Henrik Madsen

Available identifiers

zbMath Open madsen.henrik-oWikidataQ24730879 ScholiaQ24730879MaRDI QIDQ342534

List of research outcomes

Publication	Date of Publication	Type
Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures	2024-02-19	Paper
Probabilistic forecasts of solar irradiance using stochastic differential equations	2023-12-15	Paper
A generic stochastic network flow formulation for production optimization of district heating systems	2022-11-02	Paper
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
Modelling conjugation with stochastic differential equations	2019-02-04	Paper
Dynamic portfolio optimization across hidden market regimes	2018-11-14	Paper
A novel bidding method for combined heat and power units in district heating systems	2018-10-25	Paper
Operational planning and bidding for district heating systems with uncertain renewable energy production	2018-10-25	Paper
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters	2018-10-12	Paper
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models	2018-10-11	Paper
Development of a restricted state space stochastic differential equation model for bacterial growth in rich media	2018-09-27	Paper
Stylised facts of financial time series and hidden Markov models in continuous time	2018-09-19	Paper
Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models	2017-12-08	Paper
Commitment and dispatch of heat and power units via affinely adjustable robust optimization	2016-11-17	Paper
A Data-driven Bidding Model for a Cluster of Price-responsive Consumers of Electricity	2015-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q5176224	2015-03-03	Paper
Optimal Charging of an Electric Vehicle using a Markov Decision Process	2013-10-25	Paper
New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations	2011-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q3085081	2011-03-28	Paper
Time-adaptive quantile regression	2009-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q5301747	2009-01-20	Paper
Temperature prediction at critical points in district heating systems	2008-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q5431050	2007-12-07	Paper
Grey-box pharmacokinetic/pharmacodynamic modelling of a euglycaemic clamp study	2004-12-01	Paper
Parameter estimation in stochastic grey-box models.	2004-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4434778	2003-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4232755	2001-12-19	Paper
Tracking time-varying-coefficient functions	2001-10-16	Paper
Applying the EKF to stochastic differential equations with level effects	2001-05-01	Paper
Tracking time-varying parameters with local regression	2001-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4232763	2000-09-05	Paper
Input design for linear dynamic systems using maxmin criteria	1999-01-13	Paper
Methods for recursive robust estimation of AR parameters	1997-08-25	Paper
Generalized predictive control for nonstationary systems	1995-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q3135241	1994-05-19	Paper
Structural Reliability: Models and Applications	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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