Erik Lindström
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- 2020
-
Mark
Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
Nystrup, Peter LU
; N. Kolm, Petter
and Lindström, Erik
LU
(2020)
In The Journal of Financial Data Science
2(3).
p.25-39
- Contribution to journal › Article
-
Mark
Learning hidden Markov models with persistent states by penalizing jumps
Nystrup, Peter LU
; Lindström, Erik
LU
and Madsen, Henrik
(2020)
In Expert Systems with Applications
150.
- Contribution to journal › Article
-
Mark
Hyperparameter Optimization for Portfolio Selection
Nystrup, Peter LU
; Lindström, Erik
LU
and Henrik, Madsen
(2020)
In The Journal of Financial Data Science
2(2).
- Contribution to journal › Article
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter LU
; Lindström, Erik
LU
; Pinson, Pierre
and Madsen, Henrik
(2020)
In European Journal of Operational Research
280(3).
p.876-888
- Contribution to journal › Article
- 2019
-
Mark
Multi-period portfolio selection with drawdown control
Nystrup, Peter ; Boyd, Stephen ; Lindström, Erik LU
and Madsen, Henrik
(2019)
In Annals of Operations Research
282(1-2).
p.245-271
- Contribution to journal › Article
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter LU
; Lindström, Erik
LU
; Madsen, Henrik
and Pinson, Pierre
(2019)
International Symposium on Forecasting, 2019
- Contribution to conference › Abstract
-
Mark
Fourier Method for Valuation of Options under Parameter and State Uncertainty
- Contribution to journal › Article
-
Mark
LPJ-GM 1.0 : Simulating migration efficiently in a dynamic vegetation model
Lehsten, Veiko LU ; Mischurow, Michael LU ; Lindström, Erik LU
; Lehsten, Dorte
LU
and Lischke, Heike
(2019)
In Geoscientific Model Development
12(3).
p.893-908
- Contribution to journal › Article
-
Mark
Spatial statistical modelling of insurance risk : a spatial epidemiological approach to car insurance
Tufvesson, Oskar ; Lindström, Johan LU
and Lindström, Erik
LU
(2019)
In Scandinavian Actuarial Journal
2019(6).
p.508-522
- Contribution to journal › Article
- 2018
-
Mark
Optimal adaptive sequential calibration of option models
Lindström, Erik LU
and Åkerlindh, Carl
LU
(2018)
In International Series in Operations Research and Management Science
257.
p.165-181
- Chapter in Book/Report/Conference proceeding › Book chapter