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 | 2013 | |
|---|---|---|
| c14 |      | Ronald Hochreiter, Gerald Krottendorfer: Robust Estimation of Vector Autoregression (VAR) Models Using Genetic Algorithms. EvoApplications 2013: 223-233 |
| 2012 | ||
| j3 | | Georg Ch. Pflug, Ronald Hochreiter: Applied mathematical programming and modelling 2008. Annals OR 193(1): 1-2 (2012) |
| 2011 | ||
| c13 | | Ronald Hochreiter, Christoph Waldhauser: Evolved election forecasts: using genetic algorithms in improving election forecast results. GECCO (Companion) 2011: 229-230 |
| 2010 | ||
| c12 | | Jing Dang, David Edelman, Ronald Hochreiter, Anthony Brabazon: Swarm intelligence-based stochastic programming model for dynamic asset allocation. IEEE Congress on Evolutionary Computation 2010: 1-8 |
| c11 | | Ronald Hochreiter: Evolutionary Multi-stage Financial Scenario Tree Generation. EvoApplications (2) 2010: 182-191 |
| i3 | | Ronald Hochreiter: A note on evolutionary stochastic portfolio optimization and probabilistic constraints. CoRR abs/1001.5421 (2010) |
| 2009 | ||
| j2 | | Ronald Hochreiter, Clemens Wiesinger, David Wozabal: Discussion of "The evolution of web-based optimization: From ASP to e-Services". Decision Support Systems 47(1): 72-73 (2009) |
| c10 | | Ronald Hochreiter: Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization. ADT 2009: 365-376 |
| c9 | | Ronald Hochreiter, David Wozabal: Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management. EvoWorkshops 2009: 193-202 |
| i2 | | Ronald Hochreiter, David Wozabal: Evolutionary estimation of a Coupled Markov Chain credit risk model. CoRR abs/0911.3753 (2009) |
| i1 | | Ronald Hochreiter: Evolutionary multi-stage financial scenario tree generation. CoRR abs/0912.1534 (2009) |
| 2008 | ||
| c8 | | Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn: A Stochastic Programming Approach for QoS-Aware Service Composition. CCGRID 2008: 226-233 |
| c7 | | Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug: Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. ICCS (2) 2008: 408-415 |
| p1 | | Ronald Hochreiter: Evolutionary Stochastic Portfolio Optimization. Natural Computing in Computational Finance 2008: 67-87 |
| 2007 | ||
| j1 | | 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) |
| c6 | | Ronald Hochreiter: An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures. EvoWorkshops 2007: 199-207 |
| 2006 | ||
| c5 | | Ronald Hochreiter: Audible Convergence for Optimal Base Melody Extension with Statistical Genre-Specific Interval Distance Evaluation. EvoWorkshops 2006: 712-716 |
| 2005 | ||
| c4 | | Ronald Hochreiter: Scenario Optimization for Multi-Stage Stochastic Programming Problems. Algorithms for Optimization with Incomplete Information 2005 |
| c3 | | Ronald Hochreiter, Clemens Wiesinger, David Wozabal: Large-Scale Computational Finance Applications on the Open Grid Service Environment. EGC 2005: 891-899 |
| c2 | | 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 | ||
| c1 | | 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 |
Colors in the list of coauthors
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