 (1), 57-68, 2019 | 2 | 2019 |
Juozas Vaicenavicius, David Widmann, Carl Andersson, Fredrik Lind-sten, Jacob Roll, and Thomas B. Schön J Vaicenavicius Deep Learning Applied to System Identifica-tion: A Probabilistic Approach, 107, 2019 | | 2019 |
Wiener disorder detection under disorder magnitude uncertainty E Ekström, J Vaicenavicius | | 2017 |
Optimal Sequential Decisions in Hidden-State Models J Vaicenavicius Department of Mathematics, Uppsala University, 2017 | | 2017 |
Optimal Stopping under Drift Uncertainty J Vaicenavicius | | 2015 |