| Publication | Date of Publication | Type |
|---|
Optimization cultures
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
| Risk-reward ratio optimisation (revisited) | 2021-12-07 | Paper |
| Numerical methods and optimization in finance | 2019-03-15 | Paper |
Heuristic optimisation in financial modelling
Annals of Operations Research | 2013-01-15 | Paper |
| scientific article; zbMATH DE number 5935369 (Why is no real title available?) | 2011-08-02 | Paper |
Robust regression with optimisation heuristics
Natural Computing in Computational Finance | 2010-11-08 | Paper |
Distributed optimisation of a portfolio's omega
Parallel Computing | 2010-09-02 | Paper |
An efficient branch-and-bound strategy for subset vector autoregressive model selection
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
Using economic and financial information for stock selection
Computational Management Science | 2009-10-23 | Paper |
Applications of optimization heuristics to estimation and modelling problems
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
A global optimization heuristic for estimating agent based models
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
An application of extreme value theory for measuring financial risk
Computational Economics | 2006-11-17 | Paper |
| scientific article; zbMATH DE number 2065140 (Why is no real title available?) | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 1836443 (Why is no real title available?) | 2002-11-27 | Paper |
Solving finite difference schemes arising in trivariate option pricing.
Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
Parallel Krylov methods for econometric model simulation
Computational Economics | 2001-04-17 | Paper |
| scientific article; zbMATH DE number 1264881 (Why is no real title available?) | 1999-07-05 | Paper |
| scientific article; zbMATH DE number 1264882 (Why is no real title available?) | 1999-03-16 | Paper |
Krylov methods for solving models with forward-looking variables
Journal of Economic Dynamics and Control | 1999-01-12 | Paper |
Sparse direct methods for model simulation
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
Matchings, covers, and Jacobian matrices
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Equation reordering for iterative processes ? a comment
Computer Science in Economics and Management | 1993-01-16 | Paper |
Qualitative decomposition of the eigenvalue problem in a dynamic system
Journal of Economic Dynamics and Control | 1991-01-01 | Paper |
Analysis of static and dynamic structures in economic models: Methodological and practical aspects
Applied Mathematical Modelling | 1981-01-01 | Paper |
