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Enrico Schumann
Enrico Schumann
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Bestätigte E-Mail-Adresse bei enricoschumann.net
Titel
Zitiert von
Zitiert von
Jahr
Numerical methods and optimization in finance
M Gilli, D Maringer, E Schumann
Academic Press, 2019
1912019
Calibrating the Nelson-Siegel-Svensson model
M Gilli, S Große, E Schumann
Available at SSRN 1676747, 2010
1132010
Heuristic optimisation in financial modelling
M Gilli, E Schumann
Annals of operations research 193 (1), 129-158, 2012
712012
Heuristic Optimisation in Financial Modelling
M Gilli, E Schumann
COMISEF Working Paper Series, 2009
712009
Constructing 130/30-portfolios with the Omega ratio
M Gilli, E Schumann, G Di Tollo, G Cabej
Journal of asset management 12 (2), 94-108, 2011
47*2011
Optimal enough?
M Gilli, E Schumann
Journal of Heuristics 17 (4), 373-387, 2011
442011
Calibrating option pricing models with heuristics
M Gilli, E Schumann
Natural computing in computational finance, 9-37, 2011
422011
Constructing 130/30-portfolios with the Omega ratio
M Gilli, E Schumann, G Di Tollo, G Cabej
Journal of asset management 12 (2), 94-108, 2011
362011
An empirical analysis of alternative portfolio selection criteria
M Gilli, E Schumann
Swiss Finance Institute Research Paper, 2009
272009
Distributed optimisation of a portfolio’s Omega
M Gilli, E Schumann
Parallel Computing 36 (7), 381-389, 2010
262010
Cyclical behavior of German banks' capital resources and the countercyclical buffer of Basel III
S Grosse, E Schumann
European Journal of Political Economy 34, S40-S44, 2014
242014
Generating correlated uniform variates
E Schumann
COMISEF. http://comisef. wikidot. com/tutorial: correlateduniformvariates, 2009
212009
Risk–reward optimisation for long-run investors: an empirical analysis
M Gilli, E Schumann
European Actuarial Journal 1 (2), 303-327, 2011
192011
A note on ‘good starting values’ in numerical optimisation
M Gilli, E Schumann
Available at SSRN 1620083, 2010
192010
Calibrating the Heston model with differential evolution
M Gilli, E Schumann
European Conference on the Applications of Evolutionary Computation, 242-250, 2010
152010
Portfolio optimization with “Threshold Accepting”: a practical guide
M Gilli, E Schumann
Optimizing Optimization: The Next Generation of Optimization Applications …, 2010
132010
Robust regression with optimisation heuristics
M Gilli, E Schumann
NATURAL COMPUTING IN COMPUTATIONAL FINANCE 3, 2009
122009
Optimization cultures
M Gilli, E Schumann
Wiley Interdisciplinary Reviews: Computational Statistics 6 (5), 352-358, 2014
102014
Replicating hedge fund indices with optimization heuristics
M Gilli, E Schumann, G Cabej, J Lula
Swiss Finance Institute Research Paper, 2010
102010
Optimisation in financial engineering
M Gilli, E Schumann
Journal of Financial Transformation 28, 117-122, 2010
92010
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