Items where Division is "06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Computational Economics and Finance (Maringer)"

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Chen, XiaoHua and Maringer, Dietmar. (2011) Detecting time-variation in corporate bond index returns. Journal of Banking and Finance, Vol. 35, H. 1. pp. 95-103.

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Deininger, Sebastian and Maringer, Dietmar. (2016) Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector. In: IFABS Barcelona Conference 2016: Risk in Financial Markets and Institutions: New challenges, New solutions.

di Tollo, Giacomo and Maringer, Dietmar. (2009) Metaheuristics for index tracking. In: Metaheuristics in the service industry. Berlin, pp. 127-154.

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Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico. (2011) Numerical Methods and Optimization in Finance. Amsterdam.

Gilli, Manfred and Maringer, Dietmar and Winker, Peter. (2008) Applications of Heuristics in Finance. In: Handbook on information technology in finance. Berlin, pp. 635-654.

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James, Jessica and Maringer, Dietmar and Palada, Vasile and Serguieva, Antoanetta. (2015) Special Issue of Quantitative Finance on "Financial Data Analytics". Quantitative finance, 15 (10). p. 1617.

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Kriete-Dodds, Susan and Maringer, Dietmar. (2012) Subscription markets: an agent-based approach. In: Proceedings of the 8th European Social Simulation Association Conference. Salzburg, pp. 179-190.

Khuman, Anil and Maringer, Dietmar and Constantinou, Nick. (2008) Constant Proportion Portfolio Insurance (CPPI) : Statistical Properties and Practical Implications. [Essex].

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Lengwiler, Yvan and Maringer, Dietmar. (2011) Autonomously Interacting Banks. WWZ Discussion Papers, 2011 (07). Basel.

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Maringer, Dietmar and Deininger, Sebastian H. M.. (2016) Selecting and estimating interest rate models with evolutionary methods. Evolutionary Intelligence, 9 (4). pp. 137-151.

Mohler, Lukas and Deininger, Sebastian and Müller, Daniel. (2016) Energy Elasticities and the Rebound Effect: A Comprehensive Empirical Analysis. Bern.

Maringer, Dietmar and Kriete-Dodds, Susan. (2015) Overconfidence in the Credit Card Market. In: Analyzing the Economics of Financial Market Infrastructures. Hershey, PA, USA, pp. 150-168.

Maringer, Dietmar and Paterlini, Sandra and Winker, Peter. (2012) Editorial: The 3rd Special Issue on Optimization Heuristics in Estimation. Computational statistics & data analysis, Vol. 56, H. 10. pp. 2963-2964.

Maringer, Dietmar and Ramtohul, Tikesh. (2012) Regime-switching recurrent reinforcement learning for investment decision making. Computational Management Science, Vol. 9, H. 1. pp. 89-107.

Maringer, Dietmar and Ramtohul, Tikesh. (2012) Regime-switching recurrent reinforcement learning in automated trading. In: Natural Computing in Computational Finance , 4. Berlin , pp. 93-121.

Maringer, Dietmar and Ramtohul, Tikesh. (2010) Threshold recurrent reinforcement learning model for automated trading. In: Applications of Evolutionary Computation. Berlin, pp. 212-221.

Maringer, Dietmar and Zhang, Jin. (2010) A clustering application in portfolio management. In: Electronic engineering and computing technology. Dordrecht, pp. 309-321.

Maringer, Dietmar and Zhang, Jin. (2010) Index Mutual Fund Replication. In: Natural Computing in Computational Finance, Vol. 3. New York, pp. 109-130.

Maringer, Dietmar. (2009) Constrained index tracking under loss aversion using differential evolution. In: Natural Computing in Computational Finance, Vol. 1. Dordrecht, pp. 7-24.

Maringer, Dietmar. (2009) Kontroverse um das Datamining.

Maringer, Dietmar and Parpas, Panos. (2009) Global optimization of higher moments in portfolio selection. Journal for Global Optimization, Vol. 23. pp. 219-230.

Maringer, Dietmar and Winker, Peter. (2009) The convergence of estimators based on heuristics : theory and application to a GARCH model. Computational statistics, Vol. 24. pp. 533-550.

Maringer, Dietmar. (2008) Heuristic optimization for portfolio management. IEEE Computational Intelligence Magazine, Vol. 3, H. 4. pp. 31-34.

Maringer, Dietmar. (2008) Risk preferences and loss aversion in portfolio optimization. In: Computational Methods in Financial Engineering. Heidelberg, pp. 27-46.

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Oesch, Christian and Maringer, Dietmar. (2016) Low-latency liquidity inefficiency strategies. Quantitative finance, 17 (5). pp. 717-727.

Oesch, Christian and Maringer, Dietmar. (2015) A Neutral Mutation Operator in Grammatical Evolution. In: Intelligent System'2014, 322. Cham, Heidelberg, New York, Dordrecht, London, pp. 439-449.

Oesch, Christian and Maringer, Dietmar. (2013) Portfolio optimization under market impact costs. In: 2013 IEEE Congress on Evolutionary Computation (CEC 2013). Cancun, Mexico, 20-23 June 2013, pp. 1-7.

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Saks, Philip and Maringer, Dietmar. (2010) Evolutionary money management. In: Natural Computing in Computational Finance, Vol. 3. New York, pp. 169-190.

Saks, Philip and Maringer, Dietmar. (2009) Evolutionary Money Management. In: Applications of Evolutionary Computing. Berlin, pp. 162-171.

Saks, Philip and Maringer, Dietmar. (2009) Statistical Arbitrage with Genetic Programming. In: Natural Computing in Computational Finance, Vol. 2. Berlin, pp. 9-29.

Saks, Philip and Maringer, Dietmar. (2008) Genetic Programming in Statistical Arbitrage. In: Applications of Evolutionary Computation : EvoWorkshops 2008. Berlin, pp. 73-82.

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Zhang, Jin and Maringer, Dietmar. (2015) Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading. Computational Economics, 47 (4). pp. 551-567.

Zhang, Jin and Maringer, Dietmar. (2011) Selecting pair-copulas with downside risk minimisation. Journal of Financial Markets and Derivatives, 2 (1-2). pp. 121-148.

Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward. (2010) MOEA/D with NBI-like Tchebycheff approach for Portfolio Management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), CEC 2010, 8 S.. Piscataway.

Zhang, Jin and Maringer, Dietmar. (2009) Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique. In: World Congress on Engineering, WCE 2009 : 1 - 3 July, 2009, Imperial College London, London, U.K,, Vol. 1. Hong Kong, pp. 1-6.