Daniel Traian Pele

According to our database, Daniel Traian Pele authored at least 5 papers between 2017 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

In the beginning was the Word: LLM-VaR and LLM-ES.

Daniel Traian Pele, Vlad Bolovaneanu, Min-Bin Lin, Rui Ren, Andrei Theodor Ginavar, Bruno Spilak, Alexandru-Victor Andrei, Filip-Mihai Toma, Stefan Lessmann, Wolfgang Karl Härdle

Expert Syst. Appl., 2026

2024

Energy Price Modelling: A Comparative Evaluation of four Generations of Forecasting Methods.

Alexandru-Victor Andrei, Georg Velev, Filip-Mihai Toma, Daniel Traian Pele, Stefan Lessmann

CoRR, 2024

2019

Using High-Frequency Entropy to Forecast Bitcoin's Daily Value at Risk.

Daniel Traian Pele, Miruna Mazurencu-Marinescu-Pele

Entropy, 2019

Modeling Expected Shortfall Using Tail Entropy.

Daniel Traian Pele, Emese Lazar, Miruna Mazurencu-Marinescu-Pele

Entropy, 2019

2017

Information Entropy and Measures of Market Risk.

Daniel Traian Pele, Emese Lazar, Alfonso Dufour

Entropy, 2017