E-LIB Suche - Ergebnisse für: Nystrup, Peter

1

Likelihood-based inference in temporal hierarchies:

Møller, Jan Kloppenborg ; Nystrup, Peter ; Madsen, Henrik
International Journal of Forecasting. 40 (2024) 2 - p. 515-531 , 2024

Link: https://doi.org/10.1016/..

2

Recent developments in multivariate wind and solar power fo..:

Sørensen, Mikkel L. ; Nystrup, Peter ; Bjerregård, Mathias B....
WIREs Energy and Environment. 12 (2022) 2 - p. , 2022

Link: https://doi.org/10.1002/..

3

Heat load forecasting using adaptive temporal hierarchies:

Bergsteinsson, Hjörleifur G. ; Møller, Jan Kloppenborg ; Nystrup, Peter...
Applied Energy. 292 (2021) - p. 116872 , 2021

Link: https://doi.org/10.1016/..

4

Clustering commercial and industrial load patterns for long..:

Nystrup, Peter ; Madsen, Henrik ; Blomgren, Emma M.V..
Smart Energy. 2 (2021) - p. 100010 , 2021

Link: https://doi.org/10.1016/..

5

Dimensionality reduction in forecasting with temporal hiera..:

Nystrup, Peter ; Lindström, Erik ; Møller, Jan K..
International Journal of Forecasting. 37 (2021) 3 - p. 1127-1146 , 2021

Link: https://doi.org/10.1016/..

6

Erratum to "Clustering commercial and industrial load patte..:

Nystrup, Peter ; Madsen, Henrik ; Blomgren, Emma M.V..
Smart Energy. 4 (2021) - p. 100050 , 2021

Link: https://doi.org/10.1016/..

7

Feature selection in jump models:

Nystrup, Peter ; Kolm, Petter N. ; Lindström, Erik
Expert Systems with Applications. 184 (2021) - p. 115558 , 2021

Link: https://doi.org/10.1016/..

8

Learning hidden Markov models with persistent states by pen..:

Nystrup, Peter ; Lindström, Erik ; Madsen, Henrik
Expert Systems with Applications. 150 (2020) - p. 113307 , 2020

Link: https://doi.org/10.1016/..

9

Temporal hierarchies with autocorrelation for load forecast..:

Nystrup, Peter ; Lindström, Erik ; Pinson, Pierre.
European Journal of Operational Research. 280 (2020) 3 - p. 876-888 , 2020

Link: https://doi.org/10.1016/..

10

Greedy Gaussian segmentation of multivariate time series:

Hallac, David ; Nystrup, Peter ; Boyd, Stephen
Advances in Data Analysis and Classification. 13 (2018) 3 - p. 727-751 , 2018

Link: https://doi.org/10.1007/..

11

Multi-period portfolio selection with drawdown control:

Nystrup, Peter ; Boyd, Stephen ; Lindström, Erik.
Annals of Operations Research. 282 (2018) 1-2 - p. 245-271 , 2018

Link: https://doi.org/10.1007/..

12

Dynamic portfolio optimization across hidden market regimes:

Nystrup, Peter ; Madsen, Henrik ; Lindström, Erik
Quantitative Finance. 18 (2017) 1 - p. 83-95 , 2017

Link: https://doi.org/10.1080/..

13

Detecting change points in VIX and S&P 500: A new approach ..:

Nystrup, Peter ; William Hansen, Bo ; Madsen, Henrik.
Journal of Asset Management. 17 (2016) 5 - p. 361-374 , 2016

Link: https://doi.org/10.1057/..

14

Long Memory of Financial Time Series and Hidden Markov Mode..:

Nystrup, Peter ; Madsen, Henrik ; Lindström, Erik
Journal of Forecasting. 36 (2016) 8 - p. 989-1002 , 2016

Link: https://doi.org/10.1002/..

15

Regime-based versus static asset allocation

, In: The journal of portfolio management

letting the data speak

Nystrup, Peter ; Hansen, Bo William ; Madsen, Henrik.. (2015) 1 - p. 103-109

Exemplare: Zentrale: z swl 179.5 je/837; Zentrale:Magazin Zs fc 8837