Details about Michael Pokojovy

Access statistics for papers by Michael Pokojovy.

Last updated 2026-05-25. Update your information in the RePEc Author Service.

Short-id: ppo814

Working Papers

2024

1. On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility
   Papers, arXiv.org
2. Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
   Papers, arXiv.org
   See also Journal Article Portfolio optimization with feedback strategies based on artificial neural networks, Finance Research Letters, Elsevier (2024) (2024)

Journal Articles

2025

1. A decision-space model explains context-specific decision-making
   Nature Communications, 2025, 16, (1), 1-30
2. Enhancing the Accuracy of Image Classification for Degenerative Brain Diseases with CNN Ensemble Models Using Mel-Spectrograms
   Mathematics, 2025, 13, (13), 1-18
3. Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes
   Economies, 2025, 13, (3), 1-28
4. ON MERTON’S OPTIMAL PORTFOLIO PROBLEM WITH SPORADIC BANKRUPTCY FOR ISOELASTIC UTILITY
   International Journal of Theoretical and Applied Finance (IJTAF), 2025, 28, (05n06), 1-24

2024

5. A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
   Communications in Statistics - Theory and Methods, 2024, 53, (14), 5186-5209 View citations (1)
6. Portfolio optimization with feedback strategies based on artificial neural networks
   Finance Research Letters, 2024, 69, (PB)
   See also Working Paper Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks, Papers (2024) (2024)

2023

7. Small Firm Electricity Demand in Las Cruces, New Mexico, USA
   Revista Economía, 2023, 46, (91), 53-71

2022

8. A robust deterministic affine-equivariant algorithm for multivariate location and scatter
   Computational Statistics & Data Analysis, 2022, 172, (C) View citations (1)
9. Univariate fast initial response statistical process control with taut strings
   Journal of Applied Statistics, 2022, 49, (9), 2326-2348

2021

10. Applying Heath-Jarrow-Morton Model to Forecasting the US Treasury Daily Yield Curve Rates
    Mathematics, 2021, 9, (2), 1-25

2019

11. On the Performance of Variable Selection and Classification via Rank-Based Classifier
    Mathematics, 2019, 7, (5), 1-16

2015

12. A Cluster-Based Outlier Detection Scheme for Multivariate Data
    Journal of the American Statistical Association, 2015, 110, (512), 1543-1551 View citations (1)
13. Solving the Linear 1D Thermoelasticity Equations with Pure Delay
    International Journal of Mathematics and Mathematical Sciences, 2015, 2015, 1-11 View citations (2)