A collection of publications by Stefanie Grimm
| Jahr Year | Titel/Autor:in Title/Author | Publikationstyp Publication Type |
|---|---|---|
| 2023 | Forecasting corporate credit spreads: Regime-switching in LSTM Erlwein-Sayer, Christina; Grimm, Stefanie; Pieper, Alexander; Rümeysa, Alsaç |
Zeitschriftenaufsatz Journal Article |
| 2023 | Estimating the Value-at-Risk by Temporal VAE Buch, Robert; Grimm, Stefanie; Korn, Ralf; Richert, Ivo |
Zeitschriftenaufsatz Journal Article |
| 2023 | Short-Term Air Pollution Forecasting Using Embeddings in Neural Networks Ramentol, Enislay; Grimm, Stefanie; Stinzendörfer, Moritz; Wagner, Andreas |
Zeitschriftenaufsatz Journal Article |
| 2022 | Unsupervised Anomaly Detection for Auditing Data and Impact of Categorical Encodings Chawda, Ajay; Grimm, Stefanie; Kloft, Marius |
Paper |
| 2021 | Estimating the Value-at-Risk by Temporal VAE Sicks, Robert; Grimm, Stefanie; Korn, Ralf; Richert, Ivo |
Paper |
| 2020 | Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation Grimm, S.; Erlwein-Sayer, C.; Mamon, R. |
Zeitschriftenaufsatz Journal Article |
| 2020 | Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman |
Zeitschriftenaufsatz Journal Article |
| 2016 | Portfolio strategies and estimation in a hidden Markov model using state dependent, state independent or no correlation Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter; Sass, Jörn; Sayer, Tilman |
Paper |
Fraunhofer Institute for Industrial Mathematics ITWM