| Publication | Date of Publication | Type |
|---|
| Forecasting crude oil futures prices using global macroeconomic news sentiment | 2021-07-13 | Paper |
| News augmented GARCH(1,1) model for volatility prediction | 2019-09-25 | Paper |
| Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study | 2019-01-25 | Paper |
| Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints | 2019-01-14 | Paper |
| Novel approaches for portfolio construction using second order stochastic dominance | 2018-10-10 | Paper |
| Enhanced indexation based on second-order stochastic dominance | 2016-03-15 | Paper |
| A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition | 2013-08-05 | Paper |
| An enhanced model for portfolio choice with SSD criteria: a constructive approach | 2013-03-14 | Paper |
| HMM based scenario generation for an investment optimisation problem | 2013-01-15 | Paper |
| Extending Algebraic Modelling Languages for Stochastic Programming | 2012-07-28 | Paper |
| Robust optimization and portfolio selection: the cost of robustness | 2012-05-14 | Paper |
| Processing second-order stochastic dominance models using cutting-plane representations | 2011-11-23 | Paper |
| Hidden Markov models for financial optimization problems | 2010-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324638 | 2009-08-03 | Paper |
| Scenario generation for stochastic programming and simulation: a modelling perspective | 2009-02-24 | Paper |
| Robust solutions and risk measures for a supply chain planning problem under uncertainty | 2008-06-11 | Paper |
| Introduction to the special issue on portfolio construction and risk management | 2007-10-22 | Paper |
| Mean-risk models using two risk measures: a multi-objective approach | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5494218 | 2006-10-17 | Paper |
| Portfolio construction based on stochastic dominance and target return distributions | 2006-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372256 | 2006-02-20 | Paper |
| Treasury management model with foreign exchange exposure | 2005-11-16 | Paper |
| A two-stage parallel branch and bound algorithm for mixed integer programs | 2005-03-21 | Paper |
| An application of Lagrangian relaxation to a capacity planning problem under uncertainty | 2005-03-16 | Paper |
| Modelling and solving environments for mathematical programming (MP): a status review and new directions | 2005-03-14 | Paper |
| A co-operative parallel heuristic for mixed zero--one linear programming: Combining simulated annealing with branch and bound | 2005-02-09 | Paper |
| Decision modelling and information systems. The information value chain. (With contributions by Art Geoffrion, Bill Inmon, Louis Ma and Efraim Turban, and Erik Thomsen). | 2004-11-18 | Paper |
| SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER | 2004-10-06 | Paper |
| Extracting pure network submatrices in linear programs using signed graphs. | 2004-03-14 | Paper |
| Investigating the sparse simplex algorithm on a distributed memory multiprocessor | 2002-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4519263 | 2002-04-23 | Paper |
| Creating advanced bases for large scale linear programs exploiting embedded network structure | 2002-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4519169 | 2000-12-07 | Paper |
| Detecting embedded networks in LP using GUB structures and independent set algorithms | 2000-10-29 | Paper |
| Computational solution of capacity planning models under uncertainty | 2000-06-04 | Paper |
| Modelling and analysis of multistage stochastic programming problems: A software environment | 2000-01-18 | Paper |
| Modelling of augmented makespan assignment problems (AMAPs): Computational experience of applying integer presolve at the modelling stage | 1999-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840279 | 1999-02-02 | Paper |
| Detecting embedded pure network structures in LP problems | 1998-10-27 | Paper |
| A distributed processing algorithm for solving integer programs using a cluster of workstations | 1998-07-23 | Paper |
| Graph theoretic relaxations of set covering and set partitioning problems | 1998-07-14 | Paper |
| A model for strategic planning under uncertainty | 1998-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352228 | 1998-02-04 | Paper |
| Strategies for Creating Advanced Bases for Large-Scale Linear Programming Problems | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363264 | 1997-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4355912 | 1997-09-23 | Paper |
| Experimental investigations in combining primal dual interior point method and simplex based LP solvers | 1996-01-07 | Paper |
| Sets and indices in linear programming modelling and their integration with relational data models | 1995-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3142436 | 1994-05-05 | Paper |
| Tools for reformulating logical forms into zero-one mixed integer programs | 1994-03-13 | Paper |
| A linear and discrete programming framework for representing qualitative knowledge | 1994-02-28 | Paper |
| Solution of Set-Covering and Set-Partitioning Problems Using Assignment Relaxations | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3487139 | 1990-01-01 | Paper |
| Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods | 1988-01-01 | Paper |
| An enumerative method for the solution of linear complementarity problems | 1988-01-01 | Paper |
| Linear, Integer, Separable and Fuzzy Programming Problems: A Unified Approach towards Reformulation | 1988-01-01 | Paper |
| An extension of set partitioning with application to scheduling problems | 1985-01-01 | Paper |
| UIMP: User Interface for Mathematical Programming | 1982-01-01 | Paper |
| An Investigation of Algorithms Used in the Restructuring of Linear Programming Basis Matrices Prior to Inversion | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3890441 | 1980-01-01 | Paper |
| An exposition of the (linear) complementarity problem | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187568 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4123075 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4160618 | 1976-01-01 | Paper |
| Analysis of mathematical programming problems prior to applying the simplex algorithm | 1975-01-01 | Paper |
| Investigation of some branch and bound strategies for the solution of mixed integer linear programs | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5605012 | 1970-01-01 | Paper |
