Ronald Hochreiter

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 7219018 (Why is no real title available?) (available as arXiv preprint)	2020-07-08	Paper
A multi-stage stochastic programming model for managing risk-optimal electricity portfolios Handbook of Power Systems II	2017-04-07	Paper
A coupled Markov chain approach to credit risk modeling Journal of Economic Dynamics and Control	2012-07-05	Paper
A coupled Markov chain approach to credit risk modeling Journal of Economic Dynamics and Control	2012-07-05	Paper
Multi-stage stochastic electricity portfolio optimization in liberalized energy markets IFIP International Federation for Information Processing	2011-06-01	Paper
Evolutionary estimation of a coupled Markov chain credit risk model Natural Computing in Computational Finance	2010-11-08	Paper
A difference of convex formulation of value-at-risk constrained optimization Optimization	2010-07-26	Paper
Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization Algorithmic Decision Theory	2009-11-17	Paper
Evolutionary Stochastic Portfolio Optimization Natural Computing in Computational Finance	2008-08-26	Paper
Financial scenario generation for stochastic multi-stage decision processes as facility location problems Annals of Operations Research	2008-03-31	Paper
Polynomial algorithms for pricing path-dependent interest rate instruments Computational Economics	2007-01-24	Paper
An algorithm for calculating steady state probabilities of \(M/E_r/c/K\) queueing systems CEJOR. Central European Journal of Operations Research	2006-06-12	Paper

Research outcomes over time

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