Research output per year
Research output per year
Personal profile
Research interests
Large random matrices and high-dimensional statistics
Mathematical and statistical finance
Financial engineering and operations research
Statistical machine learning in high dimensions
Education/Academic qualification
Doctorate, PhD in Economics with major in Statistics and Mathematical Finance, European University Viadrina
1 Sept 2010 → 31 Aug 2013
Award Date: 18 Dec 2013
Master's degree, MSc in Mathematical Statistics, Ivan Franko National University of Lviv, Lviv
1 Sept 2009 → 31 Aug 2010
Award Date: 1 Jul 2010
Bachelor's degree, BSc in Mathematics, Ivan Franko National University of Lviv, Lviv
1 Sept 2005 → 31 Aug 2009
Award Date: 1 Jul 2009
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Nonlinear shrinkage test on a large-dimensional covariance matrix
Bodnar, T., Parolya, N. & Veldman, F., 2025, In: Statistica Neerlandica. 79, 1, 30 p., e12348.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile36 Downloads (Pure) -
Linear shrinkage-based hypothesis test for large-dimensional covariance matrix
Bodnar, T., Parolya, N. & Veldman, F., 2024, Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid. Knoth, S., Okhrin, Y. & Otto, P. (eds.). Springer, p. 239-257Research output: Chapter in Book/Conference proceedings/Edited volume › Chapter › Scientific › peer-review
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Logarithmic law of large random correlation matrices
Parolya, N., Heiny, J. & Kurowicka, D., Feb 2024, In: Bernoulli. 30, 1, p. 346 - 370 24 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Citation (Scopus)20 Downloads (Pure) -
Log determinant of large correlation matrices under infinite fourth moment
Heiny, J. & Parolya, N., 2024, In: Annales de l'Institut Henri Poincar. (B) Probabilites et Statistiques. 60, 2, p. 1048-1076 29 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile25 Downloads (Pure) -
Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios
Bodnar, T., Parolya, N. & Thorsén, E., 2024, In: Journal of Machine Learning Research . 25, 173, p. 1-32 32 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile18 Downloads (Pure)
Prizes
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Wolfgang-Wetzel-Preis
Parolya, N. (Recipient), 10 Sept 2019
Prize: Prize (including medals and awards)
Activities
- 2 Talk or presentation at a workshop, seminar, course or other meeting
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Big data in anesthesiologie en perioperatieve zorg
N. Parolya (Speaker) & Felix van Lier (Speaker)
27 Feb 2024Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting
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Big Data in Anesthesiology and Perioperative Care
N. Parolya (Speaker) & Felix van Lier (Speaker)
27 Feb 2024Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting