| Publication | Date of Publication | Type |
|---|
| Hedging with options and cardinality constraints in multi‐period portfolio management systems | 2023-06-09 | Paper |
| A parallel algorithm for optimizing the capital structure contingent on maximum value at risk | 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 |
| A fuzzy linear basis algorithm for nonlinear separable programming problems. | 2001-01-01 | Paper |
| Polyhedral representation of fuzzy linear bases | 2001-01-01 | 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 |
