This is the website of Michael Beer, Swiss mathematician and statistician.
22 February 2017 – Price Indices
The essence of my research on price indices has finally been published. Many thanks to the late H. W. Brachinger for the initial ideas and to O. Schöni for his contribution.
The article “A formal framework for hedonic elementary price indices” published online on 22 February 2017 in AStA Advances in Statistical Analysis presents the essentials of my research on price indices.
7 June 2014 – Energy markets
The analysis attempts to estimate the revenue potential from the provision of tertiary reserve capacity in the Swiss electricity control area based on publicly available data on historic tenders (June 2010–December 2013). A series of bidding strategies is defined for this purpose and backtested over the available time frame. We compare deterministic strategies derived from the observed price distribution of the previous day or week on the one hand with a model-based strategy on the other hand. The latter is implemented as a random forest regression model that takes into account, amongst other factors, the fill level of reservoir lakes in Switzerland.
14 June 2007 – Math and Music
Mathematics and music play very different roles in society. However, they are more closely related to each other than they are commonly perceived to be. This paper identifies such links in three different areas and concludes with the insight that music often has some mathematical characteristics and, more importantly, that artistic aspects can be found in mathematics as well.
27 December 2006 – Price Indices
My PhD thesis sheds some light on the theoretical foundations of hedonic elementary price indices. While being seen as the most promising method for quality-adjusting price indices, the hedonic approach bases upon econometric concepts that used to lack a solid formal description. The thesis tries to fill these gaps and examines hedonic elementary price indices from an axiomatic viewpoint. An application to the market of used cars in Switzerland shows and compares the empirical nature of alternative index estimators.
28 October 2009 – Sailing
Im Notfall ist es nützlich die GMDSS-Regeln für den UKW-Sprech- und Digitalfunk auf See schnell zur Hand zu haben. Genau das leistet der hier verfügbare Spickzettel.