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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
Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment Scandinavian Actuarial Journal	2025-09-10	Paper
Evaluating forecast distributions in neural network Lee-Carter type model for mortality rate	2025-02-05	Paper
On the estimation of non linear functions in stochastic volatility models Communications in Statistics: Theory and Methods	2022-05-25	Paper
Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets Computational Statistics	2022-05-10	Paper
Clustering nonlinear time series with neural network bootstrap forecast distributions International Journal of Approximate Reasoning	2021-10-27	Paper
Nonlinear autoregressive sieve bootstrap based on extreme learning machines Mathematical Biosciences and Engineering	2021-08-13	Paper
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment Decisions in Economics and Finance	2019-10-23	Paper
Reconstructing missing data sequences in multivariate time series: an application to environmental data Statistical Methods and Applications	2019-09-11	Paper
Weak form efficiency of selected European stock markets: alternative testing approaches Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-12-13	Paper
Nonparametric prediction in time series analysis: some empirical results	2017-11-22	Paper
scientific article; zbMATH DE number 6608050 (Why is no real title available?)	2016-07-29	Paper
Input variable selection in neural network models Communications in Statistics: Theory and Methods	2014-06-06	Paper
Designing neural networks for modeling biological data: a statistical perspective Mathematical Biosciences and Engineering	2014-01-30	Paper
A comment on ``An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models'' by F. Battaglia and M. K. Protopapas Statistical Methods and Applications	2013-01-28	Paper
Forecasting nonlinear time series with neural network sieve bootstrap Computational Statistics and Data Analysis	2009-05-29	Paper
Variable selection in neural network regression models with dependent data: a subsampling approach Computational Statistics and Data Analysis	2008-11-26	Paper
Neural network modelling with applications to euro exchange rates	2008-09-09	Paper
scientific article; zbMATH DE number 5274839 (Why is no real title available?)	2008-05-14	Paper
The hidden layer size in feed-forward neural networks: A statistical point of view Metron	2002-07-29	Paper
scientific article; zbMATH DE number 232364 (Why is no real title available?)	1994-11-22	Paper

Research outcomes over time

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