Erik Lindström

According to our database, Erik Lindström authored at least 16 papers between 1989 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

Feature selection in jump models.

Peter Nystrup, Petter N. Kolm, Erik Lindström

Expert Syst. Appl., 2021

2020

Learning hidden Markov models with persistent states by penalizing jumps.

Peter Nystrup, Erik Lindström, Henrik Madsen

Expert Syst. Appl., 2020

Temporal hierarchies with autocorrelation for load forecasting.

Peter Nystrup, Erik Lindström, Pierre Pinson, Henrik Madsen

Eur. J. Oper. Res., 2020

Assessing Alignment Between Business and IT Strategy: A Case Study.

Samuel Andrén, Erik Lindström, Alice Hugosson, Sofia Rönnqvist, Robert Lagerström, Simon Hacks

Proceedings of the Forum at Practice of Enterprise Modeling 2020 co-located with the 13th IFIP WG 8.1 Working Conference on the Practice of Enterprise Modeling (PoEM 2020), 2020

2019

Stochastic Modelling of the Flow-Front Evolution in a Vacuum Assisted Resin Transfer Moulding Process with Missing Data.

Michael Nauheimer, Rishi Relan, Uffe Høgsbro Thygesen, Erik Lindström, Henrik Madsen

CoRR, 2019

Multi-period portfolio selection with drawdown control.

Peter Nystrup, Stephen P. Boyd, Erik Lindström, Henrik Madsen

Ann. Oper. Res., 2019

2016

Efficient computation of the quasi likelihood function for discretely observed diffusion processes.

Lars Josef Höök, Erik Lindström

Comput. Stat. Data Anal., 2016

2015

BENCHOP - The BENCHmarking project in option pricing.

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

Int. J. Comput. Math., 2015

2012

A regularized bridge sampler for sparsely sampled diffusions.

Erik Lindström

Stat. Comput., 2012

2010

Implications of Parameter Uncertainty on Option Prices.

Erik Lindström

Adv. Decis. Sci., 2010

2008

Sequential calibration of options.

Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst

Comput. Stat. Data Anal., 2008

2007

Estimating parameters in diffusion processes using an approximate maximum likelihood approach.

Erik Lindström

Ann. Oper. Res., 2007

1998

NetLink: A Modern Data Distribution Approach Applied to Transparent Access of High Performance Software Libraries.

Ivar Holmqvist, Erik Lindström

Proceedings of the Applied Parallel Computing, 1998

WebSolver: User Friendly Metacomputing.

Erik Lindström, Urban Widmark

Proceedings of the High-Performance Computing and Networking, 1998

NetLink: Software Libraries at Your Fingertip.

Ivar Holmqvist, Erik Lindström

Proceedings of the High-Performance Computing and Networking, 1998

1989

The CONLAB Environment: Algorithm Design for and Simulation of MIMD Architectures.

Jerry Eriksson, Peter Jacobson, Bo Kågström, Erik Lindström

Proceedings of the Fourth SIAM Conference on Parallel Processing for Scientific Computing, 1989