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
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore–Penrose and ridge-type inverses with applications
Bodnar, T. & Parolya, N., 2026, In: Annals of Statistics. 54, 2, p. 1053-1079Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Consistent estimation of the high-dimensional efficient frontier
Bodnar, T., Hautsch, N., Okhrin, Y. & Parolya, N., 2025, In: European Journal of Finance.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Link opens in a new tab Citation (Scopus)3 Downloads (Pure) -
High-Dimensional portfolio selection with HDShOP package
Bodnar, T., Dmytriv, S., Okhrin, Y., Otryakhin, D. & Parolya, N., 2025, In: European Journal of Finance. 32, 4-6, p. 427-449 23 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)66 Downloads (Pure) -
Higher-order nonlinear shrinkage estimator of large-dimensional precision matrix
Bodnar, T. & Parolya, N., 2025, In: Theory of Probability and Mathematical Statistics. 113, 113, p. 23-38 16 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile2 Downloads (Pure) -
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 AccessFile70 Downloads (Pure)
Prizes
-
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
-
Big data in anesthesiologie en perioperatieve zorg
Parolya, N. (Speaker) & van Lier, F. (Speaker)
27 Feb 2024Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting
-
Big Data in Anesthesiology and Perioperative Care
Parolya, N. (Speaker) & van Lier, F. (Speaker)
27 Feb 2024Activity: Talk or presentation › Talk or presentation at a workshop, seminar, course or other meeting