Peter Nystrup
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Person:2288939
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic portfolio optimization across hidden market regimes Quantitative Finance | 2021-09-03 | Paper |
| Multi-period portfolio selection with drawdown control Annals of Operations Research | 2020-01-20 | Paper |
| Temporal hierarchies with autocorrelation for load forecasting European Journal of Operational Research | 2019-10-15 | Paper |
| Greedy Gaussian segmentation of multivariate time series Advances in Data Analysis and Classification. ADAC | 2019-09-11 | Paper |
| Dynamic portfolio optimization across hidden market regimes Quantitative Finance | 2018-11-14 | Paper |
| Long memory of financial time series and hidden Markov models with time-varying parameters Journal of Forecasting | 2018-10-12 | Paper |
| Stylised facts of financial time series and hidden Markov models in continuous time Quantitative Finance | 2018-09-19 | Paper |
Research outcomes over time
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