Dietmar G. Maringer

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
Constructing banking networks under decreasing costs of link formation Computational Management Science	2022-04-20	Paper
The convergence of optimization based GARCH estimators: theory and application Compstat 2006 - Proceedings in Computational Statistics	2020-07-15	Paper
Numerical methods and optimization in finance	2019-03-15	Paper
Low-latency liquidity inefficiency strategies Quantitative Finance	2018-11-19	Paper
Regime-switching recurrent reinforcement learning for investment decision making Computational Management Science	2013-10-21	Paper
scientific article; zbMATH DE number 5935369 (Why is no real title available?)	2011-08-02	Paper
Index mutual fund replication Natural Computing in Computational Finance	2010-11-08	Paper
Evolutionary money management Natural Computing in Computational Finance	2010-11-08	Paper
Smooth transition autoregressive models. New approaches to the model selection problem Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
The convergence of estimators based on heuristics: theory and application to a GARCH model Computational Statistics	2010-04-22	Paper
Global optimization of higher order moments in portfolio selection Journal of Global Optimization	2009-07-13	Paper
Statistical Arbitrage with Genetic Programming Natural Computing in Computational Finance	2009-05-14	Paper
Finding the relevant risk factors for asset pricing Computational Statistics and Data Analysis	2008-11-26	Paper
Risk preferences and loss aversion in portfolio optimization	2008-09-09	Paper
Constrained Index Tracking under Loss Aversion Using Differential Evolution Natural Computing in Computational Finance	2008-08-26	Paper
Distribution assumptions and risk constraints in portfolio optimization Computational Management Science	2008-03-14	Paper
The threshold accepting optimisation algorithm in economics and statistics	2007-07-18	Paper
Optimal Lag Structure Selection in VEC-Models Contributions to Economic Analysis	2007-06-19	Paper
Portfolio management with heuristic optimization. Advances in Computational Management Science	2006-11-28	Paper
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels Mathematics of Computation	2006-03-27	Paper
Optimization of cardinality constrained portfolios with a hybrid local search algorithm OR Spectrum	2003-11-09	Paper
The valuation of credit guarantees by compound options OR Spektrum	2001-02-18	Paper

Research outcomes over time

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