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Jan Górecki
Jan Górecki
Verified email at opf.slu.cz - Homepage
Title
Cited by
Cited by
Year
An approach to structure determination and estimation of hierarchical Archimedean copulas and its application to Bayesian classification
J Górecki, M Hofert, M Holeňa
Journal of Intelligent Information Systems 46 (1), 21-59, 2016
442016
On structure, family and parameter estimation of hierarchical Archimedean copulas
J Górecki, M Hofert, M Holeňa
Journal of Statistical Computation and Simulation 87 (17), 3261-3324, 2017
312017
On the consistency of an estimator for hierarchical Archimedean copulas
J Górecki, M Hofert, M Holena
32nd International Conference on Mathematical Methods in Economics, 239-244, 2014
172014
Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
J Górecki, M Hofert, M Holeňa
Dependence Modeling 5 (1), 75-87, 2017
142017
Structure determination and estimation of hierarchical Archimedean copulas based on Kendall correlation matrix
J Górecki, M Holeňa
New Frontiers in Mining Complex Patterns: Second International Workshop …, 2014
132014
Visual investigation of similarities in global terrorism database by means of synthetic social networks
J Gorecki, K Slaninová, V Snášel
2011 international conference on computational aspects of social networks …, 2011
122011
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
J Górecki, M Hofert, O Okhrin
Computational statistics & data analysis 155, 107109, 2021
112021
An alternative approach to the structure determination of hierarchical Archimedean copulas
J Górecki, M Holena
31st International Conference on Mathematical Methods in Economics, 201-206, 2013
82013
Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox
J Górecki, M Hofert, M Holena
Journal of Statistical Software 93 (10), 2020
72020
On the accuracy of copula-based bayesian classifiers: an experimental comparison with neural networks
L Slechan, J Górecki
Computational Collective Intelligence: 7th International Conference, ICCCI …, 2015
62015
Building synthetic social network using association rules and clustering methods: case study on global terrorism database
J Górecki, K Slaninová
Acta academica karviniensia. URL: http://www. slu. cz/opf/cz/informace/acta …, 2017
42017
Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions
J Górecki, M Hofert
Journal of Statistical Computation and Simulation 93 (13), 2321-2355, 2023
22023
An experimental comparison of Value at Risk estimates based on elliptical and hierarchical Archimedean copulas
M Kubát, J Górecki
33rd International Conference Mathematical Methods in Economics: Conference …, 2015
22015
Stability of financial market: the introduction to the java simulation of agent-based model
R Šperka, M Spišák, J Górecki
Neves-Silva, R., Watada, J., Phillips-Wren, G., Jain, LC, Howlett, RJ (eds …, 2013
22013
Expertní systémy
J Górecki
Karviná: Slezská univerzita v Opavě Obchodně podnikatelská fakulta v Karviné, 2017
12017
Analiza organizacji oraz metod upowszechniania wiedzy rolniczej w Polsce
J Górecki
11963
Robustness of priority deriving methods for pairwise comparison matrices against rank reversal: a probabilistic approach
J Górecki, D Bartl, J Ramík
Annals of Operations Research 333 (1), 249-273, 2024
2024
Pair programming with ChatGPT for sampling and estimation of copulas
J Górecki
Computational Statistics, 1-31, 2023
2023
COMPUTING PRIORITY VECTORS OF PAIRWISE COMPARISON MATRICES: A REVIEW OF EXISTING SOFTWARE FOR SMALL AND MEDIUM-SIZED ENTERPRISES
J Górecki
4th International conference on Decision making for Small and Medium-Sized, 69, 2023
2023
Pair Programming with Large Language Models for Sampling and Estimation of Copulas
J Górecki
arXiv preprint arXiv:2303.18116, 2023
2023
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Articles 1–20