| Publication | Date of Publication | Type |
|---|
| Reliability in portfolio optimization using uncertain estimates | 2023-06-30 | Paper |
| Generating prediction bands for path forecasts from SETAR models | 2023-03-30 | Paper |
| Ta algorithms for D-optimal OofA mixture designs | 2022-02-18 | Paper |
| The convergence of optimization based GARCH estimators: theory and application | 2020-07-15 | Paper |
| The stochastics of threshold accepting: analysis of an application to the uniform design problem | 2020-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295342 | 2020-07-08 | Paper |
| Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions | 2020-05-04 | Paper |
| Estimation of structural impulse responses: short-run versus long-run identifying restrictions | 2019-08-06 | Paper |
| Data generation processes and statistical management of interval data | 2018-11-12 | Paper |
| Convergence of Heuristic-based Estimators of the GARCH Model | 2016-11-08 | Paper |
| Lasso–type and Heuristic Strategies in Model Selection and Forecasting | 2016-11-08 | Paper |
| Improved bootstrap prediction intervals for SETAR models | 2016-03-18 | Paper |
| Constructing optimal sparse portfolios using regularization methods | 2015-07-24 | Paper |
| Cardinality versusq-norm constraints for index tracking | 2015-04-23 | Paper |
| Optimized \(U\)-type designs on flexible regions | 2014-04-14 | Paper |
| Optimization heuristics for determining internal rating grading scales | 2014-04-14 | Paper |
| Robust portfolio optimization with a hybrid heuristic algorithm | 2013-10-21 | Paper |
| Optimized Two-Step Sequential U-Type Designs | 2013-06-21 | Paper |
| Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance | 2012-06-19 | Paper |
| Robust uniform design with errors in the design variables | 2011-10-21 | Paper |
| Empirical economic research and econometrics. | 2010-11-11 | Paper |
| The convergence of estimators based on heuristics: theory and application to a GARCH model | 2010-04-22 | Paper |
| An efficient branch-and-bound strategy for subset vector autoregressive model selection | 2010-01-19 | Paper |
| Improving the computation of censored quantile regressions | 2009-06-02 | Paper |
| Applications of optimization heuristics to estimation and modelling problems | 2008-11-26 | Paper |
| Optimal aggregation of linear time series models | 2008-11-26 | Paper |
| A global optimization heuristic for estimating agent based models | 2008-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524409 | 2008-09-09 | Paper |
| Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297405 | 2007-07-18 | Paper |
| Optimal Lag Structure Selection in VEC-Models | 2007-06-19 | Paper |
| Empirical economic research and econometrics | 2006-10-19 | Paper |
| Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels | 2006-03-27 | Paper |
| Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting. | 2004-03-14 | Paper |
| Time series simulation with quasi-Monte-Carlo methods | 2003-06-18 | Paper |
| Uniform Design: Theory and Application | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784327 | 2002-04-23 | Paper |
| Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs | 2001-12-10 | Paper |
| Optimized multivariate lag structure selection | 2001-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369801 | 1999-06-10 | Paper |
| Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points | 1998-02-10 | Paper |
| Identification of multivariate AR-models by threshold accepting | 1997-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4886786 | 1996-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251516 | 1995-01-01 | Paper |
