Ralf Oestermark

Available identifiers

zbMath Open ostermark.ralfMaRDI QIDQ807367

List of research outcomes

Publication	Date of Publication	Type
A parallel algorithm for optimizing the capital structure contingent on maximum value at risk	2023-06-09	Paper
Hedging with options and cardinality constraints in multi‐period portfolio management systems	2023-06-09	Paper
Copula-based Black-Litterman portfolio optimization	2021-12-13	Paper
Optimizing Atomic Structures through Geno-Mathematical Programming	2021-10-29	Paper
Concurrent processing of heteroskedastic vector-valued mixture density models	2020-09-29	Paper
Massively parallel processing of recursive multi-period portfolio models	2018-05-25	Paper
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function	2016-04-28	Paper
Concurrent processing of mixed‐integer non‐linear programming problems	2010-10-07	Paper
A flexible platform for mixed‐integer non‐linear programming problems	2010-08-10	Paper
Scalability of the genetic hybrid algorithm on a parallel supercomputer	2009-10-30	Paper
Dynamic portfolio management under competing representations	2006-03-09	Paper
A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems	2003-10-14	Paper
Monte Carlo tests of cointegration with structural breaks	2003-06-09	Paper
Size and power of some cointegration tests under structural breaks and heteroskedastfc noise	2003-05-04	Paper
Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems	2002-11-13	Paper
Multivariate cointegration analysis of the Finnish-Japanese stock markets	2002-07-22	Paper
Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism	2002-07-14	Paper
Automatic detection of parsimony for heteroskedastic time series processes	2002-05-21	Paper
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups	2001-10-23	Paper
Simulating competing cointegration tests in a bivariate system	2001-09-17	Paper
Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm	2001-02-09	Paper
Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data	2000-11-21	Paper
A flexible multicomputer algorithm for elementary matrix operations	2000-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q4489976	2000-07-12	Paper
A multiperiod firm model for strategic decision support	2000-04-25	Paper
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm	2000-04-04	Paper
A recursive partitioning algorithm for matrix inversion on parallel computers	2000-03-30	Paper
Competing transformation models	2000-02-28	Paper
The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model	2000-01-01	Paper
Call option pricing and replication under economic friction	1999-07-11	Paper
A multiprocessor interior point algorithm	1999-06-06	Paper
Structural modelling of global capital asset pricing	1999-01-01	Paper
Comparing the causality patterns between some Scandinavian stock returns and global return factors	1999-01-01	Paper
State realization with exogenous variables -- a test on blast furnace data	1998-10-07	Paper
The impact of information timeliness on the predictability of stock and futures returns: An application of vector models	1998-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4381642	1998-04-01	Paper
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming	1998-01-01	Paper
A fuzzy control model (FCM) for dynamic portfolio management	1997-04-27	Paper
Parallel implementation of a VARMAX algorithm	1997-02-27	Paper
State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)	1996-02-25	Paper
VARMAX-modelling of blast furnace process variables	1996-01-01	Paper
The structural relationship between financial ratios and capital asset pricing	1995-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q4322822	1995-04-06	Paper
Solving a linear multiperiod portfolio problem by interior-point methodology	1993-01-17	Paper
Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets	1993-01-16	Paper
A Chance‐constraint Programming Approach to the Capital Pricing Model	1992-06-27	Paper
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies	1991-01-01	Paper
Fuzzy linear constraints in the capital asset pricing model	1989-01-01	Paper
SENSITIVITY ANALYSIS OF FUZZY LINEAR PROGRAMS: AN APPROACH TO PARAMETRIC INTERDEPENDENCE	1987-01-01	Paper

Research outcomes over time

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