Julian Lancelot Hund
A Polynomial Score Matching Approach to Log-Concave Density Estimation
Masterarbeit
2026
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics
SIAM J. Financeial Mathematics
SIAM
2026
Data-Driven Duration Management: Term Structure Forecasting Using Machine Learning
Journal of Forecasting
Wiley
2025
Financial Innovation in Retail Electricity Markets: Residential Solat and Battery Power Purchase Agreements
Energy Finance
Springer
2024
A Stationary Bootstrap Approach to Simulating Rooftop Solar PV Generation and Electricity Consumption from Households
Energy Finance
Springer
2024
Rötger, Felipe
Forecasting Ancillary Service Prices in Nordic Power Markets: Investigating the 15-Minute Structural Break and Forecasting with Hybrid Machine Learning Architectures
Masterarbeit
2026