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 1 2 3 116 2 3 9 316
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 1 89 2 5 7 270
A Heuristic Approach to Portfolio Optimization 0 0 0 229 0 2 4 601
A Heuristic Technique for Model Selection Problems 0 0 0 0 0 1 3 299
A note on ‘good starting values’ in numerical optimisation 0 0 0 39 2 5 7 77
A review of heuristic optimization methods in econometrics 0 0 2 171 0 0 12 595
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 107 2 2 5 514
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 1 97 1 1 9 287
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 1 2 83 1 6 14 485
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 2 4 129
Calibrating Option Pricing Models with Heuristics 0 2 7 78 3 5 15 165
Calibrating the Nelson–Siegel–Svensson model 0 5 27 260 1 13 79 695
Constructing Long/Short Portfolios with the Omega ratio 0 0 2 102 3 4 14 372
Distributed Optimisation of a Portfolio's Omega 0 0 0 73 0 2 7 199
Extreme Value Theory for Tail-Related Risk Measures 0 0 2 251 2 4 13 555
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 529 1 5 10 812
Heuristic Optimisation in Financial Modelling 0 0 2 121 1 2 9 317
Implementing Binomial Trees 0 0 5 169 2 6 25 481
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 3 3 7 345
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 1 12 219
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 2 14 431
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 1 4 121 3 7 15 309
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 0 2 255
Numerical Methods in Multivariate Option Pricing 0 0 0 0 0 0 3 1,322
Optimal enough? 0 0 0 21 0 0 2 79
Practical Results on Parallel Methods for Solving Forward-Looking Models 0 0 0 50 0 0 4 250
Pricing and hedging options in incomplete markets 0 0 0 0 0 0 3 207
Replicating Hedge Fund Indices with Optimization Heuristics 0 1 1 56 2 5 10 104
Review of Heuristic Optimization Methods in Econometrics 0 0 1 88 0 0 9 252
Risk-Reward Ratio Optimisation (Revisited) 0 0 3 14 2 4 14 29
Robust regression with optimisation heuristics 0 0 1 53 0 0 2 141
Threshold Accepting for Index Tracking 0 0 0 0 1 1 6 1,312
Using Economic and Financial Information for Stock Selection 0 1 1 80 1 2 8 227
Using economic and financial information for active asset allocation decisions: A comparison of alternative approaches 0 0 0 2 0 1 1 318
Total Working Papers 1 13 66 3,000 36 94 358 12,969
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 2 110
A Program for Causal and Qualitative Analysis of Economic 0 0 0 30 0 0 0 172
A global optimization heuristic for estimating agent based models 0 1 13 180 3 8 37 395
An Application of Extreme Value Theory for Measuring Financial Risk 0 1 4 175 0 3 20 544
An efficient branch-and-bound strategy for subset vector autoregressive model selection 0 0 2 43 0 0 12 223
An objective function for simulation based inference on exchange rate data 0 1 1 33 1 3 10 111
Applications of optimization heuristics to estimation and modelling problems 0 1 2 55 0 2 8 189
Causal Ordering and Beyond 0 0 2 43 2 2 6 212
Climate Change Impacts on Hydropower Management 0 0 0 3 0 0 0 25
Equation Reordering for Iterative Processes--A Comment 0 0 0 0 0 2 7 303
Heuristic optimisation in financial modelling 0 1 1 1 0 1 6 14
How to Strip a Model to Its Essential Elements 0 0 0 0 0 2 7 486
Krylov methods for solving models with forward-looking variables 0 0 0 26 0 0 6 95
Matchings, covers, and Jacobian matrices 0 0 0 12 0 0 1 79
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 0 2 60 1 2 6 162
On the Number of Nonzero Eigenvalues of a Dynamic Linear Econometric Model: A Comment 0 0 0 0 0 0 0 172
Optimization in financial engineering - an essay on 'good' solutions and misplaced exactitude 0 0 0 0 2 4 10 339
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 0 3 283
Pour une approche structurale en économie 0 0 0 2 0 0 0 38
Qualitative decomposition of the eigenvalue problem in a dynamic system 0 0 0 14 0 0 0 69
Solving finite difference schemes arising in trivariate option pricing 0 0 0 66 0 1 2 198
Sparse direct methods for model simulation 0 0 0 24 0 0 5 126
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 26 0 0 4 107
Using economic and financial information for stock selection 0 0 0 41 0 0 2 139
Total Journal Articles 0 5 28 915 9 30 154 4,591


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 2 9 63 131 6 26 166 326
Total Books 2 9 63 131 6 26 166 326


Statistics updated 2020-09-04