| Publication | Date of Publication | Type |
|---|
Hedging with options and cardinality constraints in multi‐period portfolio management systems
Kybernetes | 2023-06-09 | Paper |
A parallel algorithm for optimizing the capital structure contingent on maximum value at risk
Kybernetes | 2023-06-09 | Paper |
Copula-based Black-Litterman portfolio optimization
European Journal of Operational Research | 2021-12-13 | Paper |
Optimizing atomic structures through geno-mathematical programming
Communications in Computational Physics | 2021-10-29 | Paper |
Concurrent processing of heteroskedastic vector-valued mixture density models
Journal of Applied Statistics | 2020-09-29 | Paper |
Massively parallel processing of recursive multi-period portfolio models
European Journal of Operational Research | 2018-05-25 | Paper |
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function
Fuzzy Sets and Systems | 2016-04-28 | Paper |
Concurrent processing of mixed-integer non-linear programming problems
Kybernetes | 2010-10-07 | Paper |
A flexible platform for mixed-integer non-linear programming problems
Kybernetes | 2010-08-10 | Paper |
Scalability of the genetic hybrid algorithm on a parallel supercomputer
Kybernetes | 2009-10-30 | Paper |
Dynamic portfolio management under competing representations
Kybernetes | 2006-03-09 | Paper |
A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems
European Journal of Operational Research | 2003-10-14 | Paper |
Monte Carlo tests of cointegration with structural breaks
Kybernetes | 2003-06-09 | Paper |
Size and power of some cointegration tests under structural breaks and heteroskedastfc noise
Statistical Papers | 2003-05-04 | Paper |
Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems
Kybernetes | 2002-11-13 | Paper |
Multivariate cointegration analysis of the Finnish-Japanese stock markets
European Journal of Operational Research | 2002-07-22 | Paper |
Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
Computational Statistics and Data Analysis | 2002-07-14 | Paper |
Automatic detection of parsimony for heteroskedastic time series processes
Soft Computing | 2002-05-21 | Paper |
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups
Fuzzy Sets and Systems | 2001-10-23 | Paper |
Simulating competing cointegration tests in a bivariate system
Journal of Applied Statistics | 2001-09-17 | Paper |
Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
Computational Economics | 2001-02-09 | Paper |
A fuzzy linear basis algorithm for nonlinear separable programming problems.
Fuzzy Sets and Systems | 2001-01-01 | Paper |
Polyhedral representation of fuzzy linear bases
Soft Computing | 2001-01-01 | Paper |
Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data
Kybernetes | 2000-11-21 | Paper |
A flexible multicomputer algorithm for elementary matrix operations
Computers & Operations Research | 2000-11-02 | Paper |
| scientific article; zbMATH DE number 1475708 (Why is no real title available?) | 2000-07-12 | Paper |
A multiperiod firm model for strategic decision support
Kybernetes | 2000-04-25 | Paper |
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm
Computers & Operations Research | 2000-04-04 | Paper |
A recursive partitioning algorithm for matrix inversion on parallel computers
Kybernetes | 2000-03-30 | Paper |
Competing transformation models
Kybernetes | 2000-02-28 | Paper |
The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model
Kybernetes | 2000-01-01 | Paper |
Call option pricing and replication under economic friction
European Journal of Operational Research | 1999-07-11 | Paper |
A multiprocessor interior point algorithm
Kybernetes | 1999-06-06 | Paper |
Structural modelling of global capital asset pricing
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1999-01-01 | Paper |
Comparing the causality patterns between some Scandinavian stock returns and global return factors
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1999-01-01 | Paper |
State realization with exogenous variables -- a test on blast furnace data
European Journal of Operational Research | 1998-10-07 | Paper |
The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
European Journal of Operational Research | 1998-08-13 | Paper |
| scientific article; zbMATH DE number 1136457 (Why is no real title available?) | 1998-04-01 | Paper |
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
European Journal of Operational Research | 1998-01-01 | Paper |
A fuzzy control model (FCM) for dynamic portfolio management
Fuzzy Sets and Systems | 1997-04-27 | Paper |
Parallel implementation of a VARMAX algorithm
Parallel Computing | 1997-02-27 | Paper |
State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1996-02-25 | Paper |
VARMAX-modelling of blast furnace process variables
European Journal of Operational Research | 1996-01-01 | Paper |
The structural relationship between financial ratios and capital asset pricing
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1995-09-17 | Paper |
| scientific article; zbMATH DE number 721872 (Why is no real title available?) | 1995-04-06 | Paper |
Solving a linear multiperiod portfolio problem by interior-point methodology
Computer Science in Economics and Management | 1993-01-17 | Paper |
Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets
Computer Science in Economics and Management | 1993-01-16 | Paper |
A Chance‐constraint Programming Approach to the Capital Pricing Model
Kybernetes | 1992-06-27 | Paper |
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
European Journal of Operational Research | 1991-01-01 | Paper |
Fuzzy linear constraints in the capital asset pricing model
Fuzzy Sets and Systems | 1989-01-01 | Paper |
SENSITIVITY ANALYSIS OF FUZZY LINEAR PROGRAMS: AN APPROACH TO PARAMETRIC INTERDEPENDENCE
Kybernetes | 1987-01-01 | Paper |
