Access Statistics for Manfred Gilli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 118 1 1 1 366
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 0 0 1 278
A Heuristic Approach to Portfolio Optimization 0 0 1 234 0 0 2 623
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 0 0 304
A note on ‘good starting values’ in numerical optimisation 0 2 3 45 0 2 4 90
A review of heuristic optimization methods in econometrics 0 0 1 172 1 1 3 617
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 0 1 520
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 1 1 294
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 84 0 0 5 502
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 1 3 144
Calibrating Option Pricing Models with Heuristics 1 1 3 86 1 3 9 197
Calibrating the Nelson–Siegel–Svensson model 0 2 13 332 9 16 67 979
Constructing Long/Short Portfolios with the Omega ratio 0 0 1 107 1 2 7 405
Distributed Optimisation of a Portfolio's Omega 0 0 0 73 0 1 2 204
Extreme Value Theory for Tail-Related Risk Measures 0 1 2 254 1 2 4 572
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 532 1 1 3 820
Heuristic Optimisation in Financial Modelling 0 0 1 126 1 1 4 346
Implementing Binomial Trees 0 1 3 175 0 1 3 499
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 2 127 0 0 2 322
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 0 225
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 2 4 445
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 2 358
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 0 0 255
Numerical Methods in Multivariate Option Pricing 0 0 0 0 0 0 1 1,327
Optimal enough? 0 0 1 22 0 0 2 86
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 0 0 0 253
Pricing and hedging options in incomplete markets 0 0 0 0 0 0 1 213
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 0 59 0 0 2 122
Review of Heuristic Optimization Methods in Econometrics 0 0 0 90 1 2 3 269
Risk-Reward Ratio Optimisation (Revisited) 0 0 2 27 1 2 6 53
Robust regression with optimisation heuristics 0 0 0 53 0 0 1 143
Threshold Accepting for Index Tracking 0 0 0 0 0 0 1 1,322
Using Economic and Financial Information for Stock Selection 0 0 0 80 0 0 0 231
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 0 0 1 320
Total Working Papers 1 7 34 3,144 19 39 146 13,704
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems 0 0 0 32 0 0 0 111
A Program for Causal and Qualitative Analysis of Economic 0 0 0 30 0 0 0 175
A global optimization heuristic for estimating agent based models 0 3 9 203 0 6 12 454
An Application of Extreme Value Theory for Measuring Financial Risk 2 3 7 199 3 5 16 607
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 0 43 0 0 0 223
An objective function for simulation based inference on exchange rate data 0 0 1 38 0 0 2 126
Applications of optimization heuristics to estimation and modelling problems 0 0 1 60 0 0 1 206
Causal Ordering and Beyond 0 0 0 43 0 0 0 216
Climate Change Impacts on Hydropower Management 1 1 3 7 1 1 3 41
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 0 0 307
Heuristic optimisation in financial modelling 0 0 0 4 0 0 1 26
How to Strip a Model to Its Essential Elements 0 0 0 0 0 0 0 488
Krylov methods for solving models with forward-looking variables 0 0 0 26 0 0 3 101
Matchings, covers, and Jacobian matrices 0 0 1 13 0 0 1 80
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 4 66 0 0 4 176
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 0 0 173
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 0 0 5 351
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 0 0 283
Pour une approche structurale en économie 0 0 0 2 0 0 0 39
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 0 0 71
Solving finite difference schemes arising in trivariate option pricing 0 0 2 68 0 1 5 207
Sparse direct methods for model simulation 0 0 1 25 0 0 2 130
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 1 1 3 31 1 1 3 121
Using economic and financial information for stock selection 0 0 0 41 0 0 0 141
Total Journal Articles 4 8 32 994 5 14 58 4,853

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Numerical Methods and Optimization in Finance 0 2 13 208 4 10 35 546
Total Books 0 2 13 208 4 10 35 546

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Statistics updated 2023-06-05