Financial Mathematics Group

Research output

Research output per year 1996 2010 2012 2014 2015 2016 2018 2019 2023

• 47 Article
• 13 Paper in conference proceeding
• 11 Paper, not in proceeding
• 8 Abstract
• 11 More
  • 3 Doctoral Thesis (compilation)
  • 2 Book chapter
  • 2 Published meeting abstract
  • 2 Specialist publication article
  • 1 Book
  • 1 Licentiate Thesis

Research output per year

Research output per year

Search results

• 2023

  GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS

  Cortese, F., Kolm, P. N. & Lindström, E., 2023, Symposium i anvendt statistik 2023. Linde, P. (ed.). Copenhagen: Danmarks Statistik & Copenhagen Business School, p. 68-78

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  Open Access

  • Information Criterion 100%
  • Cryptocurrency 99%
  • Jump 93%
  • Hidden Markov Model (HMM) 65%
  • Bear Market 50%
• 2018

  Optimal adaptive sequential calibration of option models

  Lindström, E. & Åkerlindh, C., 2018, International Series in Operations Research and Management Science. Springer, Vol. 257. p. 165-181 17 p. (International Series in Operations Research and Management Science; vol. 257).

  Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  • Calibration 100%
  • Tuning 33%
  • Statistical Models 19%