Research interests

  1. Michał Ociepka, Damian Jelito, (2026), Automatic Identification and Classification of Individual Alpha Frequency ,  Proceedings of the Annual Meeting of the Cognitive Science Society 48
  2. Martin Aichele, Igor Cialenco, Damian Jelito, Marcin Pitera, (2026), Coherent estimation of risk measures, Journal of Financial Econometrics 24(3), arXiv
  3. Klaudia Czepiel, Katarzyna Kuś, Alicja Skórkowska, Anna Wiśniewska, Beata Kuśnierz-Cabała, Anna Kiepura, Damian Jelito, Maciej Suski, Renata Kostogrys, Magdalena Franczyk-Żarów, Rafał Olszanecki, Jacek Jawień, Aneta Stachowicz, (2026), Nitazoxanide reduces atherosclerosis by decreasing polarization of macrophages to proinflammatory M1 phenotype via inhibition of NF-κB pathway, Biochemical Pharmacology 251
  4. Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, (2026),  Statistical applications of the 20/60/20 rule in risk management and portfolio optimization, Applied Mathematical Finance, arXiv
  5. Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, (2025),  Conditional correlation estimation and serial dependence identification , Journal of Computational and Applied Mathematics 468, arXiv
  6. Jakub Woźny, Piotr Jaworski, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, ​​(2025), Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule , Journal of Multivariate Analysis 206, arXiv
  7. Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, (2024),  Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments , Journal of Applied Statistics 51(15), arXiv
  8. Damian Jelito, Łukasz Stettner, (2024), Long-run impulse control with generalised discounting, SIAM Journal on Control and Optimization 62(2), arXiv
  9. Piotr Jaworski, Damian Jelito, Marcin Pitera, (2024), A note on the equivalence between the conditional uncorrelation and the independence of random variables , Electronic Journal of Statistics 18(1), arXiv
  10. Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, (2023), Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios , TEST. An Official Journal of the Spanish Society of Statistics and Operations Research, arXiv
  11. Damian Jelito, Łukasz Stettner, (2023), Asymptotics of impulse control problem with multiplicative reward , Applied Mathematics & Optimization 88, arXiv
  12. Damian Jelito, Łukasz Stettner, (2022), Risk-sensitive optimal stopping with unbounded terminal cost function, Electronic Journal of Probability 27, arXiv
  13. Damian Jelito, Marcin Pitera, (2021), New fat-tail normality test based on conditional second moments with applications to finance, Statistical Papers 62, arXiv
  14. Damian Jelito, Marcin Pitera, Łukasz Stettner, (2021), Risk sensitive optimal stopping, Stochastic Processes and their Applications 136, arXiv
  15. Damian Jelito, Marcin Pitera, Łukasz Stettner, (2020), Long-run risk sensitive impulse control, SIAM Journal on Control and Optimization 58 (4), arXiv

1. Damian Jelito, Łukasz Stettner, (2026), Long-run risk-sensitive portfolio optimisation with proportional transaction costs and log Levy asset prices, arXiv