| 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 |
89 |
0 |
1 |
1 |
279 |
| A Data-Driven Optimization Heuristic for Downside Risk Minimization |
0 |
0 |
0 |
119 |
0 |
1 |
4 |
372 |
| A Heuristic Approach to Portfolio Optimization |
0 |
0 |
3 |
237 |
0 |
0 |
5 |
628 |
| A Heuristic Technique for Model Selection Problems |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
305 |
| A note on ‘good starting values’ in numerical optimisation |
0 |
1 |
1 |
47 |
0 |
1 |
6 |
97 |
| A review of heuristic optimization methods in econometrics |
0 |
0 |
1 |
174 |
0 |
1 |
3 |
624 |
| An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
521 |
| An Empirical Analysis of Alternative Portfolio Selection Criteria |
0 |
0 |
0 |
98 |
0 |
1 |
1 |
296 |
| An Objective Function for Simulation Based Inference on Exchange Rate Data |
0 |
0 |
0 |
86 |
1 |
2 |
3 |
510 |
| An Objective Function for Simulation Based Inference on Exchange Rate Data |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
146 |
| Calibrating Option Pricing Models with Heuristics |
0 |
1 |
1 |
89 |
2 |
3 |
8 |
213 |
| Calibrating the Nelson–Siegel–Svensson model |
0 |
0 |
6 |
346 |
0 |
6 |
27 |
1,037 |
| Constructing Long/Short Portfolios with the Omega ratio |
0 |
0 |
1 |
110 |
0 |
1 |
4 |
415 |
| Distributed Optimisation of a Portfolio's Omega |
0 |
0 |
0 |
74 |
1 |
2 |
3 |
209 |
| Extreme Value Theory for Tail-Related Risk Measures |
0 |
1 |
2 |
257 |
1 |
2 |
7 |
585 |
| HEURISTIC APPROACHES FOR PORTFOLIO OPTIMIZATION |
1 |
1 |
1 |
535 |
1 |
1 |
2 |
826 |
| Heuristic Optimisation in Financial Modelling |
0 |
0 |
0 |
127 |
0 |
0 |
3 |
352 |
| Implementing Binomial Trees |
0 |
0 |
0 |
175 |
0 |
0 |
2 |
502 |
| Indirect Estimation of the Parameters of Agent Based Models of Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
450 |
| Indirect Estimation of the Parameters of Agent Based Models of Financial Markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
363 |
| Indirect Estimation of the Parameters of Agent Based Models of Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
228 |
| Indirect Estimation of the Parameters of Agent Based Models of Financial Markets |
0 |
0 |
0 |
129 |
1 |
1 |
1 |
325 |
| 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 |
3 |
3 |
1,330 |
| Optimal enough? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
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 |
215 |
| Replicating Hedge Fund Indices with Optimization Heuristics |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
129 |
| Review of Heuristic Optimization Methods in Econometrics |
0 |
0 |
2 |
92 |
1 |
2 |
7 |
278 |
| Risk-Reward Ratio Optimisation (Revisited) |
0 |
1 |
2 |
33 |
0 |
1 |
2 |
61 |
| Robust regression with optimisation heuristics |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
146 |
| Threshold Accepting for Index Tracking |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,324 |
| Using Economic and Financial Information for Stock Selection |
0 |
1 |
1 |
81 |
0 |
1 |
1 |
232 |
| 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 |
1 |
6 |
21 |
3,196 |
8 |
33 |
109 |
13,915 |
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