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Items where contributor is "Maringer, Dietmar"

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2015

James, Jessica and Maringer, Dietmar and Palada, Vasile and Serguieva, Antoanetta. (2015) Special Issue of Quantitative Finance on "Financial Data Analytics". Quantitative finance, 15 (10). p. 1617.

Zhang, Jin and Maringer, Dietmar. (2015) Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading. Computational Economics, 47 (4). pp. 551-567.

Lengwiler, Yvan and Maringer, Dietmar. (2015) Regulation and contagion of banks. Journal of Banking Regulation, 16 (1). pp. 64-71.

Maringer, Dietmar and Kriete-Dodds, Susan. (2015) Overconfidence in the Credit Card Market. In: Analyzing the Economics of Financial Market Infrastructures. Hershey, PA, USA, pp. 150-168.

Oesch, Christian and Maringer, Dietmar. (2015) A Neutral Mutation Operator in Grammatical Evolution. In: Intelligent System'2014, 322. Cham, Heidelberg, New York, Dordrecht, London, pp. 439-449.

2013

Oesch, Christian and Maringer, Dietmar. (2013) Portfolio optimization under market impact costs. In: 2013 IEEE Congress on Evolutionary Computation (CEC 2013). Cancun, Mexico, 20-23 June 2013, pp. 1-7.

2012

Maringer, Dietmar and Ramtohul, Tikesh. (2012) Regime-switching recurrent reinforcement learning for investment decision making. Computational Management Science, Vol. 9, H. 1. S. 89-107.

Kriete-Dodds, Susan and Maringer, Dietmar. (2012) Subscription markets: an agent-based approach. In: Proceedings of the 8th European Social Simulation Association Conference. Salzburg, S. 179-190.

Maringer, Dietmar and Paterlini, Sandra and Winker, Peter. (2012) Editorial: The 3rd Special Issue on Optimization Heuristics in Estimation. Computational statistics & data analysis, Vol. 56, H. 10. S. 2963-2964.

Maringer, Dietmar and Ramtohul, Tikesh. (2012) Regime-switching recurrent reinforcement learning in automated trading. In: Natural Computing in Computational Finance , 4. Berlin , pp. 93-121.

2011

Chen, XiaoHua and Maringer, Dietmar. (2011) Detecting time-variation in corporate bond index returns. Journal of Banking and Finance, Vol. 35, H. 1. S. 95-103.

Lengwiler, Yvan and Maringer, Dietmar. (2011) Autonomously Interacting Banks. Basel.

Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico. (2011) Numerical Methods and Optimization in Finance. Amsterdam.

Zhang, Jin and Maringer, Dietmar. (2011) Selecting pair-copulas with downside risk minimisation. Journal of Financial Markets and Derivatives, 2 (1-2). pp. 121-148.

2010

Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward. (2010) MOEA/D with NBI-like Tchebycheff approach for Portfolio Management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), CEC 2010, 8 S.. Piscataway.

Maringer, Dietmar and Ramtohul, Tikesh. (2010) Threshold recurrent reinforcement learning model for automated trading. In: Applications of Evolutionary Computation. Berlin, S. 212-221.

Maringer, Dietmar and Zhang, Jin. (2010) A clustering application in portfolio management. In: Electronic engineering and computing technology. Dordrecht, S. 309-321.

Saks, Philip and Maringer, Dietmar. (2010) Evolutionary money management. In: Natural Computing in Computational Finance, Vol. 3. New York, S. 169-190.

Maringer, Dietmar and Zhang, Jin. (2010) Index Mutual Fund Replication. In: Natural Computing in Computational Finance, Vol. 3. New York, S. 109-130.

2009

Saks, Philip and Maringer, Dietmar. (2009) Statistical Arbitrage with Genetic Programming. In: Natural Computing in Computational Finance, Vol. 2. Berlin, S. 9-29.

Zhang, Jin and Maringer, Dietmar. (2009) Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique. In: World Congress on Engineering, WCE 2009 : 1 - 3 July, 2009, Imperial College London, London, U.K,, Vol. 1. Hong Kong, S. 1-6.

Saks, Philip and Maringer, Dietmar. (2009) Evolutionary Money Management. In: Applications of Evolutionary Computing. Berlin, S. 162-171.

Maringer, Dietmar and Winker, Peter. (2009) The convergence of estimators based on heuristics : theory and application to a GARCH model. Computational statistics, Vol. 24. S. 533-550.

Maringer, Dietmar and Parpas, Panos. (2009) Global optimization of higher moments in portfolio selection. Journal for Global Optimization, Vol. 23. S. 219-230.

Maringer, Dietmar. (2009) Constrained index tracking under loss aversion using differential evolution. In: Natural Computing in Computational Finance, Vol. 1. Dordrecht, S. 7-24.

di Tollo, Giacomo and Maringer, Dietmar. (2009) Metaheuristics for index tracking. In: Metaheuristics in the service industry. Berlin, S. 127-154.

Maringer, Dietmar. (2009) Kontroverse um das Datamining.

2008

Saks, Philip and Maringer, Dietmar. (2008) Genetic Programming in Statistical Arbitrage. In: Applications of Evolutionary Computation : EvoWorkshops 2008. Berlin, S. 73-82.

Gilli, Manfred and Maringer, Dietmar and Winker, Peter. (2008) Applications of Heuristics in Finance. In: Handbook on information technology in finance. Berlin, S. 635-654.

Maringer, Dietmar. (2008) Risk preferences and loss aversion in portfolio optimization. In: Computational Methods in Financial Engineering. Heidelberg, S. 27-46.

Maringer, Dietmar. (2008) Heuristic optimization for portfolio management. IEEE Computational Intelligence Magazine, Vol. 3, H. 4. S. 31-34.

Khuman, Anil and Maringer, Dietmar and Constantinou, Nick. (2008) Constant Proportion Portfolio Insurance (CPPI) : Statistical Properties and Practical Implications. [Essex].