| Publication | Date of Publication | Type |
|---|
Reliability in portfolio optimization using uncertain estimates
Sankhyā. Series B | 2023-06-30 | Paper |
Generating prediction bands for path forecasts from SETAR models
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Ta algorithms for D-optimal OofA mixture designs
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
The convergence of optimization based GARCH estimators: theory and application
Compstat 2006 - Proceedings in Computational Statistics | 2020-07-15 | Paper |
The stochastics of threshold accepting: analysis of an application to the uniform design problem
Compstat 2006 - Proceedings in Computational Statistics | 2020-07-15 | Paper |
Penalized least squares for optimal sparse portfolio selection
| 2020-07-08 | Paper |
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
AStA. Advances in Statistical Analysis | 2020-05-04 | Paper |
Estimation of structural impulse responses: short-run versus long-run identifying restrictions
AStA. Advances in Statistical Analysis | 2019-08-06 | Paper |
Data generation processes and statistical management of interval data
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Convergence of heuristic-based estimators of the GARCH model
Towards Advanced Data Analysis by Combining Soft Computing and Statistics | 2016-11-08 | Paper |
Lasso–type and Heuristic Strategies in Model Selection and Forecasting
Towards Advanced Data Analysis by Combining Soft Computing and Statistics | 2016-11-08 | Paper |
Improved bootstrap prediction intervals for SETAR models
Statistical Papers | 2016-03-18 | Paper |
Constructing optimal sparse portfolios using regularization methods
Computational Management Science | 2015-07-24 | Paper |
Cardinality versus \(q\)-norm constraints for index tracking
Quantitative Finance | 2015-04-23 | Paper |
Optimization heuristics for determining internal rating grading scales
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Optimized \(U\)-type designs on flexible regions
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Robust portfolio optimization with a hybrid heuristic algorithm
Computational Management Science | 2013-10-21 | Paper |
Optimized two-step sequential \(U\)-type designs
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
Computational Economics | 2012-06-19 | Paper |
Robust uniform design with errors in the design variables
STATISTICA SINICA | 2011-10-21 | Paper |
Empirical economic research and econometrics.
Springer-Lehrbuch | 2010-11-11 | Paper |
The convergence of estimators based on heuristics: theory and application to a GARCH model
Computational Statistics | 2010-04-22 | Paper |
An efficient branch-and-bound strategy for subset vector autoregressive model selection
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
Improving the computation of censored quantile regressions
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Optimal aggregation of linear time series models
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Applications of optimization heuristics to estimation and modelling problems
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
A global optimization heuristic for estimating agent based models
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
| 2008-09-09 | Paper |
Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations
AStA. Allgemeines Statistisches Archiv | 2008-03-06 | 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 |
Empirical economic research and econometrics
Springer-Lehrbuch | 2006-10-19 | Paper |
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels
Mathematics of Computation | 2006-03-27 | Paper |
Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting.
Journal of Complexity | 2004-03-14 | Paper |
Time series simulation with quasi-Monte-Carlo methods
Computational Economics | 2003-06-18 | Paper |
Uniform Design: Theory and Application
| 2002-07-30 | Paper |
Optimization heuristics in econometrics. Applications of threshold accepting
Wiley Series in Probability and Statistics | 2002-04-23 | Paper |
Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs
Mathematics of Computation | 2001-12-10 | Paper |
Optimized multivariate lag structure selection
Computational Economics | 2001-04-17 | Paper |
scientific article; zbMATH DE number 1103088 (Why is no real title available?)
| 1999-06-10 | Paper |
Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
SIAM Journal on Numerical Analysis | 1998-02-10 | Paper |
Identification of multivariate AR-models by threshold accepting
Computational Statistics and Data Analysis | 1997-02-28 | Paper |
scientific article; zbMATH DE number 907943 (Why is no real title available?)
| 1996-07-23 | Paper |
scientific article; zbMATH DE number 1304693 (Why is no real title available?)
| 1995-01-01 | Paper |
