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46: Heuristic model selection for leading indicators in Russia and Germany Downloads
Ivan Savin and Peter Winker
45: Heuristic Strategies in Finance – An Overview Downloads
Marianna Lyra
44: A note on ‘good starting values’ in numerical optimisation Downloads
Manfred Gilli and Enrico Schumann
43: Generalized Decision Rule Approximations for Stochastic Programming via Liftings Downloads
Angelos Georghiou, Wolfram Wiesemann and Daniel Kuhn
42: A comparative study of the Lasso-type and heuristic model selection methods Downloads
Ivan Savin
41: Robust Portfolio Optimization with a Hybrid Heuristic Algorithm Downloads
Björn Fastrich and Peter Winker
40: Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules Downloads
Paula Rocha and Daniel Kuhn
39: Threshold Accepting for Credit Risk Assessment and Validation Downloads
Marianna Lyra, Akwum Onwunta and Peter Winker
38: Exact Maximum Likelihood Estimation for Copula Models Downloads
Jin Zhang and Wing Long Ng
37: Asset Pair-Copula Selection with Downside Risk Minimization Downloads
Jin Zhang and Dietmar Maringer
36: Asset Allocation under Hierarchical Clustering Downloads
Jin Zhang and Dietmar Maringer
35: Index Mutual Fund Replication Downloads
Jin Zhang and Dietmar Maringer
34: Robust Markov Decision Processes Downloads
Wolfram Wiesemann, Daniel Kuhn and Berç Rustem
33: Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks Downloads
Sheri Markose, Simone Giansante, Mateusz Gatkowski and Ali Rais Shaghaghi
32: Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application Downloads
Viktoria Blüschke-Nikolaeva, Dmitri Blüschke and Reinhard Neck
31: Calibrating the Nelson–Siegel–Svensson model Downloads
Manfred Gilli, Stefan Große and Enrico Schumann
30: Calibrating Option Pricing Models with Heuristics Downloads
Manfred Gilli and Enrico Schumann
29: Robust International Portfolio Management Downloads
Raquel Fonseca, Wolfram Wiesemann and Berc Rustem
28: Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization Downloads
S. Bandyopadhyay, R. Baragona and U. Maulik
27: Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance Downloads
Ivan Savin and Peter Winker
26: Multi-regime models for nonlinear nonstationary time series Downloads
Francesco Battaglia and Mattheos Protopapas
25: The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies Downloads
Anindya Banerjee, Victor Bystrov and Paul Mizen
24: Bootstrap Confidence Bands for Forecast Paths Downloads
Anna Staszewska-Bystrova
23: Partitioning Procedure for Polynomial Optimization: Application to Portfolio Decisions with Higher Order Moments Downloads
P. M. Kleniati, Panos Parpas and Berc Rustem
22: Decomposition-Based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems Downloads
P. M. Kleniati, Panos Parpas and Berc Rustem
21: Portfolio Decisions with Higher Order Moments Downloads
P. M. Kleniati and Berc Rustem
20: Robust Resource Allocations in Temporal Networks Downloads
Wolfram Wiesemann, Daniel Kuhn and Berc Rustem
19: An Interior-Point algorithm for Nonlinear Minimax Problems Downloads
E. Obasanjo, G. Tzallas-Regas and B. Rustem
18: Robust Portfolio Optimization with Derivative Insurance Guarantees Downloads
Steve Zymler, Berc Rustem and Daniel Kuhn
17: Worst-Case Value-at-Risk of Non-Linear Portfolios Downloads
Steve Zymler, Daniel Kuhn and Berc Rustem
16: Bounding Option Prices Using SDP With Change Of Numeraire Downloads
Kai Ye, Panos Parpas and Berc Rustem
15: Robust Portfolio Optimization: A Conic Programming Approach Downloads
Kai Ye, Panos Parpas and Berc Rustem
14: Validating Structural Credit Portfolio Models Downloads
Michael Kalkbrener and Akwum Onwunta
13: Optimized U-type Designs on Flexible Regions Downloads
Dennis Lin, Chris Sharpe and Peter Winker
12: Robust Optimization of Currency Portfolios Downloads
Raquel Fonseca, Steve Zymler, Wolfram Wiesemann and Berc Rustem
11: Robust regression with optimisation heuristics Downloads
Manfred Gilli and Enrico Schumann
10: Optimal enough? Downloads
Manfred Gilli and Enrico Schumann
9: Time-varying Multi-regime Models Fitting by Genetic Algorithms Downloads
Francesco Battaglia and Mattheos Protopapas
8: Implementing Binomial Trees Downloads
Manfred Gilli and Enrico Schumann
7: Heuristic Optimisation in Financial Modelling Downloads
Manfred Gilli and Enrico Schumann
6: Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models Downloads
Peter Winker, Marianna Lyra and Chris Sharpe
5: Optimization Heuristics for Determining Internal Rating Grading Scales Downloads
Marianna Lyra, Johannes Paha, Sandra Paterlini and Peter Winker
4: Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games Downloads
Mattheos Protopapas, Francesco Battaglia and Elias Kosmatopoulo
3: Meta-heuristic Methods for Outliers Detection in Multivariate Time Series Downloads
Domenico Cucina, Mattheos Protopapas and Antonietta di Salvatore
2: Determination of sequential best replies in n-player games by Genetic Algorithms Downloads
Mattheos Protopapas
1: Review of Heuristic Optimization Methods in Econometrics Downloads
Manfred Gilli and Peter Winker
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