| Publication | Date of Publication | Type |
|---|
Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures
European Mathematical Society Magazine | 2024-02-19 | Paper |
Probabilistic forecasts of solar irradiance using stochastic differential equations
Environmetrics | 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
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 |
Modelling conjugation with stochastic differential equations
Journal of Theoretical Biology | 2019-02-04 | Paper |
Dynamic portfolio optimization across hidden market regimes
Quantitative Finance | 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
Journal of Forecasting | 2018-10-12 | Paper |
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Journal of Forecasting | 2018-10-11 | Paper |
Development of a restricted state space stochastic differential equation model for bacterial growth in rich media
Journal of Theoretical Biology | 2018-09-27 | Paper |
Stylised facts of financial time series and hidden Markov models in continuous time
Quantitative Finance | 2018-09-19 | Paper |
Probabilistic forecasts of wind power generation by stochastic differential equation models
Journal of Forecasting | 2017-12-08 | Paper |
Commitment and dispatch of heat and power units via affinely adjustable robust optimization
Computers & Operations Research | 2016-11-17 | Paper |
A Data-driven Bidding Model for a Cluster of Price-responsive Consumers of Electricity
| 2015-06-22 | Paper |
Statistics for finance
| 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
Assessment and Future Directions of Nonlinear Model Predictive Control | 2011-08-09 | Paper |
Introduction to general and generalized linear models.
| 2011-03-28 | Paper |
Time-adaptive quantile regression
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
On on-line systems for short-term forecasting for energy systems
| 2009-01-20 | Paper |
Temperature prediction at critical points in district heating systems
European Journal of Operational Research | 2008-11-20 | Paper |
scientific article; zbMATH DE number 5218527 (Why is no real title available?)
| 2007-12-07 | Paper |
Grey-box pharmacokinetic/pharmacodynamic modelling of a euglycaemic clamp study
Journal of Mathematical Biology | 2004-12-01 | Paper |
Parameter estimation in stochastic grey-box models.
Automatica | 2004-03-29 | Paper |
scientific article; zbMATH DE number 2009868 (Why is no real title available?)
| 2003-11-26 | Paper |
scientific article; zbMATH DE number 1262769 (Why is no real title available?)
| 2001-12-19 | Paper |
Tracking time-varying-coefficient functions
| 2001-10-16 | Paper |
Applying the EKF to stochastic differential equations with level effects
Automatica | 2001-05-01 | Paper |
Tracking time-varying parameters with local regression
Automatica | 2001-02-08 | Paper |
scientific article; zbMATH DE number 1262775 (Why is no real title available?)
| 2000-09-05 | Paper |
Input design for linear dynamic systems using maxmin criteria
Journal of Information and Optimization Sciences | 1999-01-13 | Paper |
Methods for recursive robust estimation of AR parameters
Computational Statistics and Data Analysis | 1997-08-25 | Paper |
Generalized predictive control for nonstationary systems
Automatica | 1995-09-14 | Paper |
scientific article; zbMATH DE number 421719 (Why is no real title available?)
| 1994-05-19 | Paper |
Structural Reliability: Models and Applications
International Statistical Review / Revue Internationale de Statistique | 1989-01-01 | Paper |
