Prof. Dr. Marc Wildi

Projects

• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Team member / completed
• Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / Project leader / completed
• Currency hedging for SMEs and pension funds / Team member / completed
• Modeling Writing Phases / Team member / completed

Publications

Articles in scientific journal, peer-reviewed

• Wildi, M. (2026). The accuracy smoothness dilemma in prediction : a novel multivariate M‐SSA forecast approach. Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.70058
• Wildi, M., & McElroy, T. (2020). The multivariate linear prediction problem : model-based and direct filtering solutions. Econometrics and Statistics, 14, 112–130. https://doi.org/10.1016/j.ecosta.2019.12.004
• Wildi, M., & McElroy, T. S. (2019). The trilemma between accuracy, timeliness and smoothness in real-time signal extraction. International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2019.03.008
• Wildi, M., & Bundi, N. A. (2019). Bitcoin and market-(in)efficiency : a systematic time series approach. Digital Finance, 1(1), 47–65. https://doi.org/10.1007/s42521-019-00004-z
• Wildi, M., & McElroy, T. (2016). Optimal real-time filters for linear prediction problems. Journal of Time Series Econometrics, 8(2), 155–192. https://doi.org/10.1515/jtse-2014-0019
• McElroy, T., & Wildi, M. (2013). Multi-step-ahead estimation of time series models. International Journal of Forecasting, 29(3), 378–394. https://doi.org/10.1016/j.ijforecast.2012.08.003
• Wildi, M. (2011). Discussion : calling recessions in real time. International Journal of Forecasting, 27(4), 1032–1038. https://doi.org/10.1016/j.ijforecast.2011.03.006
• McElroy, T., & Wildi, M. (2010). Signal extraction revision variances as a goodness-of-fit measure. Journal of Time Series Econometrics, 2(1). https://doi.org/10.2202/1941-1928.1012
• Näpflin, M., Wildi, M., & Sarnthein, J. (2008). Test–retest reliability of EEG spectra during a working memory task. NeuroImage, 43(4), 687–693. https://doi.org/10.1016/j.neuroimage.2008.08.028
• Stier, W., & Wildi, M. (2002). About model-based time series procedures : some remarks to TRAMO/SEATS and CENSUS X-12-ARIMA. Allgemeines Statistisches Archiv, 2002(86), 447–458.

Books, peer-reviewed

• Wildi, M. (2005). Signal extraction : efficient estimation, ‘unit root’-tests and early detection of turning points. Springer. https://doi.org/10.1007/b138291
• Wildi, M. (1997). Schätzung, Diagnose und Prognose nicht-linearer SETARMA-Modelle [Doctoral dissertation]. Physica.

Book chapters, peer-reviewed

• Perrin, D., & Wildi, M. (2012). Modeling writing phases. In Learning to write effectively : current trends in European research (pp. 395–398). Emerald.
• Perrin, D., & Wildi, M. (2010). Statistical modeling of writing processes. In Traditions of writing research (pp. 378–393). Routledge.
• Wildi, M. (2004). Boundary signal estimation problem. In R. Metz (Ed.), Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag (pp. 189–196). Lucius & Lucius.

Written conference contributions, peer-reviewed

• Escudier, J.-L., Wildi, M., & Diebolt, C. (2002). Estimation des composantes longues de la conjuncture. La croissance économique dans le long terme : formes historiques et prospective.
• Wildi, M. (1999). Detection of compatible turning-points and signal-extraction of non-stationary time series [Conference paper]. Operations Research Proceedings 1998, 293–299. https://doi.org/10.1007/978-3-642-58409-1_29
• Wildi, M. (1998). Forecasting non-stationary financial data with OIIR-filters and composed threshold models [Conference paper]. Decision Technologies for Computational Finance : Proceedings of the Fifth International Conference Computational Finance, 391–402. https://doi.org/10.1007/978-1-4615-5625-1_31
• Wildi, M. (1998). Estimation of AR- and MA-parameters of non-Linear SETARMA-processes [Conference paper]. Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997, 212–217. https://doi.org/10.1007/978-3-642-58891-4_33

Other publications

• Heinisch, K., van Norden, S., & Wildi, M. (2026). Smooth and persistent forecasts of German GDP : balancing accuracy and stability. Halle Institute for Economic Research. https://doi.org/10.18717/dp99kr-7336
• Wildi, M. (2018). Real time trend extraction and seasonal adjustment. In Handbook on seasonal adjustment (pp. 415–451). Eurostat. https://doi.org/10.2785/279605
• Perrin, D., Wildi, M., Sick, B., Fürer, M., & Gantenbein, T. (2011). From walking to jumping : statistical modeling of writing processes. Proceedings of the JACET 50th Commemorative International Convention.
• Wildi, M., Heitz, C., Strankmann, M., & Ruckstuhl, A. (2006). Neuer Studiengang Wirtschaftsingenieurwesen : von IDP zu WI. ZHWInfo, 28, 28.
• Wildi, M., & Schips, B. (2004). Signal extraction: how (in)efficient are model-based approaches? : an empirical study based on TRAMO/SEATS and census X-12-ARIMA. ETH Zurich. https://doi.org/10.3929/ethz-a-004957347
• Stier, W., & Wildi, M. (2001). Signalextraktion und aktuelle Konjunkturdiagnose. In J. Furrer (ed.), Aspekte der schweizerischen Wirtschaftspolitik : Festschrift für Franz Jäger (pp. 93–100). Rüegger.
• Stier, W., & Wildi, M. (1998). Signal extraction and detection of turning-points. Ifo Studien : Zeitschrift Für Empirische Wirtschaftsforschung, 44, 10.

Oral conference contributions and abstracts

• Fürer, M., Gantenbein, T., Perrin, D., Sick, B., & Wildi, M. (2012, September 13). Modeling writing phases : interdisciplinary method building – an interim report. 7. Tage Der Schweizer Linguistik, Lugano, 13.-14. September 2012.
• Perrin, D., & Wildi, M. (2008, November 20). Statistical modeling of writing processes. 5. Tage Der Schweizer Linguistik, Winterthur, 20.-21. November 2008.
• Perrin, D., & Wildi, M. (2008, June 12). Cumulated deviation of a linear trend : statistical modeling of writing processes. 11th International Conference of the EARLI Special Interest Group on Writing (SIG Writing 2008), Lund, Sweden, 11-13 June 2008.
• Perrin, D., & Wildi, M. (2008, February 22). Cumulated deviation of a linear trend : describing writing phases with statistical tools. International Conference on Writing Research: Writing Research across Borders, Santa Barbara, USA, 22-24 February 2014.

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