Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dimensionality reduction in fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Forecasting model
6
Prognoseverfahren
6
Stochastic process
6
Stochastischer Prozess
6
Mathematical programming
4
Mathematische Optimierung
4
Time series analysis
4
Zeitreihenanalyse
4
Forecasting
3
Portfolio selection
3
Portfolio-Management
3
Analysis
2
Capital income
2
Combined heat and power
2
Demand response
2
Electricity markets
2
Electricity spot price
2
Energiemarkt
2
Energiepolitik
2
Energy market
2
Energy policy
2
Estimation theory
2
Forecast
2
Kapitaleinkommen
2
Kraft-Wärme-Kopplung
2
Market integration
2
Markov chain
2
Markov-Kette
2
Mathematical analysis
2
Maximum likelihood estimation
2
Model predictive control
2
Prognose
2
Real-time pricing
2
Schätztheorie
2
State space model
2
Stochastic programming
2
Volatility
2
Volatilität
2
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
33
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
2
Book section
2
Language
All
Undetermined
19
English
15
Author
All
Madsen, Henrik
28
Lindström, Erik
12
Morales, Juan M.
6
Nystrup, Peter
6
Pinson, Pierre
6
Zugno, Marco
5
Rosbjerg, Dan
3
Arnbjerg-Nielsen, Karsten
2
Bauer-Gottwein, Peter
2
Holst, Jan
2
Iversen, Emil B.
2
Jónsson, Tryggvi
2
Bachalarz, Magnus
1
Bacher, Peder
1
Blanco, Ignacio
1
Boyd, Stephen P.
1
Brodén, Mats
1
Calì, Davide
1
Conejo, Antonio J.
1
Costa, Alexandre
1
Crespo, Antonio
1
Englund, Jan-Eric
1
Feitosa, Everaldo
1
Franssen, Harrie-Jan Hendricks
1
Giabardo, Paolo
1
Gregersen, Ida
1
Guericke, Daniela
1
Hansen, Annette
1
Hansen, Bo William
1
Holst, Ulla
1
Jensen, Roar
1
Kaiser, Hans-Peter
1
Kloppenborg Møller, Jan
1
Koed Rasmussen, Morten
1
Lex, Simon Westergaard
1
Lindström, Johan
1
Lizcano, Gil
1
Mikkelsen, Peter
1
Mo, Birger
1
Moller, Jan Kloppenborg
1
more ...
less ...
Published in...
All
Computational Statistics & Data Analysis
4
Energy Economics
4
Applied Energy
2
Climatic Change
2
International journal of forecasting
2
Journal of forecasting
2
Renewable and Sustainable Energy Reviews
2
Water Resources Management
2
Agricultural Water Management
1
Application of operations research to financial markets
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Energy
1
European journal of operational research : EJOR
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Individual sources, dynamics, and expressions of emotion
1
International Series in Operations Research & Management Science
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Scandinavian actuarial journal
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Statistics & Probability Letters
1
Technological forecasting & social change : an international journal
1
The journal of asset management
1
more ...
less ...
Source
All
RePEc
19
ECONIS (ZBW)
15
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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
Detecting change points in VIX and S&P 500 : a new approach to dynamic asset allocation
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 361-374
Persistent link: https://www.econbiz.de/10011634685
Saved in:
4
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter
;
Lindström, Erik
;
Pinson, Pierre
; …
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
Saved in:
5
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:
6
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:
7
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:
8
Commitment and dispatch of heat and power units via affinely adjustable robust optimization
Zugno, Marco
;
Morales, Juan M.
;
Madsen, Henrik
- In:
Computers & operations research : and their …
75
(
2016
),
pp. 191-201
Persistent link: https://www.econbiz.de/10011545011
Saved in:
9
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
Saved in:
10
A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants
Guericke, Daniela
;
Blanco, Ignacio
;
Morales, Juan M.
; …
- In:
OR spectrum : quantitative approaches in management
42
(
2020
)
4
,
pp. 863-900
Persistent link: https://www.econbiz.de/10012419333
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
