The following pages link to Peter Nystrup (Q2288939):
Displaying 7 items.
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Temporal hierarchies with autocorrelation for load forecasting (Q2327627) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)
- Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters (Q4687655) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
