Research output per year
Research output per year
Personal profile
Research
Erik Lindström received the M.Sc. Eng. Phys. degree in 2000, the B.Sc. and M.Sc. in Econ & Business in 2000 and 2001 as well as the Ph.D. degree in Mathematical Statistics in 2004, all from Lund University. He was appointed Docent in 2012 and ETP (Excellent Teaching Practitioner) in 2013 and is from 2016 full professor at the Centre for Mathematical Sciences at Lund University.
He is also the assistant Director for the Program on Industrial Engineering and Managements (swe: biträdande programledare för civilingenjörsprogrammet i Industriell ekonomi) from May 2016 and onwards.
Other duties include being a member and currently chair of the nominating committee at the faculty of Engineering for rector and prorector, faculty board and faculty representatives at the LU hearing assembly.
His research interests include financial mathematics, energy finance and related questions about the stabilility of the power system, statistical theory and testing as well as development of algorithms for parameter estimation in continuous time processes, typically discretely observed diffusion processes. Some of that research in touched upon in his recent (2015) book, Statistics for Finance.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Subject classification (UKÄ)
- Probability Theory and Statistics
- Computational Mathematics
- Economics
- Control Engineering
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Collaborations the last five years
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Research output
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Statistics for Finance
Lindström, E., Madsen, H. & Nygaard Nielsen, J., 2015, (Accepted/In press) Chapman and Hall. 384 p. (Chapman & Hall/CRC Texts in Statistical Science)Research output: Book/Report › Book › Research
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Conditional parametric ARMAX models for observed hourly heat-load dynamics in apartment buildings
Smertinas, J., Bacher, P. & Lindström, E., 2025 Mar 15, In: Sustainable Cities and Society. 122, 106235.Research output: Contribution to journal › Article › peer-review
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What drives cryptocurrency returns? A sparse statistical jump model approach
Cortese, F., Kolm, P. N. & Lindström, E., 2023 Aug 3.Research output: Contribution to conference › Abstract › peer-review
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What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
Cortese, F., Kolm, P. N. & Lindström, E., 2023 Jun 19.Research output: Contribution to conference › Abstract › peer-review
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What drives cryptocurrency returns? A sparse statistical jump model approach
Cortese, F. P., Kolm, P. N. & Lindström, E., 2023 May 20, In: Digital Finance.Research output: Contribution to journal › Article › peer-review
Open Access
Projects
- 4 Finished
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Smart Cities Accelerator+
Lindström, E. (Researcher)
2020/12/01 → 2022/09/30
Project: Commissioned research
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eSSENCE@LU 6:5 - Bayesian spectroscopy: Understanding the Milky Way’s history with data-driven spectroscopy
Church, R. (PI), Traven, G. (Researcher), Birken, P. (Researcher), Lindström, E. (Researcher), Davies, M. B. (Researcher), Feltzing, S. (Researcher), Korn, A. J. (Researcher) & Lind, K. (Researcher)
2020/01/01 → 2021/12/31
Project: Research
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Scientific methods for integrating expert knowledge in Bayesian models
Perepolkin, D. (Research student), Sahlin, U. (Supervisor), Lindström, E. (Assistant supervisor) & Elmberg, J. (Assistant supervisor)
2019/09/15 → 2023/09/15
Project: Dissertation
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Smart Cities Accelerator
Lindström, E. (Researcher)
2016/01/01 → 2020/11/30
Project: Commissioned research