3 papers
econ.EM2026
A Comparison of High-Dimensional Variable Selection Procedures for Electricity Spot Price Forecasting
Charisios Grivas, Mikkel Mandrup, Orimar Sauri
The paper considers the problem of variable selection for forecasting electricity spot prices. High-dimensional methods such as LASSO and Elastic Net are widely used for this purpo…
econ.EM2026
Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses
Charisios Grivas, George Kapetanios, Zacharias Psaradakis +3
This paper proposes a nonlinear boosting with multiple testing (BMT) approach to variable selection in high-dimensional generalised linear models with binary responses. At each sta…
stat.AP2024
Robust estimation of carbon dioxide airborne fraction under measurement errors
J. Eduardo Vera-Valdés, Charisios Grivas
This paper discusses the effect of measurement errors in the estimation of the carbon dioxide (CO) airborne fraction. We are the first to present regression-based estimates and…