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1
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
Saved in:
2
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
3
Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
Saved in:
4
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
5
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre
;
Madsen, Henrik
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
Saved in:
6
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan
;
Zugno, Marco
;
Madsen, Henrik
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
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7
Short-term probabilistic forecasting of wind speed using stochastic differential equations
Iversen, Emil B.
;
Morales, Juan M.
;
Møller, Jan K.
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 981-990
Persistent link: https://www.econbiz.de/10011621968
Saved in:
8
Editorial : Epidemics and forecasting with a focus on COVID-19
Pinson, Pierre
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 407-409
Persistent link: https://www.econbiz.de/10013348579
Saved in:
9
Global energy forecasting competition 2012
Hong, Tao
;
Pinson, Pierre
;
Shu Fan
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 357-363
Persistent link: https://www.econbiz.de/10010510902
Saved in:
10
Online distributed learning in wind power forecasting
Sommer, Benedikt
;
Pinson, Pierre
;
Messner, Jakob W.
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 205-223
Persistent link: https://www.econbiz.de/10012692694
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