Number of items at this level: 18.
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.
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. (2009) Constrained index tracking under loss aversion using differential evolution. In: Natural computing in computational finance, Vol. 1. Dordrecht, S. 7-24.
Saks, Philip and Maringer, Dietmar. (2009) Evolutionary Money Management. In: Applications of Evolutionary Computing. Berlin, S. 162-171.
Maringer, Dietmar and Parpas, Panos. (2009) Global optimization of higher moments in portfolio selection. Journal for Global Optimization, Vol. 23. S. 219-230.
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.
Maringer, Dietmar. (2009) Kontroverse um das Datamining.
di Tollo, Giacomo and Maringer, Dietmar. (2009) Metaheuristics for index tracking. In: Metaheuristics in the service industry. Berlin, S. 127-154.
Saks, Philip and Maringer, Dietmar. (2009) Statistical Arbitrage with Genetic Programming. In: Natural Computing in Computational Finance, Vol. 2. Berlin, S. 9-29.
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.
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.
Khuman, Anil and Maringer, Dietmar and Constantinou, Nick. (2008) Constant Proportion Portfolio Insurance (CPPI) : Statistical Properties and Practical Implications. [Essex].
Saks, Philip and Maringer, Dietmar. (2008) Genetic Programming in Statistical Arbitrage. In: Applications of Evolutionary Computation : EvoWorkshops 2008. Berlin, S. 73-82.
Maringer, Dietmar. (2008) Heuristic optimization for portfolio management. IEEE Computational Intelligence Magazine, Vol. 3, H. 4. S. 31-34.
Maringer, Dietmar. (2008) Risk preferences and loss aversion in portfolio optimization. In: Computational Methods in Financial Engineering. Heidelberg, S. 27-46.
This list was generated on Mon Sep 3 04:25:06 2012 CEST.
