His research interests include nonparametric statistics, time series analysis and artificial intelligence, with applications to business, economics and environmental fields. He has published papers in a number of journals, including Journal of The Royal Statistical Society-Part C, Journal of Time Series Analysis, European Journal of Operational Research, IEEE Transactions on Fuzzy Systems, Expert Systems with Applications, Knowledge-Based Systems, Empirical economics, and Journal of Forecasting. He regularly serves as project evaluator for public institutions and is also a reviewer for several leading scientific journals.