Rafał Weron

发表

STF2HES_EX: MATLAB example scripts for "FX smile in the Heston model"

Agnieszka Janek, Rafał Weron, 2010 .

Black swans or dragon-kings? A simple test for deviations from the power law

Rafał Weron, Joanna Janczura, R. Weron, 2011, 1102.3712.

Efficient estimation of Markov regime-switching models: An application to electricity spot prices

Rafał Weron, Joanna Janczura, R. Weron, 2012 .

REMST: MATLAB function to remove trend and seasonal component using the moving average method

Rafał Weron, 2010 .

Analysis of ROBECO data by neural networks

Rafał Weron, Wojtek Kowalczyk, 1995 .

MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process

Rafał Weron, 2010 .

DESEASONALIZE: MATLAB function to remove short and long term seasonal components (new implementation)

Rafał Weron, 2010 .

E_HMM: MATLAB function to calculate Electromagnetic Field (EMF) intensity using a Hidden Markov Model (HMM) filter

Rafał Weron, Joanna Janczura, 2012 .

PS2R_SIM: MATLAB function to simulate trajectories of a 2-regime parameter switching (PS) model

Rafał Weron, Joanna Janczura, 2011 .

Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts

Rafał Weron, Tao Hong, Jakub Nowotarski, 2014 .

Selection of Calibration Windows for Day-Ahead Electricity Price Forecasting

Rafał Weron, Tomasz Serafin, Grzegorz Marcjasz, 2018, Energies.