Manfred Gilli

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

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Manfred Gilli