The following pages link to Ralf Oestermark (Q807367):
Displayed 50 items.
- Item:Q807367 (redirect page) (← links)
- A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function (Q279444) (← links)
- A fuzzy control model (FCM) for dynamic portfolio management (Q678950) (← links)
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368) (← links)
- Fuzzy linear constraints in the capital asset pricing model (Q1115786) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- State realization with exogenous variables -- a test on blast furnace data (Q1266646) (← links)
- Call option pricing and replication under economic friction (Q1296020) (← links)
- Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming (Q1296025) (← links)
- Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm (Q1300632) (← links)
- Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm (Q1302732) (← links)
- Parallel implementation of a VARMAX algorithm (Q1349976) (← links)
- A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems (Q1410334) (← links)
- Item:Q807367 (redirect page) (← links)
- Automatic detection of parsimony for heteroskedastic time series processes (Q1596378) (← links)
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism (Q1603562) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- A flexible multicomputer algorithm for elementary matrix operations (Q1968597) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Monte Carlo tests of cointegration with structural breaks (Q2776857) (← links)
- SENSITIVITY ANALYSIS OF FUZZY LINEAR PROGRAMS: AN APPROACH TO PARAMETRIC INTERDEPENDENCE (Q3026742) (← links)
- Dynamic portfolio management under competing representations (Q3374171) (← links)
- A flexible platform for mixed‐integer non‐linear programming problems (Q3579678) (← links)
- Scalability of the genetic hybrid algorithm on a parallel supercomputer (Q3639376) (← links)
- A Chance‐constraint Programming Approach to the Capital Pricing Model (Q3986379) (← links)
- Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets (Q4018051) (← links)
- Solving a linear multiperiod portfolio problem by interior-point methodology (Q4022782) (← links)
- A multiprocessor interior point algorithm (Q4246474) (← links)
- A multiperiod firm model for strategic decision support (Q4269843) (← links)
- Competing transformation models (Q4269857) (← links)
- A recursive partitioning algorithm for matrix inversion on parallel computers (Q4269907) (← links)
- (Q4322822) (← links)
- (Q4381642) (← links)
- (Q4489976) (← links)
- The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185) (← links)
- Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data (Q4503195) (← links)
- Structural modelling of global capital asset pricing (Q4546900) (← links)
- Comparing the causality patterns between some Scandinavian stock returns and global return factors (Q4546901) (← links)
- Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems (Q4781560) (← links)
- The structural relationship between financial ratios and capital asset pricing (Q4848465) (← links)
- State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) (Q4862281) (← links)
- Concurrent processing of mixed‐integer non‐linear programming problems (Q4932950) (← links)
- Simulating competing cointegration tests in a bivariate system (Q4935475) (← links)
- Concurrent processing of heteroskedastic vector-valued mixture density models (Q5123643) (← links)
- Optimizing Atomic Structures through Geno-Mathematical Programming (Q5161391) (← links)
- A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups (Q5938749) (← links)
- Multivariate cointegration analysis of the Finnish-Japanese stock markets (Q5952502) (← links)
- A parallel algorithm for optimizing the capital structure contingent on maximum value at risk (Q6105526) (← links)