Items where contributor is "Maringer, Dietmar"

Maringer, Dietmar and Craig, Ben R. and Paterlini, Sandra. (2019) Recreating Banking Networks under Decreasing Fixed Costs. RDB of Cleveland Working Paper, 19 (21).

Aussenegg, Wolfgang and Chen, Louisa and Jelic, Ranko and Maringer, Dietmar. (2019) Time Varying Factors in the Performance of Corporate Bond Indices.

Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico. (2019) Numerical Methods and Optimization in Finance. London.

Deininger, Sebastian and Maringer, Dietmar. (2017) Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector. WWZ Working Papers, 2017 (07).

Maringer, Dietmar and Deininger, Sebastian H. M.. (2016) Selecting and estimating interest rate models with evolutionary methods. Evolutionary Intelligence, 9 (4). pp. 137-151.

Oesch, Christian and Maringer, Dietmar. (2016) Low-latency liquidity inefficiency strategies. Quantitative finance, 17 (5). pp. 717-727.

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.

Maringer, Dietmar and Pohl, Walter and Vanini, Paolo. (2015) Structured products: performance, costs, and investments. White Paper. Zürich.

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.

Maringer, Dietmar and Deininger, Sebastian. (2014) Estimating time series models with heuristic methods: the case of economic parity conditions. In: Book of Abstracts: COMPSTAT 2014 - 21st International Conference on Computational Statistics. Geneva, p. 61.

Maringer, Dietmar and Zhang, Jin. (2014) Transition Variable Selection for Regime Switching Recurrent Reinforcement Learning. In: Proceedings of the 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics. London, UK, pp. 407-413.

Zhang, Jin and Maringer, Dietmar. (2014) Two Parameter Update Schemes for Recurrent Reinforcement Learning. In: 2014 IEEE Congress on Evolutionary Computation (CEC). Beijing, China , pp. 1449-1453.

Zhang, Jin and Maringer, Dietmar. (2013) Indicator selection for daily equity trading with recurrent reinforcement learning. In: GECCO'13. Proceedings of the Genetic and Evolutionary Computation Conference. New York, pp. 1757-1758.

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.

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

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

Lengwiler, Yvan and Maringer, Dietmar. (2011) Autonomously Interacting Banks. WWZ Discussion Papers, 2011 (07). Basel.

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

Maringer, Dietmar and Ramtohul, Tikesh. (2011) GP-based rebalancing triggers for the CPPI. In: Computational Intelligence for Financial Engineering and Economics (CIFEr), 2011 IEEE Symposium on. Paris.

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.

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, pp. 212-221.

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

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

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

Saks, Philip and Maringer, Dietmar. (2009) Statistical Arbitrage with Genetic Programming. In: Natural Computing in Computational Finance, Vol. 2. Berlin, pp. 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, pp. 1-6.

Saks, Philip and Maringer, Dietmar. (2009) Evolutionary Money Management. In: Applications of Evolutionary Computing. Berlin, pp. 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. pp. 533-550.

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

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

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

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

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

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

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

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

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

Maringer, Dietmar. (2005) Portfolio Management With Heuristic Optimization. Advances in Computational Management Science , 8. Dordrecht, Netherlands.