| Publication | Date of Publication | Type |
|---|
| Estimating a Hedge Fund Return Model Based on a Small Number of Samples | 2023-05-09 | Paper |
| Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking | 2019-05-03 | Paper |
| Analysis of the SRISK measure and its application to the Canadian banking and insurance industries | 2018-12-10 | Paper |
| Correction to: ``Analysis of the SRISK measure and its application to the Canadian banking and insurance industries | 2018-12-10 | Paper |
| Learning minimum variance discrete hedging directly from the market | 2018-11-14 | Paper |
| Moment matching machine learning methods for risk management of large variable annuity portfolios | 2018-08-13 | Paper |
| Primal explicit max margin feature selection for nonlinear support vector machines | 2016-07-07 | Paper |
| Automatic Differentiation in MATLAB Using ADMAT with Applications | 2016-06-15 | Paper |
| Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy | 2016-05-19 | Paper |
| Calibrating volatility function bounds for an uncertain volatility model | 2014-04-23 | Paper |
| Solving nonlinear equations with the Newton–Krylov method based on automatic differentiation | 2014-02-07 | Paper |
| Efficient (Partial) Determination of Derivative Matrices via Automatic Differentiation | 2013-09-11 | Paper |
| Stable local volatility function calibration using spline kernel | 2013-08-08 | Paper |
| Regularized robust optimization: the optimal portfolio execution case | 2013-06-26 | Paper |
| Using Directed Edge Separators to Increase Efficiency in the Determination of Jacobian Matrices via Automatic Differentiation | 2012-09-26 | Paper |
| Dynamic liquidation under market impact | 2011-04-29 | Paper |
| Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters | 2010-09-06 | Paper |
| Fast (Structured) Newton Computations | 2010-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3601076 | 2009-02-09 | Paper |
| Computation and analysis for a constrained entropy optimization problem in finance | 2008-11-06 | Paper |
| An object-oriented framework for valuing shout options on high-performance computer architectures | 2008-10-24 | Paper |
| Hedging guarantees in variable annuities under both equity and interest rate risks | 2006-06-09 | Paper |
| ADMIT-1 | 2003-06-25 | Paper |
| Segmentation of pulmonary nodule images using 1-norm minimization | 2003-05-05 | Paper |
| A new trust-region algorithm for equality constrained optimization | 2002-04-15 | Paper |
| A preconditioned conjugate gradient approach to linear equality constrained minimization | 2002-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725580 | 2001-09-03 | Paper |
| A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints | 2001-08-21 | Paper |
| An interior Newton method for quadratic programming | 2000-11-12 | Paper |
| Efficient calculation of Jacobian and adjoint vector products in the wave propagational inverse problem using automatic differentiation | 2000-11-12 | Paper |
| A quasi-Newton quadratic penalty method for minimization equality constraints | 2000-10-30 | Paper |
| An exterior Newton method for strictly convex quadratic programming | 2000-08-20 | Paper |
| A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems | 1999-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247130 | 1999-11-10 | Paper |
| The Efficient Computation of Structured Gradients using Automatic Differentiation | 1999-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840114 | 1999-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840107 | 1998-08-10 | Paper |
| The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation | 1998-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125548 | 1997-09-02 | Paper |
| An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds | 1997-02-11 | Paper |
| Parallel continuation-based global optimization for molecular conformation and protein folding | 1997-02-09 | Paper |
| A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables | 1997-01-14 | Paper |
| Parallel structural optimization applied to bone remodeling on distributed memory machines | 1996-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4282365 | 1995-08-15 | Paper |
| An efficient trust region method for unconstrained discrete-time optimal control problems | 1995-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4327460 | 1995-04-06 | Paper |
| On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds | 1995-01-05 | Paper |
| A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing | 1994-05-03 | Paper |
| Isotropic effective energy simulated annealing searches for low energy molecular cluster states | 1994-01-19 | Paper |
| The local convergence of the Byrd-Schnabel algorithm for constrained optimization | 1993-10-25 | Paper |
| A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bbounds | 1993-08-11 | Paper |
| A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems | 1993-01-16 | Paper |
| A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3993144 | 1992-09-17 | Paper |
| A Parallel Nonlinear Least-Squares Solver: Theoretical Analysis and Numerical Results | 1992-08-13 | Paper |
| Partitioned quasi-Newton methods for nonlinear equality constrained optimization | 1992-06-28 | Paper |
| Computing a Trust Region Step for a Penalty Function | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348701 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350684 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3484261 | 1990-01-01 | Paper |
| Solving Systems of Nonlinear Equations on a Message-Passing Multiprocessor | 1990-01-01 | Paper |
| A direct active set algorithm for large sparse quadratic programs with simple bounds | 1989-01-01 | Paper |
| A New Method for Solving Triangular Systems on Distributed-Memory Message-Passing Multiprocessors | 1989-01-01 | Paper |
| Local convergence of the multi-secant method for the parallel solution of systems of nonlinear equations | 1988-01-01 | Paper |
| A chordal preconditioner for large-scale optimization | 1988-01-01 | Paper |
| A Parallel Triangular Solver for a Distributed-Memory Multiprocessor | 1988-01-01 | Paper |
| The Null Space Problem II. Algorithms | 1987-01-01 | Paper |
| The Null Space Problem I. Complexity | 1986-01-01 | Paper |
| Predicting fill for sparse orthogonal factorization | 1986-01-01 | Paper |
| The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3707252 | 1985-01-01 | Paper |
| Large sparse numerical optimization | 1984-01-01 | Paper |
| A note on the computation of an orthonormal basis for the null space of a matrix | 1984-01-01 | Paper |
| Software for estimating sparse Jacobian matrices | 1984-01-01 | Paper |
| On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem | 1984-01-01 | Paper |
| Estimation of sparse hessian matrices and graph coloring problems | 1984-01-01 | Paper |
| Estimation of Sparse Jacobian Matrices and Graph Coloring Blems | 1983-01-01 | Paper |
| Nonlinear programming via an exact penalty function: Global analysis | 1982-01-01 | Paper |
| Nonlinear programming via an exact penalty function: Asymptotic analysis | 1982-01-01 | Paper |
| Second-order conditions for an exact penalty function | 1980-01-01 | Paper |
| A note on ‘new algorithms for constrained minimax optimization’ | 1978-01-01 | Paper |
