| 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 |
| Grey-brick buildings, an open data set of calibrated RC models of Dutch residential building heat dynamics | 2022-11-06 | Dataset |
| A generic stochastic network flow formulation for production optimization of district heating systems | 2022-11-02 | Paper |
| JulienLeprince/greybrickbuildings_v1.0 | 2022-10-10 | Dataset |
| 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 |
