Concepedia
Statistics
Publications
16
Citations
527
H-Index
14
Active since
2015
Affiliations
Technical University of Denmark(Current)
Lund University
Statistics Sweden
Courant Institute of Mathematical Sciences
New York University
Peter Nystrup is an author at Technical University of Denmark specializing in engineering, data science, and finance.
Top concepts
EngineeringData ScienceFinanceManagementStatisticsPredictive AnalyticsBusinessForecastingComputer ScienceMachine Learning
Publications per year
2015–2023
Temporal hierarchies with autocorrelation for load forecasting
Peter Nystrup, Erik Lindström, Pierre Pinson et al. · European Journal of Operational Research · 2019 · 79 citations
Forecasting Methodology, Temporal Hierarchies, Engineering +8
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters
Peter Nystrup, Henrik Madsen, Erik Lindström · Journal of Forecasting · 2016 · 63 citations
Forecasting Methodology, Engineering, Forecasting Performance +18
Multi-period portfolio selection with drawdown control
Peter Nystrup, Stephen Boyd, Erik Lindström et al. · Annals of Operations Research · 2018 · 56 citations
Mathematical Programming, Portfolio Optimization, Drawdown Control +8
Recent developments in multivariate wind and solar power forecasting
Mikkel L. Sørensen, Peter Nystrup, Mathias Blicher Bjerregård et al. · Wiley Interdisciplinary Reviews Energy and Environment · 2022 · 43 citations · Full text
Regime-Based Versus Static Asset Allocation: <i>Letting the Data Speak</i>
Peter Nystrup, Bo William Hansen, Henrik Madsen et al. · The Journal of Portfolio Management · 2015 · 36 citations
Economics, Portfolio Optimization, Financial Economics +12
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