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 1 119 0 0 1 368
A Data-Driven Optimization Heuristic for Downside Risk Minimization 0 0 0 89 0 0 0 278
A Heuristic Approach to Portfolio Optimization 0 0 2 236 0 1 4 627
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 0 1 46 0 2 5 95
A review of heuristic optimization methods in econometrics 1 1 1 174 1 1 4 623
An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations 0 0 0 108 0 0 0 520
An Empirical Analysis of Alternative Portfolio Selection Criteria 0 0 0 98 0 0 0 295
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 0 0 0 0 144
An Objective Function for Simulation Based Inference on Exchange Rate Data 0 0 0 86 0 0 2 507
Calibrating Option Pricing Models with Heuristics 0 0 1 88 0 3 8 209
Calibrating the Nelson–Siegel–Svensson model 1 1 11 346 3 8 32 1,027
Constructing Long/Short Portfolios with the Omega ratio 0 0 2 109 0 0 5 412
Distributed Optimisation of a Portfolio's Omega 0 0 1 74 0 1 3 207
Extreme Value Theory for Tail-Related Risk Measures 0 0 2 256 1 2 10 583
HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION 0 0 1 534 0 0 2 825
Heuristic Optimisation in Financial Modelling 0 0 0 127 0 1 5 352
Implementing Binomial Trees 0 0 0 175 1 1 3 502
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 3 228
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 1 1 4 450
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 1 129 0 0 1 324
Indirect Estimation of the Parameters of Agent Based Models of Financial Markets 0 0 0 0 0 0 2 361
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 0 1,327
Optimal enough? 0 0 0 22 0 0 3 89
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 1 214
Replicating Hedge Fund Indices with Optimization Heuristics 0 0 2 61 0 2 6 129
Review of Heuristic Optimization Methods in Econometrics 0 1 1 91 0 1 5 274
Risk-Reward Ratio Optimisation (Revisited) 0 0 4 32 0 0 5 60
Robust regression with optimisation heuristics 0 0 0 54 0 0 0 146
Threshold Accepting for Index Tracking 0 0 0 0 0 0 2 1,324
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 0 320
Total Working Papers 2 3 31 3,187 7 24 116 13,863
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 1 31 0 0 1 176
A global optimization heuristic for estimating agent based models 1 3 6 210 1 4 13 468
An Application of Extreme Value Theory for Measuring Financial Risk 0 1 6 207 2 6 19 634
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 0 39 1 2 4 132
Applications of optimization heuristics to estimation and modelling problems 0 0 0 60 0 0 1 207
Causal Ordering and Beyond 0 0 0 44 0 1 1 218
Climate Change Impacts on Hydropower Management 0 0 0 8 0 0 1 43
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 27
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 1 102
Matchings, covers, and Jacobian matrices 0 0 0 13 0 0 0 80
Modelling and forecasting the social contributions to the Swiss Old Age and Survivor Insurance scheme 0 1 1 67 0 2 5 181
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 3 354
Parallel Krylov Methods for Econometric Model Simulation 0 0 0 49 0 0 1 284
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 0 68 0 0 1 208
Sparse direct methods for model simulation 0 0 1 26 0 0 1 131
Using Catastrophe-Linked Securities to Diversity Insurance Risk: A Financial Analysis of Cat Bonds 0 0 1 32 1 1 6 128
Using economic and financial information for stock selection 0 0 0 41 0 0 1 142
Total Journal Articles 1 5 16 1,016 5 16 60 4,927

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 1 3 10 222 1 6 35 588
Total Books 1 3 10 222 1 6 35 588

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Statistics updated 2024-09-04