Erik Lindström
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- 2020
-
Mark
Hyperparameter Optimization for Portfolio Selection
(
- Contribution to journal › Article
- 2019
-
Mark
LPJ-GM 1.0 : Simulating migration efficiently in a dynamic vegetation model
(
- Contribution to journal › Article
-
Mark
Spatial statistical modelling of insurance risk : a spatial epidemiological approach to car insurance
(
- Contribution to journal › Article
-
Mark
Multi-period portfolio selection with drawdown control
(
- Contribution to journal › Article
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
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
- 2018
-
Mark
Dynamic portfolio optimization across hidden market regimes
(
- Contribution to journal › Article
-
Mark
Optimal adaptive sequential calibration of option models
(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
A Variance-Reduced Multilevel Monte Carlo Algorithm for Maximum Likelihood Inference in Multivariate Diffusions
2018) 12th International Workshop on Rare-Event Simulation(
- Contribution to conference › Abstract
-
Mark
Unbiased Adaptive LASSO parameter estimation for diffusion processes
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding