Peter Karlsson

Peter Karlsson

Senior lecturer, Assistant head of  Department
Department of Economics and Statistics School of Business and Economics
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My 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.

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The School of Business and Economics at Linnaeus University is accredited by The Association to Advance Collegiate Schools of Business, AACSB. 

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Publications

Article in journal (Refereed)

Conference paper (Refereed)

Conference paper (Other academic)