Author

Charisios Grivas

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Preprint Jul 2026

Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses

This paper proposes a nonlinear boosting with multiple testing (BMT) approach to variable selection in high-dimensional generalised linear models with binary responses. At each stage of the BMT procedure, the model is updated by adding only the most significant covariate, conditional on those already selected in previo...

Charisios Grivas, G. Kapetanios, Zacharias Psaradakis et al. · 1 citation · ⚡1

Preprint Aug 2026

A Comparison of High-Dimensional Variable Selection Procedures for Electricity Spot Price Forecasting

The paper considers the problem of variable selection for forecasting electricity spot prices. High-dimensional methods such as LASSO and Elastic Net are widely used for this purpose, and while they exhibit strong predictive performance, their tendency to select over-parameterized models raises questions about interpre...

Charisios Grivas, Mikkel Mandrup, Orimar Sauri · 0 citations