2
H index
2
i10 index
42
Citations
WU Wirtschaftsuniversität Wien | 2 H index 2 i10 index 42 Citations RESEARCH PRODUCTION: 10 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY: 15 years (2006 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pho177 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ronald Hochreiter. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Management Science | 3 |
Annals of Operations Research | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 8 |
Year | Title of citing document |
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2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | Flexibility improvement and stochastic multi-scenario hybrid optimization for an integrated energy system with high-proportion renewable energy. (2023). Qin, Yanbo ; Huo, Shuojie ; Wang, Jiangjiang ; Yan, Rujing ; Zhou, Lin ; Liu, Yan ; Tang, Saiqiu ; Zhang, Jing. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222026652. Full description at Econpapers || Download paper |
2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper |
2023 | Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees. (2023). Wang, Shuaian ; Jacquillat, Alexandre ; Zhang, Wei. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:4:p:886-908. Full description at Econpapers || Download paper |
2023 | Adaptive evolutionary algorithms for portfolio selection problems. (2023). Tollo, Giacomo ; Filograsso, Gianni. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00441-7. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | A Coupled Markov Chain Approach to Credit Risk Modeling In: Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | A coupled Markov chain approach to credit risk modeling.(2012) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2010 | Evolutionary multi-stage financial scenario tree generation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A note on evolutionary stochastic portfolio optimization and probabilistic constraints In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Modeling Credit Spreads Using Nonlinear Regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Active extension portfolio optimization with non-convex risk measures using metaheuristics In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | An Evolutionary Optimization Approach to Risk Parity Portfolio Selection In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Computing trading strategies based on financial sentiment data using evolutionary optimization In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
2006 | Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Financial scenario generation for stochastic multi-stage decision processes as facility location problems In: Annals of Operations Research. [Full Text][Citation analysis] | article | 23 |
2012 | Applied mathematical programming and modelling 2008 In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2018 | Twenty-five years of applied mathematical programming and modelling In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
2009 | Introduction to the special issue on computational optimization under uncertainty In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
2012 | Optimal decision making under uncertainty In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
2016 | Modeling Multi-Stage Decision Optimization Problems In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2016 | Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
2013 | The Influence of Personality Characteristics on Individual Competencies of Work Group Members: A Cross-cultural Study In: Organizacija. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team