Dr. Sven Pappert
Wissenschaftlicher Mitarbeiter
Adresse:
Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Mathematische Statistik
Gebäude IB 2/175
Universitätsstraße 150
D-44801 Bochum
Sprechzeiten
Nach Vereinbarung
Arbeitsgebiete
- Abhängigkeitsmodellierung mit Copulas / Dependence Modeling with Copulas
- Zeitreihenanalyse und Probabilistisches Forecasting / Time Series Analysis and Probabilistic Forecasting
- Vorhersage von Energie Zeitreihen / Forecasting Energy Time Series
Publikationen
- Lebedev, A., Das, A., Pappert, S. und Schlüter, S. (2026)
Analyzing uncertainty quantification in statistical and deep learning models for probabilistic electricity price forecasting.
IEEE Access, vol. 14, pp., 52162-52189. - Berrisch, J., Pappert, S., Ziel, F., Arsova, A. (2023)
Modeling volatility and dependence of European carbon and energy prices.
Finance Research Letters, vol. 52, 103503. - Pappert, S., Arsova, A. (2022)
Forecasting Natural Gas Prices with Spatio-Temporal Copula-Based Time Series Models.
International Conference on Time Series and Forecasting (pp. 221-236). Cham: Springer Nature Switzerland.
Pre-Prints:
- Pappert, S., Joe, H. (2026)
Copula-Based Time Series for Non-Gaussian and Non-Markovian Stationary Processes.
https://arxiv.org/abs/2604.01500 - Pappert, S. (2025)
The Field Equations of Penalized non-Parametric Regression.
https://arxiv.org/abs/2503.14763 - Pappert, S. (2024)
Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas). (to appear in the Journal of Time Series Analysis)
https://arxiv.org/abs/2402.01491
