| Publication | Date of Publication | Type |
|---|
Discussion on: ``Electrical load forecasting by exponential smoothing with covariates''
Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
Diffusion of innovation within an agent-based model: spinsons, independence and advertising
Advances in Complex Systems | 2024-06-14 | Paper |
scientific article; zbMATH DE number 7780127 (Why is no real title available?)
(available as arXiv preprint) | 2023-12-18 | Paper |
| scientific article; zbMATH DE number 7780127 (Why is no real title available?) | 2023-12-18 | Paper |
Rewiring the network. What helps an innovation to diffuse?
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Efficient estimation of Markov regime-switching models: an application to electricity spot prices
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
AStA. Advances in Statistical Analysis | 2018-11-08 | Paper |
Computing electricity spot price prediction intervals using quantile regression and forecast averaging
Computational Statistics | 2016-08-12 | Paper |
Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
Computational Statistics | 2016-08-12 | Paper |
Fischer Black and financial mathematics
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne | 2012-06-30 | Paper |
Heavy-tails and regime-switching in electricity prices
Mathematical Methods of Operations Research | 2009-07-06 | Paper |
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
Modelling catastrophe claims with left-truncated severity distributions
Computational Statistics | 2007-12-16 | Paper |
Fractal market hypothesis and two power-laws
Chaos, Solitons and Fractals | 2007-08-06 | Paper |
Computational Science - ICCS 2004
Lecture Notes in Computer Science | 2005-12-23 | Paper |
Computational Science - ICCS 2004
Lecture Notes in Computer Science | 2005-12-23 | Paper |
| Statistical Tools for Finance and Insurance | 2005-04-25 | Paper |
| scientific article; zbMATH DE number 1995555 (Why is no real title available?) | 2003-10-22 | Paper |
Estimating long-range dependence: Finite sample properties and confidence intervals
Physica A | 2002-08-21 | Paper |
CED model for asset returns and fractal market hypothesis
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Energy price risk management
Physica A | 2000-08-29 | Paper |
Option pricing proposals under the generalized hyperbolic model
Communications in Statistics. Stochastic Models | 1998-01-21 | Paper |
On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
Statistics & Probability Letters | 1996-09-01 | Paper |
| scientific article; zbMATH DE number 843191 (Why is no real title available?) | 1996-04-08 | Paper |
Operational Research: Methods and Applications
(available as arXiv preprint) | N/A | Paper |
