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Practical applications of evolutionary computation to financial engineering : robust techniques for forecasting, trading and hedging
Iba, Hitoshi, (2012)
Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Al Janabi, Mazin A. M., (2014)
Optimal newsvendor IRM with downside risk
Guiotto, Paolo, (2023)
Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu, (2014)
Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu, (2011)
Efficient allocations in double auction markets
Pennanen, Teemu, (2022)