Erik Lindström

Publication Activity (10 Years)

Years Active: 1989-2021
Publications (10 Years): 7

Top Topics

Sparsely Sampled

Top Venues

Expert Syst. Appl.

Ann. Oper. Res.

Publications

Peter Nystrup, Petter N. Kolm, Erik Lindström
Feature selection in jump models. Expert Syst. Appl. 184 (2021)
Peter Nystrup, Erik Lindström, Pierre Pinson, Henrik Madsen
Temporal hierarchies with autocorrelation for load forecasting. Eur. J. Oper. Res. 280 (3) (2020)
Samuel Andrén, Erik Lindström, Alice Hugosson, Sofia Rönnqvist, Robert Lagerström, Simon Hacks
Assessing Alignment Between Business and IT Strategy: A Case Study. PoEM (Forum) (2020)
Peter Nystrup, Erik Lindström, Henrik Madsen
Learning hidden Markov models with persistent states by penalizing jumps. Expert Syst. Appl. 150 (2020)
Peter Nystrup, Stephen P. Boyd, Erik Lindström, Henrik Madsen
Multi-period portfolio selection with drawdown control. Ann. Oper. Res. 282 (1-2) (2019)
Michael Nauheimer, Rishi Relan, Uffe Høgsbro Thygesen, Erik Lindström, Henrik Madsen
Stochastic Modelling of the Flow-Front Evolution in a Vacuum Assisted Resin Transfer Moulding Process with Missing Data. CoRR (2019)
Lars Josef Höök, Erik Lindström
Efficient computation of the quasi likelihood function for discretely observed diffusion processes. Comput. Stat. Data Anal. 103 (2016)
Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao
BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math. 92 (12) (2015)
Erik Lindström
A regularized bridge sampler for sparsely sampled diffusions. Stat. Comput. 22 (2) (2012)
Erik Lindström
Implications of Parameter Uncertainty on Option Prices. Adv. Decis. Sci. 2010 (2010)
Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst
Sequential calibration of options. Comput. Stat. Data Anal. 52 (6) (2008)
Erik Lindström
Estimating parameters in diffusion processes using an approximate maximum likelihood approach. Ann. Oper. Res. 151 (1) (2007)
Erik Lindström, Urban Widmark
WebSolver: User Friendly Metacomputing. HPCN Europe (1998)
Ivar Holmqvist, Erik Lindström
NetLink: Software Libraries at Your Fingertip. HPCN Europe (1998)
Ivar Holmqvist, Erik Lindström
NetLink: A Modern Data Distribution Approach Applied to Transparent Access of High Performance Software Libraries. PARA (1998)
Jerry Eriksson, Peter Jacobson, Bo Kågström, Erik Lindström
The CONLAB Environment: Algorithm Design for and Simulation of MIMD Architectures. PPSC (1989)