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
~language:"eng"
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
13
Theory
13
Forecasting model
7
Prognoseverfahren
7
Stochastic process
7
Stochastischer Prozess
7
Energiemarkt
5
Energy market
5
Markov chain
5
Markov-Kette
5
Mathematical programming
5
Mathematische Optimierung
5
Portfolio selection
5
Portfolio-Management
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Electricity
4
Electricity price
4
Elektrizität
4
Strompreis
4
Wind energy
4
Windenergie
4
Capital income
3
Electric power industry
3
Elektrizitätswirtschaft
3
Forecasting
3
Kapitaleinkommen
3
Wind turbine
3
Windenergieanlage
3
Analysis
2
Autocorrelation
2
Autokorrelation
2
Combined heat and power
2
EU countries
2
EU-Staaten
2
Energiepolitik
2
Energieprognose
2
Energy forecast
2
more ...
less ...
Online availability
All
Undetermined
15
Free
2
Type of publication
All
Article
25
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
3
Book section
3
Lehrbuch
1
Textbook
1
Language
All
English
Undetermined
32
Author
All
Madsen, Henrik
20
Lindström, Erik
16
Nystrup, Peter
10
Pinson, Pierre
6
Zugno, Marco
5
Morales, Juan M.
4
Hansen, Bo William
3
Kolm, Petter N.
3
Regland, Fredrik
3
Lindstrom, Erik
2
Bachalarz, Magnus
1
Bacher, Peder
1
Blanco, Ignacio
1
Boyd, Stephen P.
1
Calì, Davide
1
Conejo, Antonio J.
1
Cortese, Federico P.
1
Giabardo, Paolo
1
Guericke, Daniela
1
Heclo, Hugh
1
Iversen, Emil B.
1
Jónsson, Tryggvi
1
Kloppenborg Møller, Jan
1
Koed Rasmussen, Morten
1
Larsen, Henrik Olejasz
1
Lex, Simon Westergaard
1
Lindström, Johan
1
Morales, Juan Miguel
1
Møller, Jan K.
1
Møller, Jan Kloppenborg
1
Nygaard Nielsen, Jan
1
Svensson, Martin G. A.
1
Svensson, Martin G.A.
1
Tufvesson, Oskar
1
Åkerlindh, Carl
1
more ...
less ...
Published in...
All
Energy economics
4
Journal of forecasting
3
Finance a úvěr
2
International journal of forecasting
2
The journal of portfolio management : a publication of Institutional Investor
2
A Chapman & Hall Book
1
Application of operations research to financial markets
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Digital finance : smart data analytics, investment innovation, and financial technology
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
Individual sources, dynamics, and expressions of emotion : [contributions to the 2012 International Conference on Emotion and Organizational Life held in Helsinki, Finland]
1
International Series in Operations Research & Management Science
1
OR spectrum : quantitative approaches in management
1
Policy and politics in industrial states
1
Quantitative finance
1
Scandinavian actuarial journal
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Technological forecasting & social change : an international journal
1
Texts in statistical science
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
OLC EcoSci
1
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime-based versus static asset allocation : letting the data speak
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10011409025
Saved in:
2
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:
3
Dynamic allocation or diversification : a regime-based approach to multiple assets
Nystrup, Peter
;
Hansen, Bo William
;
Larsen, Henrik Olejasz
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 62-73
Persistent link: https://www.econbiz.de/10011880054
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Statistics for finance
Lindström, Erik
;
Madsen, Henrik
;
Nygaard Nielsen, Jan
-
2015
Persistent link: https://www.econbiz.de/10011336701
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
