Details about Ronald Hochreiter

Access statistics for papers by Ronald Hochreiter.

Last updated 2021-11-02. Update your information in the RePEc Author Service.

Short-id: pho177

Working Papers

2015

1. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection
   Papers, arXiv.org View citations (2)
2. Computing trading strategies based on financial sentiment data using evolutionary optimization
   Papers, arXiv.org View citations (2)
3. Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm
   Papers, arXiv.org

2014

4. A Coupled Markov Chain Approach to Credit Risk Modeling
   Papers, arXiv.org View citations (7)
   See also Journal Article A coupled Markov chain approach to credit risk modeling, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (10) (2012)
5. Active extension portfolio optimization with non-convex risk measures using metaheuristics
   Papers, arXiv.org
6. Modeling Credit Spreads Using Nonlinear Regression
   Papers, arXiv.org

2010

7. A note on evolutionary stochastic portfolio optimization and probabilistic constraints
   Papers, arXiv.org
8. Evolutionary multi-stage financial scenario tree generation
   Papers, arXiv.org

Journal Articles

2021

1. How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?
   Journal of Financial Stability, 2021, 55, (C) View citations (2)

2018

2. Twenty-five years of applied mathematical programming and modelling
   Computational Management Science, 2018, 15, (2), 135-137

2016

3. Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators
   Scientometrics, 2016, 106, (1), 229-251 View citations (1)

2013

4. The Influence of Personality Characteristics on Individual Competencies of Work Group Members: A Cross-cultural Study
   Organizacija, 2013, 46, (5), 196-204

2012

5. A coupled Markov chain approach to credit risk modeling
   Journal of Economic Dynamics and Control, 2012, 36, (3), 403-415 View citations (10)
   See also Working Paper A Coupled Markov Chain Approach to Credit Risk Modeling, Papers (2014) View citations (7) (2014)
6. Applied mathematical programming and modelling 2008
   Annals of Operations Research, 2012, 193, (1), 1-2
7. Optimal decision making under uncertainty
   Computational Management Science, 2012, 9, (1), 1-2

2009

8. Introduction to the special issue on computational optimization under uncertainty
   Computational Management Science, 2009, 6, (2), 115-116 View citations (1)

2007

9. Financial scenario generation for stochastic multi-stage decision processes as facility location problems
   Annals of Operations Research, 2007, 152, (1), 257-272 View citations (23)

2006

10. Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments
    Computational Economics, 2006, 28, (3), 291-309 View citations (1)

Chapters

2016

1. Modeling Multi-Stage Decision Optimization Problems
   Springer