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

It is suggested that the over-parameterization typically associated with regularization methods is not a necessary price for predictive accuracy in electricity price forecasting and that BMT offers researchers and practitioners a substantially more interpretable and computationally efficient alternative to shrinkage me...

Charisios Grivas, Mikkel Mandrup, Orimar Sauri · 0 citations