Gregor Kastner

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 2

Top Topics

Optimization Model

Top Venues

Bus. Inf. Syst. Eng.

J. Stat. Softw.

Publications

Darjus Hosszejni, Gregor Kastner
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. J. Stat. Softw. 100 (12) (2021)
Laura Vana, Ennio Visconti, Laura Nenzi, Annalisa Cadonna, Gregor Kastner
Posterior predictive model assessment using formal methods in a spatio-temporal mode. CoRR (2021)
Gregor Kastner, Sylvia Frühwirth-Schnatter
Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Comput. Stat. Data Anal. 76 (2014)
Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Röglinger
The Business Value of Process Flexibility - An Optimization Model and Its Application in the Service Sector. Bus. Inf. Syst. Eng. 6 (4) (2014)
Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Röglinger
Der Wertbeitrag von Prozessflexibilität - Ein Optimierungsmodell und seine Anwendung im Dienstleistungssektor. Wirtschaftsinf. 56 (4) (2014)
Patrick Afflerbach, Gregor Kastner, Felix Krause, Maximilian Roeglinger
An Optimization Model for Valuating Process Flexibility. ICIS (2013)