Pages that link to "Item:Q1931632"
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The following pages link to Heuristic optimisation in financial modelling (Q1931632):
Displayed 11 items.
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- Robust term structure estimation in developed and emerging markets (Q1703534) (← links)
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
- Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs (Q2288935) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- Multi-population mortality modeling with Lévy processes (Q6089413) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)