Peter Nystrup

Available identifiers

zbMath Open nystrup.peterMaRDI QIDQ2288939

List of research outcomes

Publication	Date of Publication	Type
Dynamic portfolio optimization across hidden market regimes	2021-09-03	Paper
Multi-period portfolio selection with drawdown control	2020-01-20	Paper
Temporal hierarchies with autocorrelation for load forecasting	2019-10-15	Paper
Greedy Gaussian segmentation of multivariate time series	2019-09-11	Paper
Dynamic portfolio optimization across hidden market regimes	2018-11-14	Paper
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters	2018-10-12	Paper
Stylised facts of financial time series and hidden Markov models in continuous time	2018-09-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Peter Nystrup