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Optimal Lag Structure Selection in VEC-Models
Winker, Peter; Maringer, Dietmar - In: New directions in macromodelling : essays in honor of …, (pp. 213-234). 2004
Persistent link: https://www.econbiz.de/10015388221
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The threshold accepting optimisation alogrithm in economics and statistics
Winker, Peter; Maringer, Dietmar G. - In: Optimisation, econometric and financial analysis, (pp. 107-125). 2007
Persistent link: https://www.econbiz.de/10003544744
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Optimal lag structure selection in VEC-Models
Winker, Peter; Maringer, Dietmar G. - In: New directions in macromodelling, (pp. 213-234). 2004
Persistent link: https://www.econbiz.de/10002717560
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Portfolio optimization und different risk constraints with modified memetic algorithms
Maringer, Dietmar G.; Winkler, Peter - 2003
Persistent link: https://www.econbiz.de/10001757557
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Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G. - 2003
Persistent link: https://www.econbiz.de/10001786452
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Numerical methods and optimization in finance
Gilli, Manfred; Maringer, Dietmar G.; Schumann, Enrico - 2011
Persistent link: https://www.econbiz.de/10009300120
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Natural computing in computional finance (Volume 4) : introduction
Brabazon, Anthony; O'Neill, Michael; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 4, (pp. 1-8). 2011
Persistent link: https://www.econbiz.de/10009423554
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Metaheuristics for the index tracking problem
Di Tollo, Giacomo; Maringer, Dietmar G. - In: Metaheuristics in the service industry, (pp. 127-154). 2009
Persistent link: https://www.econbiz.de/10003852274
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Numerical methods and optimization in finance
Gilli, Manfred; Maringer, Dietmar G.; Schumann, Enrico - 2019 - Second edition
Persistent link: https://www.econbiz.de/10012386902
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Optimization heuristics in econometrics : applications of threshold accepting
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10001532624