Peter Karlsson
Senior lecturer, Assistant head of DepartmentMy primary research interests lie in the field of statistics, with a secondary focus on finance. In my previous research I have focused on shrinkage estimators under high-dimensional settings, outlier detection, time series analysis using wavelet decomposition, multivariate analysis with missing observations and shrinkage estimators for various regression models in the context of multicollinearity.
Additionally, I have investigated model selection criteria in the context of multicollinearity, as well as shrinkage estimators for optimal portfolio weights and their corresponding risk measures.
Recently, I have broadened my research scope to encompass statistical learning and machine learning, with a particular focus on mixed data sampling. My current focus is on the application of these methods to nowcasting in economic contexts.
We are accredited
The School of Business and Economics at Linnaeus University is accredited by The Association to Advance Collegiate Schools of Business, AACSB.
Publications
Article in journal (Refereed)
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Dai, D., Javed, F., Karlsson, P.S., Månsson, K. (2025). Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models. Annals of Operations Research.
Status: Epub ahead of print -
Ahnesjö, J., Karlsson, P.S., Bergman, P. (2022). The effect of exercising in different environments on heart rate and power output among older adults–a randomized crossover study. PLOS ONE. 17 (11).
Status: Published -
Karlsson, P.S., Månsson, K., Kibria, B.G. (2020). A Liu estimator for the beta regression model and its application to chemical data. Journal of Chemometrics. 34 (10). 1-16.
Status: Published -
Holgersson, T., Karlsson, P.S., Stephan, A. (2020). A risk perspective of estimating portfolio weights of the global minimum-variance portfolio. AStA Advances in Statistical Analysis. 104. 59-80.
Status: Published -
Karlsson, P.S., Behrenz, L., Shukur, G. (2019). Performances of model selection criteria when variables are ill conditioned. Computational Economics. 54 (1). 77-98.
Status: Published -
Dai, D., Holgersson, T., Karlsson, P.S. (2017). Expected and unexpected values of Individual Mahalanobis Distances. Communications in Statistics - Theory and Methods. 46 (18). 8999-9006.
Status: Published -
Karlsson, H.K., Karlsson, P.S., Månsson, K., Sjölander, P. (2017). Wavelet quantile analysis of asymmetric pricing on the Swedish power market. Empirica. 44 (2). 249-260.
Status: Published -
Holgersson, T., Karlsson, P.S., Mansoor, R. (2012). Estimating mean-standard deviation ratios of financial data. Journal of Applied Statistics. 39 (3). 657-671.
Status: Published -
Holgersson, T., Karlsson, P.S. (2012). Three estimators of the Mahalanobis distance in high-dimensional data. Journal of Applied Statistics. 39 (12). 2713-2720.
Status: Published -
Karlsson, P.S. (2011). The Incompleteness Problem of the APT Model. Computational Economics. 38 (2). 129-151.
Status: Published -
Holgersson, T., Karlsson, P.S. (2010). Model Based vs. Model Independent Tests for Cross-correlation. Journal of Modern Applied Statistical Methods. 9 (1). 75-89.
Status: Published
Conference paper (Refereed)
- Ahnesjö, J., Karlsson, P.S., Bergman, P. (2019). Benefits of outdoor exercise and recovery outdoors in elderly. HEPA Europe, Odense, Denmark, August 28-30, 2019 : abstract book. 38-38.
- Hulthén, H., Karlsson, P.S., Kordestani, A., Kruzela, I. (2019). Supply forecasting using machine learning : a case study from FMCGs sector. 31st Nofoma Conference, Supply Chains and Sustainable Development of Societies, Norwegian Business School, Oslo, June 12-14, 2019.
Conference paper (Other academic)
- Holgersson, T., Karlsson, P.S., Stephan, A. (2016). A risk perspective of estimating portfolio weights of the Global Minimum Variance portfolio. Presented at Statistischen Woche 2016, Augsburg, Germany, September 13-16, 2016.