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Pricing portfolio credit derivatives by means of evolutionary algorithms

Hager, Svenja - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003627793

Hybrid improved cuckoo search algorithm and genetic algorithm for solving Markov-modulated demand

Jamali, Gholamreza; Sana, Shib Sankar; Moghdani, Reza - In: RAIRO / Operations research 52 (2018) 2, pp. 473-497

Persistent link: https://www.econbiz.de/10011987074

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms

Hager, Svenja (contributor) - 2008

Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in...

Persistent link: https://www.econbiz.de/10013521042

Hybrid search and the dial-a-ride problem with transfer scheduling constraints

Schönberger, Jörn - 2015

into the consequences of introducing TSCs using computational experiments with a memetic algorithm metaheuristic. …

Persistent link: https://www.econbiz.de/10011300632

Total completion time minimisation of no-wait flowshop group scheduling problem with sequence dependent setup times

Behjat, Saeed; Salmasi, Nasser - In: European journal of industrial engineering : EJIE 11 (2017) 1, pp. 22-48

Persistent link: https://www.econbiz.de/10011691477

Computing value-at-risk using genetic algorithm

Sharma, Bhanu; Thulasiram, Ruppa K.; Thulasiram, Parimala - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 170-189

Persistent link: https://www.econbiz.de/10010514021

Holistic investment assessment : optimization, risk appraisal and decision making

Tziralis, Georgios; Kirytopoulos, Konstantinos; … - In: Managerial and decision economics : MDE ; the … 30 (2009) 6, pp. 393-403

Persistent link: https://www.econbiz.de/10003884469

Genetic algorithm-based selection of optimal Monte Carlo simulations

Strati, Francesco; Trussoni, Luca G. - In: Computers & operations research : an international journal 176 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015331937

A control strategy of ES system based on short term wind-PV power prediction

Ji, Huizheng; Niu, Dongxiao; Wu, Han; Wu, Meiqiong; Li, … - In: International journal of technology, policy and … 19 (2019) 4, pp. 329-351

Persistent link: https://www.econbiz.de/10012168915

Matching and scheduling of student-company-talks for a university IT-speed dating event

Ackermann, Christian; Hahne, Felix; Rieck, Julia - In: Operations research forum 3 (2022) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10013461852