Florentina Paraschiv
About
I moved to Zeppelin University, Chair of Finance: Lehrstuhl Finance | Zeppelin Universität (zu.de)
January 2020--2023 Leader Centre for Banking and Finance NTNU https://www.ntnu.edu/hhs/finance#/view/about
Organizer PhD Summer School in Finance: https://www.ntnu.no/hhs/summerschool
Research interests: Finance (sustainable finance, energy finance, banking)
Awards:
- 2019 Award by the Austrian Operations Research Society (Best Disertation Award Daniela Escobar) for joint research on "Recovering distortion functions from power futures".
- 2019 Simons Fellowship Isaac Newton Institute, Research Stay University of Cambridge.
- November 2016 – ECOMFIN Best Paper Award, Energy and Commodity Finance Conference, Paris.
- October 2013– DK Gupta Memorial Best Energy Paper Award 2013, Conference Energy Finance, Essen.
Research grants:
- EU Grant COST ACTIONS 2020—2025, Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry: https://www.cost.eu/actions/CA19130/#tabs|Name:overview Leader WP1 for Norway: Transparency in FinTech
- EU Grant Horizon 2018—2021, +CityxChange (2018), (1 million NOK) project partner: http://cityxchange.eu/
- NTNU FINTECH Stud Program (2020) financed by Sparebank 1 SMN (2 million NOK)
- Isaac Newton Institute (personal) EU grant: Isaac Newton Institute, Research Stay University of Cambridge, 15 March—03 May 2019.
- Grant offered by the Norwegian Finance Initiative (NFI) to build a PhD Summer School of Finance (2019) at NTNU Business School (50'000 USD)
- NTNU Research Grant 6 million NOK (2 PhD positions financed for 3 years) (February 2018): Financial challenges for the integration of short term electricity markets with Stein-Erik Fleten
- Research grant Adolf Øiens Donasjonsfond (March 2018), 100`000 NOK, Energizing new computational frontiers
- Swiss Federal Office of Energy SFOE, Research programme Energy-Economy-Society (EWG), 2016. Grant of 120’000 CHF for the research proposal: Econometric analysis of the determinants of electricity wholesale prices
- Joint grant with the University of Vienna of 40’000 EUR (2010-2013) Energy Policies and Risk Management for the 21st Century
Former PhD students and postdoc (main supervisor):
- Marianna Russo (former Postdoc at NTNU Business School): Call as Assistant Professor at NEOMA Paris
- Ranik Raaen Wahlstrøm (former PhD student at NTNU Business School with focus on Corporate Finance, Fintech, Term Structure Models): Call as Associate Professor for Business Analytics at NTNU
- Wei Li (former PhD student at NTNU Business School with focus on Energy Finance, Fintech): Call as Postdoc at the University of Singapore
- Akarsh Kainth (former co-supervised PhD student at NTNU Ålesund)
On going PhD supervision:
Publications
2024
-
Paraschiv, Florentina;
Schmid, Hannah;
Schmitz, Marten;
Dünwald, Vivian;
Groos, Emma.
(2024)
The Interplay Between China’s Regulated and Voluntary Carbon Markets and Its Influence on Renewable Energy Development—A Literature Review.
Energies
Academic literature review
2023
-
Halser, Christoph;
Paraschiv, Florentina;
Russo, Marianna.
(2023)
Oil–gas price relationships on three continents: Disruptions and equilibria.
Journal of Commodity Markets
Academic article
-
Böhnke, Victoria;
Ongena, Steven Roger Godelieve;
Paraschiv, Florentina;
Reite, Endre Jo.
(2023)
Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?.
Journal of Banking & Finance
Academic article
-
Ongena, Steven Roger Godelieve;
Paraschiv, Florentina;
Reite, Endre Jo.
(2023)
Counteroffers and Price Discrimination in Mortgage Lending.
Journal of Empirical Finance
Academic article
2022
-
Li, Wei;
Paraschiv, Florentina;
Sermpinis, Georgios.
(2022)
A data-driven explainable case-based reasoning approach for financial risk detection.
Quantitative finance (Print)
Academic article
-
Mas Urquijo, Ignacio;
Paraschiv, Florentina.
(2022)
Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market Integration.
Energy Journal
Academic article
-
Halser, Christoph;
Paraschiv, Florentina.
(2022)
Pathways to Overcoming Natural Gas Dependency on Russia—The German Case.
Energies
Academic article
2021
-
Wahlstrøm, Ranik Raaen;
Paraschiv, Florentina;
Füss, Roland.
(2021)
Financial data science for exploring and explaining the ever-increasing amount of data.
Norges teknisk-naturvitenskapelige universitet
Doktoravhandlinger ved NTNU (272)
Doctoral dissertation
-
Ongena, Steven Roger G.;
Paraschiv, Florentina;
Reite, Endre Jo.
(2021)
Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization.
Social Science Research Network (SSRN)
Academic article
-
Li, Wei;
Paraschiv, Florentina.
(2021)
Modelling the Evolution of Wind and Solar Power Infeed Forecasts.
Journal of Commodity Markets
Academic article
-
Wahlstrøm, Ranik Raaen;
Paraschiv, Florentina;
Schürle, Michael.
(2021)
A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions.
Computational Economics
Academic article
-
Kremer, Marcel;
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2021)
An econometric model for intraday electricity trading.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Academic article
2020
-
Fleten, Stein-Erik;
Paraschiv, Florentina.
(2020)
Editorial.
Computational Management Science
Editorial
-
Paraschiv, Florentina;
Mohamad, Dima.
(2020)
The Nuclear Power Dilemma—Between Perception
and Reality.
Energies
Academic article
-
Kremer, Marcel;
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2020)
Intraday Electricity Pricing of Night Contracts.
Energies
Academic article
-
Paraschiv, Florentina;
Reese, Stine Marie;
Skjelstad, Margrethe Ringkjøb.
(2020)
Portfolio Stress Testing Applied to Commodity Futures.
Computational Management Science
Academic article
2019
-
Westgaard, Sjur;
Paraschiv, Florentina;
Ekern, Lina Lasessen;
Naustdal, Ingrid;
Roald, Malene.
(2019)
Forecasting Price Distributions in the German Electricity Market.
Routledge
Academic chapter/article/Conference paper
-
Paraschiv, Florentina.
(2019)
Reporting on the research track on "Pricing and optimization of intraday/day-ahead electricity and futures contracts" Mathematics for Energy Systems program, Isaac Newton Institute.
SSRN
Report
2018
-
Frauendorfer, Karl;
Paraschiv, Florentina;
Schürle, Michael.
(2018)
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition.
Energies
Academic article
-
Kiesel, Rüdiger;
Paraschiv, Florentina;
Sætherø, Audun.
(2018)
On the Construction of Hourly Price Forward Curves for Electricity Prices.
Computational Management Science
Academic article
-
Spada, Matteo;
Paraschiv, Florentina;
Burgherr, Peter.
(2018)
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies.
Energy
Academic article
2017
-
Aepli, Matthias D.;
Füss, Roland;
Henriksen, Tom Erik Sønsteng;
Paraschiv, Florentina.
(2017)
Modeling the multivariate dynamic dependence structure of commodity futures portfolios.
Journal of Commodity Markets
Academic article
-
Benth, Fred Espen;
Paraschiv, Florentina.
(2017)
A space-time random field model for electricity forward prices.
Journal of Banking & Finance
Academic article
-
Paraschiv, Florentina;
Schuerle, Michael.
(2017)
Replication of non-maturing products in a low interest rate environment.
Chapter
-
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2017)
Econometric analysis of 15-minute intraday electricity prices.
Energy Economics
Academic article
-
Paraschiv, Florentina;
Frauendorfer, Karl;
Schuerle, Michael.
(2017)
Econometric analysis of the determinants of electricity wholesale prices in Switzerland and Germany (Project Financed by Swiss Federal Office of Energy).
Bundesamt für Energie BFE, Switzerland
Report
2016
-
Hagfors, Lars Ivar;
Kamperud, Hilde Hørthe;
Paraschiv, Florentina;
Prokozcuk, Marcel;
Sator, Alma;
Westgaard, Sjur.
(2016)
Prediction of extreme price occurrences in the German day-ahead electricity market.
Quantitative finance (Print)
Academic article
-
Hagfors, Lars Ivar;
Paraschiv, Florentina;
Molnar, Peter;
Westgaard, Sjur.
(2016)
Using quantile regression to analyze the effect of renewables on EEX price formation.
Renewable Energy and Environmental Sustainability
Academic article
-
Paraschiv, Florentina;
Hadzi-Mishev, Risto;
Keles, Dogan.
(2016)
Extreme Value Theory for heavy-tails in electricity prices.
Journal of Energy Markets
Academic article
2015
-
Keles, Dogan;
Scelle, Jonathan;
Paraschiv, Florentina;
Fichtner, Wolfgang.
(2015)
Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks (ANN).
Applied Energy
Academic article
-
Paraschiv, Florentina;
Mudry, Pierre Antoine;
Andries, Alin.
(2015)
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas.
Economic Modelling
Academic article
-
Paraschiv, Florentina;
Fleten, Stein-Erik;
Schuerle, Michael.
(2015)
A spot-forward model for electricity prices with regime shifts.
Energy Economics
Academic article
2014
-
Paraschiv, Florentina;
Erni, David;
Pietsch, Ralf.
(2014)
The impact of renewable energies on EEX day-ahead electricity prices.
Energy Policy
Academic article
-
Kovacevic, Raimund M.;
Paraschiv, Florentina.
(2014)
Medium-term planning for thermal electricity production.
OR Spectrum: quantitative approaches in management
Academic article
-
Paraschiv, Florentina;
Mudry, Pierre Antoine.
(2014)
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas.
Computational Management Science (682)
Academic anthology/Conference proceedings
-
Gamze, Celik;
Frauendorfer, Karl;
Paraschiv, Florentina.
(2014)
Joint dynamics of European and American oil prices.
Palgrave Macmillan
Palgrave Macmillan
Non-fiction book
2013
-
Paraschiv, Florentina;
Schuerle, Michael.
(2013)
Optimizing risk and return of non-maturing products by dynamic replication.
Academic chapter/article/Conference paper
-
Paraschiv, Florentina.
(2013)
Price dynamics in electricity markets.
Springer
Academic chapter/article/Conference paper
-
Agustin, Daviou;
Paraschiv, Florentina.
(2013)
Investors` behavior under changing market volatility.
Journal of Investing
Academic article
-
Paraschiv, Florentina.
(2013)
Adjustment policy of deposit rates in the case of Swiss non-maturing savings accounts
.
Journal of Applied Finance and Banking
Academic article
2012
-
Paraschiv, Florentina.
(2012)
Modeling non-maturing savings volumes.
Economics & Finance Review
Academic article
2011
-
Paraschiv, Florentina.
(2011)
Modeling client rates and volumes of the non-maturing savings accounts.
Bank- und Finanzwirtschaftliche Forschungen, Haupt Verlag
Non-fiction book
Journal publications
-
Paraschiv, Florentina;
Schmid, Hannah;
Schmitz, Marten;
Dünwald, Vivian;
Groos, Emma.
(2024)
The Interplay Between China’s Regulated and Voluntary Carbon Markets and Its Influence on Renewable Energy Development—A Literature Review.
Energies
Academic literature review
-
Halser, Christoph;
Paraschiv, Florentina;
Russo, Marianna.
(2023)
Oil–gas price relationships on three continents: Disruptions and equilibria.
Journal of Commodity Markets
Academic article
-
Böhnke, Victoria;
Ongena, Steven Roger Godelieve;
Paraschiv, Florentina;
Reite, Endre Jo.
(2023)
Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?.
Journal of Banking & Finance
Academic article
-
Ongena, Steven Roger Godelieve;
Paraschiv, Florentina;
Reite, Endre Jo.
(2023)
Counteroffers and Price Discrimination in Mortgage Lending.
Journal of Empirical Finance
Academic article
-
Li, Wei;
Paraschiv, Florentina;
Sermpinis, Georgios.
(2022)
A data-driven explainable case-based reasoning approach for financial risk detection.
Quantitative finance (Print)
Academic article
-
Mas Urquijo, Ignacio;
Paraschiv, Florentina.
(2022)
Cross-border Effects between the Spanish and French Electricity Markets: Asymmetric Dynamics and Benefits in the Light of European Market Integration.
Energy Journal
Academic article
-
Halser, Christoph;
Paraschiv, Florentina.
(2022)
Pathways to Overcoming Natural Gas Dependency on Russia—The German Case.
Energies
Academic article
-
Ongena, Steven Roger G.;
Paraschiv, Florentina;
Reite, Endre Jo.
(2021)
Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization.
Social Science Research Network (SSRN)
Academic article
-
Li, Wei;
Paraschiv, Florentina.
(2021)
Modelling the Evolution of Wind and Solar Power Infeed Forecasts.
Journal of Commodity Markets
Academic article
-
Wahlstrøm, Ranik Raaen;
Paraschiv, Florentina;
Schürle, Michael.
(2021)
A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions.
Computational Economics
Academic article
-
Kremer, Marcel;
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2021)
An econometric model for intraday electricity trading.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Academic article
-
Fleten, Stein-Erik;
Paraschiv, Florentina.
(2020)
Editorial.
Computational Management Science
Editorial
-
Paraschiv, Florentina;
Mohamad, Dima.
(2020)
The Nuclear Power Dilemma—Between Perception
and Reality.
Energies
Academic article
-
Kremer, Marcel;
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2020)
Intraday Electricity Pricing of Night Contracts.
Energies
Academic article
-
Paraschiv, Florentina;
Reese, Stine Marie;
Skjelstad, Margrethe Ringkjøb.
(2020)
Portfolio Stress Testing Applied to Commodity Futures.
Computational Management Science
Academic article
-
Frauendorfer, Karl;
Paraschiv, Florentina;
Schürle, Michael.
(2018)
Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition.
Energies
Academic article
-
Kiesel, Rüdiger;
Paraschiv, Florentina;
Sætherø, Audun.
(2018)
On the Construction of Hourly Price Forward Curves for Electricity Prices.
Computational Management Science
Academic article
-
Spada, Matteo;
Paraschiv, Florentina;
Burgherr, Peter.
(2018)
A comparison of risk measures for accidents in the energy sector and their implications on decision-making strategies.
Energy
Academic article
-
Aepli, Matthias D.;
Füss, Roland;
Henriksen, Tom Erik Sønsteng;
Paraschiv, Florentina.
(2017)
Modeling the multivariate dynamic dependence structure of commodity futures portfolios.
Journal of Commodity Markets
Academic article
-
Benth, Fred Espen;
Paraschiv, Florentina.
(2017)
A space-time random field model for electricity forward prices.
Journal of Banking & Finance
Academic article
-
Kiesel, Rüdiger;
Paraschiv, Florentina.
(2017)
Econometric analysis of 15-minute intraday electricity prices.
Energy Economics
Academic article
-
Hagfors, Lars Ivar;
Kamperud, Hilde Hørthe;
Paraschiv, Florentina;
Prokozcuk, Marcel;
Sator, Alma;
Westgaard, Sjur.
(2016)
Prediction of extreme price occurrences in the German day-ahead electricity market.
Quantitative finance (Print)
Academic article
-
Hagfors, Lars Ivar;
Paraschiv, Florentina;
Molnar, Peter;
Westgaard, Sjur.
(2016)
Using quantile regression to analyze the effect of renewables on EEX price formation.
Renewable Energy and Environmental Sustainability
Academic article
-
Paraschiv, Florentina;
Hadzi-Mishev, Risto;
Keles, Dogan.
(2016)
Extreme Value Theory for heavy-tails in electricity prices.
Journal of Energy Markets
Academic article
-
Keles, Dogan;
Scelle, Jonathan;
Paraschiv, Florentina;
Fichtner, Wolfgang.
(2015)
Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks (ANN).
Applied Energy
Academic article
-
Paraschiv, Florentina;
Mudry, Pierre Antoine;
Andries, Alin.
(2015)
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas.
Economic Modelling
Academic article
-
Paraschiv, Florentina;
Fleten, Stein-Erik;
Schuerle, Michael.
(2015)
A spot-forward model for electricity prices with regime shifts.
Energy Economics
Academic article
-
Paraschiv, Florentina;
Erni, David;
Pietsch, Ralf.
(2014)
The impact of renewable energies on EEX day-ahead electricity prices.
Energy Policy
Academic article
-
Kovacevic, Raimund M.;
Paraschiv, Florentina.
(2014)
Medium-term planning for thermal electricity production.
OR Spectrum: quantitative approaches in management
Academic article
-
Agustin, Daviou;
Paraschiv, Florentina.
(2013)
Investors` behavior under changing market volatility.
Journal of Investing
Academic article
-
Paraschiv, Florentina.
(2013)
Adjustment policy of deposit rates in the case of Swiss non-maturing savings accounts
.
Journal of Applied Finance and Banking
Academic article
-
Paraschiv, Florentina.
(2012)
Modeling non-maturing savings volumes.
Economics & Finance Review
Academic article
Books
-
Paraschiv, Florentina;
Mudry, Pierre Antoine.
(2014)
Stress testing techniques for portfolios of commodity futures, using extreme-value theory and copulas.
Computational Management Science (682)
Academic anthology/Conference proceedings
-
Gamze, Celik;
Frauendorfer, Karl;
Paraschiv, Florentina.
(2014)
Joint dynamics of European and American oil prices.
Palgrave Macmillan
Palgrave Macmillan
Non-fiction book
-
Paraschiv, Florentina.
(2011)
Modeling client rates and volumes of the non-maturing savings accounts.
Bank- und Finanzwirtschaftliche Forschungen, Haupt Verlag
Non-fiction book
Part of book/report
-
Westgaard, Sjur;
Paraschiv, Florentina;
Ekern, Lina Lasessen;
Naustdal, Ingrid;
Roald, Malene.
(2019)
Forecasting Price Distributions in the German Electricity Market.
Routledge
Academic chapter/article/Conference paper
-
Paraschiv, Florentina;
Schuerle, Michael.
(2017)
Replication of non-maturing products in a low interest rate environment.
Chapter
-
Paraschiv, Florentina;
Schuerle, Michael.
(2013)
Optimizing risk and return of non-maturing products by dynamic replication.
Academic chapter/article/Conference paper
-
Paraschiv, Florentina.
(2013)
Price dynamics in electricity markets.
Springer
Academic chapter/article/Conference paper
Report
-
Wahlstrøm, Ranik Raaen;
Paraschiv, Florentina;
Füss, Roland.
(2021)
Financial data science for exploring and explaining the ever-increasing amount of data.
Norges teknisk-naturvitenskapelige universitet
Doktoravhandlinger ved NTNU (272)
Doctoral dissertation
-
Paraschiv, Florentina.
(2019)
Reporting on the research track on "Pricing and optimization of intraday/day-ahead electricity and futures contracts" Mathematics for Energy Systems program, Isaac Newton Institute.
SSRN
Report
-
Paraschiv, Florentina;
Frauendorfer, Karl;
Schuerle, Michael.
(2017)
Econometric analysis of the determinants of electricity wholesale prices in Switzerland and Germany (Project Financed by Swiss Federal Office of Energy).
Bundesamt für Energie BFE, Switzerland
Report
Outreach
2022
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2022) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. European Accounting Association 44th Annual Congress of the European Accounting Association , Bergen 2022-05-11 - 2022-05-13
-
Academic lectureParaschiv, Florentina; Russo, Marianna. (2022) Natural gas pricing on three continents: A review of gas-oil relationships. Parthenope University of Naples Energy Finance Italia Edizione 7 (EFI7) , Naples, Italy 2022-02-10 - 2022-02-11
-
Academic lectureParaschiv, Florentina; Russo, Marianna. (2022) Natural gas pricing on three continents: A review of gas-oil relationships. Stiftung Alpines Energieforschungscenter AlpEnForCe Energy Research Talks Disentis 2022 , Disentis, Switzerland 2022-01-26 - 2022-01-28
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2022) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Eastern Finance Association Eastern Finance Association (EFA) 2022 Annual Meeting , Washington, DC 2022-04-06 - 2022-04-09
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2022) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Risk Banking and Finance Society The 15th International Risk Management Conference (IRMC 2022) , Bari, Italy 2022-07-04 - 2022-07-05
2021
-
Academic lectureReite, Endre Jo; Ongena, Steven Roger G.; Paraschiv, Florentina. (2021) Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization. NTNU PhD Digital Workshop in Banking and Finance , Digital 2021-05-31 - 2021-05-31
-
Academic lectureBöhnke, Victoria; Ongena, Steven Roger G.; Paraschiv, Florentina; Reite, Endre Jo. (2021) Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?∗ . German Finance Association 27th Annual Meeting of the German Finance Association (DGF) , Innsbrück 2021-09-30 - 2021-10-03
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. University of Miami Winter Research Conference on Machine Learning and Business 2021-02-12 - 2021-02-13
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Centre for Banking and Finance, NTNU Business School PhD Digital Workshop in Banking and Finance 2021-05-31 -
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. UNSW Business School The 34th Australasian Finance and Banking Conference (AFBC) 2021-12-15 - 2021-12-17
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. STAT OF ML (Statistics of Machine Learning) 2021 conference 2021-10-07 - 2021-10-08
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. NTNU Business School NTNU Business School Conference 2021 , Trondheim 2021-10-20 - 2021-10-21
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Bucharest University of Economic Studies COST FinAI Annual Meeting , Bucharest 2021-10-28 - 2021-10-29
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Financial Management Association International Financial Management Association International (FMA) 2021 Annual Meeting , Denver, Colorado 2021-10-20 - 2021-10-23
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2021) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Wiserfunding Ltd Seminar at Wiserfunding Ltd. London , London 2021-09-21 -
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Academic lectureParaschiv, Florentina; Böhnke, Victoria; Reite, Endre Jo; Ongena, Steven Roger G.. (2021) Back to the Roots of Internal Credit Risk Models: Why Do Banks' Risk-Weighted Asset Levels Converge over Time?. European Financial Management Association 2021 Annual Meeting 2021-06-30 - 2021-07-03
-
Academic lectureParaschiv, Florentina; Russo, Marianna. (2021) Natural gas pricing on three continents: A review of gas-oil relationships. University of Duisburg-Essen 11th International Ruhr Energy Conference (INREC) 2022 - Climate Finance and Energy Markets , Essen, Germany 2021-09-15 - 2021-09-16
2020
-
Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2020) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. NTNU Business School NTNU Business School Conference 2020 , Trondheim 2020-10-14 - 2020-10-15
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2020) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. The 2nd Yushan Conference “FinTech & RegTech Fundamentals. Techs. Apps” 2020-12-10 - 2020-12-11
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2020) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. The 4th Shanghai-Edinburgh Fintech Conference and the 6th Fintech International Conference , Shanghai, China 2020-11-07 -
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2020) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Department of Industrial Economics and Technology Management Invited talk NTNU, Department of Industrial Economics and Technology Management, Norway , Trondheim 2020-02-26 -
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2020) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Norwegian School of Economics (NHH) FIBE 2020 , Bergen 2020-01-09 - 2020-01-10
2019
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Popular scientific lectureParaschiv, Florentina. (2019) Integration of renewable energies with impact on electricity trading. Karlsruhe Institute of Technology, Faculty of Economics Faculty Collocvium , Karlsruhe 2019-11-06 - 2019-11-07
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2019) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. NTNU, Faculty of Economics and Management Workshop on Banking and Finance , Trondheim 2019-05-20 - 2019-05-21
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Academic lectureWahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael. (2019) A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions. NTNU Business School PhD Workshop during PhD Summer School in Finance , Trondheim 2019-09-02 -
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Academic lectureWahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael. (2019) A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions. Norges Bank (the central bank of Norway) Internal seminar at Norges Bank , Oslo 2019-10-16 -
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Academic lectureParaschiv, Florentina; Schmid, Markus; Wahlstrøm, Ranik Raaen. (2019) Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. NTNU Business School NTNU Business School, Internal Seminar , Trondheim 2019-02-19 -
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Popular scientific lectureParaschiv, Florentina. (2019) Webinar University of Cambridge, INI, Mathematics for Energy Systems Programme: Econometrics of Intraday Electricity Prices: https://gateway.newton.ac.uk/presentation/2019-05-01/25712. Isaac Newton Institute, University of Cambridge Webinar: https://gateway.newton.ac.uk/presentation/2019-05-01/25712 , Cambridge UK 2019-05-01 -
2018
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Academic lectureWahlstrøm, Ranik Raaen; Paraschiv, Florentina; Schuerle, Michael. (2018) A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions. NTNU Business School NTNU Business School Conference 2018 , Trondheim 2018-10-17 - 2018-10-18
2017
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LectureParaschiv, Florentina. (2017) A space-time random field model for electricity forward prices. University if Bergamo Computational Management Science Conference, Bergamo , Bergamo 2017-05-30 - 2017-06-01
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LectureParaschiv, Florentina. (2017) A space-time random field model for electricity forward prices. Lorenz Center 19 Sept. 2017 Workshop Lorenz Center: Applied Mathematics Techniques for Energy Markets in Transition 2017-09-18 - 2017-09-22
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LectureParaschiv, Florentina. (2017) Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. Department of Mathematical Sciences, Invited talk NTNU, Department of Mathematical Sciences, Norway , Trondheim 2017-09-18 -
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LectureParaschiv, Florentina. (2017) A fully parametric approach for solving quantile regressions with time-varying coefficients. Fred Espen Benth, UiO Invited talk University of Oslo, Depth. of Mathematics , Oslo 2017-03-21 - 2017-03-22
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Popular scientific lectureParaschiv, Florentina. (2017) Webinar ESSEC Business School Paris: Random field models for energy forwards. ESSEC BS Webinar (public scientific lecture) ESSEC BUSINESS SCHOOL PARIS: https://sites.google.com/a/essec.edu/energy-commodity-finance-research-center/events/monthly-executive-seminar , Paris Cergy 2017-11-21 -
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LectureParaschiv, Florentina; Schuerle, Michael. (2017) Valuation of the flexibility of power-to-gas facilities. Energy Finance Christmas Workshop , Krakow 2017-12-13 - 2017-12-15
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LectureParaschiv, Florentina. (2017) Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. NTNU Business School, Internal Seminar , Trondheim 2017-08-29 -