Person:169939

Available identifiers

zbMath Open gilli.manfredMaRDI QIDQ169939

List of research outcomes

Publication	Date of Publication	Type
Risk-reward ratio optimisation (revisited)	2021-12-07	Paper
Numerical Methods and Optimization in Finance	2019-03-15	Paper
Heuristic optimisation in financial modelling	2013-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3087164	2011-08-02	Paper
Robust Regression with Optimisation Heuristics	2010-11-08	Paper
Distributed optimisation of a portfolio's omega	2010-09-02	Paper
An efficient branch-and-bound strategy for subset vector autoregressive model selection	2010-01-19	Paper
Using economic and financial information for stock selection	2009-10-23	Paper
Applications of optimization heuristics to estimation and modelling problems	2008-11-26	Paper
A global optimization heuristic for estimating agent based models	2008-11-04	Paper
An application of extreme value theory for measuring financial risk	2006-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4459806	2004-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4782130	2002-11-27	Paper
Solving finite difference schemes arising in trivariate option pricing.	2002-07-15	Paper
Parallel Krylov methods for econometric model simulation	2001-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q4233839	1999-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4233840	1999-03-16	Paper
Krylov methods for solving models with forward-looking variables	1999-01-12	Paper
Sparse direct methods for model simulation	1998-07-22	Paper
Matchings, covers, and Jacobian matrices	1997-02-27	Paper
Equation reordering for iterative processes ? a comment	1993-01-16	Paper
Qualitative decomposition of the eigenvalue problem in a dynamic system	1991-01-01	Paper
Analysis of static and dynamic structures in economic models: Methodological and practical aspects	1981-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Manfred Gilli