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Michael Pokojovy

Personal Details

First Name:Michael
Middle Name:
Last Name:Pokojovy
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RePEc Short-ID:ppo814
[This author has chosen not to make the email address public]
https://www.researchgate.net/profile/Michael-Pokojovy

Research output

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Jump to: Working papers Articles

Working papers

  1. Yaacov Kopeliovich & Michael Pokojovy & Julia Bernatska, 2024. "On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility," Papers 2403.15923, arXiv.org, revised Nov 2024.
  2. Yaacov Kopeliovich & Michael Pokojovy, 2024. "Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks," Papers 2411.09899, arXiv.org.

Articles

  1. Yaacov Kopeliovich & Michael Pokojovy & Julia Bernatska, 2025. "On Merton’S Optimal Portfolio Problem With Sporadic Bankruptcy For Isoelastic Utility," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 28(05n06), pages 1-24, September.
  2. Dirk W. Beck & Cory N. Heaton & Luis D. Davila & Lara I. Rakocevic & Sabrina M. Drammis & Danil Tyulmankov & Atanu Giri & Shreeya Umashankar Beck & Qingyang Zhang & Michael Pokojovy & Kenichiro Negish, 2025. "A decision-space model explains context-specific decision-making," Nature Communications, Nature, vol. 16(1), pages 1-30, December.
  3. Thomas M. Fullerton & Michael Pokojovy & Andrews T. Anum & Ebenezer Nkum, 2025. "Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes," Economies, MDPI, vol. 13(3), pages 1-28, March.
  4. Sang-Ha Sung & Michael Pokojovy & Do-Young Kang & Woo-Yong Bae & Yeon-Jae Hong & Sangjin Kim, 2025. "Enhancing the Accuracy of Image Classification for Degenerative Brain Diseases with CNN Ensemble Models Using Mel-Spectrograms," Mathematics, MDPI, vol. 13(13), pages 1-18, June.
  5. Kopeliovich, Yaacov & Pokojovy, Michael, 2024. "Portfolio optimization with feedback strategies based on artificial neural networks," Finance Research Letters, Elsevier, vol. 69(PB).
  6. Andrews T. Anum & Michael Pokojovy, 2024. "A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(14), pages 5186-5209, April.
  7. Thomas M. Fullerton, Jr & Daniel J. Pastor & Michael Pokojovy & Andrew T. Yurachek, 2023. "Small Firm Electricity Demand in Las Cruces, New Mexico, USA," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 46(91), pages 53-71.
  8. Michael Pokojovy & J. Marcus Jobe, 2022. "Univariate fast initial response statistical process control with taut strings," Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(9), pages 2326-2348, July.
  9. Pokojovy, Michael & Jobe, J. Marcus, 2022. "A robust deterministic affine-equivariant algorithm for multivariate location and scatter," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
  10. Valerii Maltsev & Michael Pokojovy, 2021. "Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates," Mathematics, MDPI, vol. 9(2), pages 1-25, January.
  11. Md Showaib Rahman Sarker & Michael Pokojovy & Sangjin Kim, 2019. "On the Performance of Variable Selection and Classification via Rank-Based Classifier," Mathematics, MDPI, vol. 7(5), pages 1-16, May.
  12. J. Marcus Jobe & Michael Pokojovy, 2015. "A Cluster-Based Outlier Detection Scheme for Multivariate Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1543-1551, December.
  13. Denys Ya. Khusainov & Michael Pokojovy, 2015. "Solving the Linear 1D Thermoelasticity Equations with Pure Delay," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2015, pages 1-11, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Andrews T. Anum & Michael Pokojovy, 2024. "A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(14), pages 5186-5209, April.

    Cited by:

    1. Rohan Hore & Abhik Ghosh, 2025. "Robust and efficient parameter estimation for discretely observed stochastic processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(3), pages 387-424, June.

  2. Pokojovy, Michael & Jobe, J. Marcus, 2022. "A robust deterministic affine-equivariant algorithm for multivariate location and scatter," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).

    Cited by:

    1. Thomas M. Fullerton & Michael Pokojovy & Andrews T. Anum & Ebenezer Nkum, 2025. "Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes," Economies, MDPI, vol. 13(3), pages 1-28, March.

  3. J. Marcus Jobe & Michael Pokojovy, 2015. "A Cluster-Based Outlier Detection Scheme for Multivariate Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1543-1551, December.

    Cited by:

    1. Rodrigo Puentes & Carolina Marchant & Víctor Leiva & Jorge I. Figueroa-Zúñiga & Fabrizio Ruggeri, 2021. "Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 9(6), pages 1-24, March.

  4. Denys Ya. Khusainov & Michael Pokojovy, 2015. "Solving the Linear 1D Thermoelasticity Equations with Pure Delay," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2015, pages 1-11, February.

    Cited by:

    1. Caraballo, Tomás & Cortés, J.-C. & Navarro-Quiles, A., 2019. "Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay," Applied Mathematics and Computation, Elsevier, vol. 356(C), pages 198-218.
    2. Juan Carlos Cortés & Marc Jornet, 2020. "L p -Solution to the Random Linear Delay Differential Equation with a Stochastic Forcing Term," Mathematics, MDPI, vol. 8(6), pages 1-16, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (2) 2024-04-29 2024-12-16
  2. NEP-BIG: Big Data (1) 2024-12-16
  3. NEP-CMP: Computational Economics (1) 2024-12-16
  4. NEP-RMG: Risk Management (1) 2024-04-29

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