| Publication | Date of Publication | Type |
|---|
| Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment | 2024-08-26 | Paper |
| Across-time risk-aware strategies for outperforming a benchmark | 2024-06-14 | Paper |
| A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process | 2024-04-12 | Paper |
| Spectral enclosures for some unbounded \(n\times n\) operator matrices | 2024-03-21 | Paper |
| Random approximation algorithms for monotone \(k\)-submodular function maximization with size constraints | 2024-02-28 | Paper |
| BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID | 2024-01-23 | Paper |
| Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach | 2023-06-01 | Paper |
| Minimizing the number of edges in (Pk ∪ K3)-saturated connected graphs | 2023-05-26 | Paper |
| Estimating a Hedge Fund Return Model Based on a Small Number of Samples | 2023-05-09 | Paper |
| The Ostrowski theorem for matrices of operators | 2023-05-03 | Paper |
| The spectra of signed graphs obtained by \(\dot{H}\)-(generalized) join operation | 2023-03-02 | Paper |
| Quantum walk inspired algorithm for graph similarity and isomorphism | 2023-02-03 | Paper |
| Optimal asset allocation for outperforming a stochastic benchmark target | 2022-09-30 | Paper |
| The further study of semimodules over commutative semirings | 2022-05-20 | Paper |
| A surplus process involving a compound Poisson counting process and applications | 2022-05-18 | Paper |
| On the index of unbalanced signed bicyclic graphs | 2021-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996721 | 2021-07-01 | Paper |
| Some Nordhaus-Gaddum type results of \(A_\alpha \)-eigenvalues of weighted graphs | 2021-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3307310 | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196667 | 2019-10-02 | Paper |
| A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans | 2019-05-23 | Paper |
| Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking | 2019-05-03 | Paper |
| Global attractor for coupled beam equations with nonhomogeneous boundaries conditions | 2019-02-08 | Paper |
| Learning minimum variance discrete hedging directly from the market | 2018-11-14 | Paper |
| Self-help bank location analysis based on convolution | 2018-10-22 | Paper |
| A study of \((\lambda,\mu)\)-fuzzy subgroups | 2018-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367994 | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5371741 | 2017-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2987494 | 2017-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2991233 | 2016-08-10 | Paper |
| Primal explicit max margin feature selection for nonlinear support vector machines | 2016-07-07 | Paper |
| Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy | 2016-05-19 | Paper |
| Convergence of the embedded mean-variance optimal points with discrete sampling | 2016-02-17 | Paper |
| Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization | 2014-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980137 | 2014-06-30 | Paper |
| Calibrating volatility function bounds for an uncertain volatility model | 2014-04-23 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4926653 | 2013-06-20 | Paper |
| Generation and Recovery of Compressed Data and Redundant Data | 2012-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886275 | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2888704 | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3017273 | 2011-07-19 | Paper |
| Dynamic liquidation under market impact | 2011-04-29 | Paper |
| Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters | 2010-09-06 | Paper |
| Computation and analysis for a constrained entropy optimization problem in finance | 2008-11-06 | Paper |
| Hedging guarantees in variable annuities under both equity and interest rate risks | 2006-06-09 | Paper |
| Segmentation of pulmonary nodule images using 1-norm minimization | 2003-05-05 | 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 |
| A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems | 1999-11-24 | Paper |
| A Newton acceleration of the Weiszfeld algorithm for minimizing the sum of Euclidean distances | 1999-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840114 | 1999-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4370910 | 1998-01-07 | Paper |
| An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds | 1997-02-11 | Paper |
| A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables | 1997-01-14 | Paper |
| On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds | 1995-01-05 | Paper |
| A Globally Convergent Method for $l_p $ Problems | 1994-01-23 | Paper |
| A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems | 1993-01-16 | Paper |
| A Structure-Exploiting Algorithm for Nonlinear Minimax 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/Q3975067 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348701 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3484261 | 1990-01-01 | Paper |
| Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense? | 1989-01-01 | Paper |
| Erratum: Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense? | 1989-01-01 | Paper |
