2009 |
11 | EE | Ronald Hochreiter,
David Wozabal:
Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management.
EvoWorkshops 2009: 193-202 |
2008 |
10 | EE | Wolfram Wiesemann,
Ronald Hochreiter,
Daniel Kuhn:
A Stochastic Programming Approach for QoS-Aware Service Composition.
CCGRID 2008: 226-233 |
9 | EE | Hannes Schabauer,
Ronald Hochreiter,
Georg Ch. Pflug:
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.
ICCS (2) 2008: 408-415 |
8 | EE | Ronald Hochreiter:
Evolutionary Stochastic Portfolio Optimization.
Natural Computing in Computational Finance 2008: 67-87 |
2007 |
7 | EE | Ronald Hochreiter:
An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures.
EvoWorkshops 2007: 199-207 |
6 | EE | Ronald Hochreiter,
Georg Ch. Pflug:
Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Annals OR 152(1): 257-272 (2007) |
2006 |
5 | EE | Ronald Hochreiter:
Audible Convergence for Optimal Base Melody Extension with Statistical Genre-Specific Interval Distance Evaluation.
EvoWorkshops 2006: 712-716 |
2005 |
4 | EE | Ronald Hochreiter:
Scenario Optimization for Multi-Stage Stochastic Programming Problems.
Algorithms for Optimization with Incomplete Information 2005 |
3 | EE | Ronald Hochreiter,
Clemens Wiesinger,
David Wozabal:
Large-Scale Computational Finance Applications on the Open Grid Service Environment.
EGC 2005: 891-899 |
2 | EE | Ronald Hochreiter,
Georg Ch. Pflug,
David Wozabal:
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
System Modelling and Optimization 2005: 219-226 |
2004 |
1 | EE | Clemens Wiesinger,
David Giczi,
Ronald Hochreiter:
An Open Grid Service Environment for Large-Scale Computational Finance Modeling Systems.
International Conference on Computational Science 2004: 83-90 |