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

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