Dietmar Maringer

Dietmar Maringer, Tikesh Ramtohul, D. Maringer, 2011, 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr).

Selecting and estimating interest rate models with evolutionary methods

Dietmar Maringer, Sebastian H. M. Deininger, 2016, Evol. Intell..

Regime-Switching Recurrent Reinforcement Learning in Automated Trading

Dietmar Maringer, Tikesh Ramtohul, D. Maringer, 2012, Natural Computing in Computational Finance.

Constrained Index Tracking under Loss Aversion Using Differential Evolution

Dietmar Maringer, 2008, Natural Computing in Computational Finance.

Convergence of GARCH Estimators: Theory and Empirical Evidence

Peter Winker, Dietmar Maringer, D. Maringer, 2006, JCIS.

Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels

Peter Winker, Kai-Tai Fang, Yu Tang, 2005, Math. Comput..

THE HIDDEN RISKS OF OPTIMIZING BOND PORTFOLIOS UNDER VAR

Peter Winker, Dietmar Maringer, 2004 .

Two parameter update schemes for recurrent reinforcement learning

Jin Zhang, Dietmar Maringer, 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

A Clustering Application in Portfolio Management

Jin Zhang, Dietmar Maringer, D. Maringer, 2010 .

MOEA/D with NBI-style Tchebycheff approach for portfolio management

Qingfu Zhang, Hui Li, Edward P. K. Tsang, 2010, IEEE Congress on Evolutionary Computation.

The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems

Sandra Paterlini, Dietmar Maringer, Peter Winker, 2012, Comput. Stat. Data Anal..

Evolutionary Money Management

Dietmar Maringer, Philip Saks, D. Maringer, 2009, EvoWorkshops.

Threshold Recurrent Reinforcement Learning Model for Automated Trading

Dietmar Maringer, Tikesh Ramtohul, D. Maringer, 2010, EvoApplications.

Optimal LAG structure selection in VEC-models

Dietmar Maringer, Peter Winker, 2005 .

Natural Computing in Computational Finance (Volume 4): Introduction

Michael O'Neill, Dietmar Maringer, Anthony Brabazon, 2012, Natural Computing in Computational Finance.

Natural Computing in Computational Finance (Volume 3): Introduction

Michael O'Neill, Dietmar Maringer, Anthony Brabazon, 2010 .

Global optimization of higher order moments in portfolio selection

Dietmar Maringer, Panos Parpas, D. Maringer, 2009, J. Glob. Optim..

Re-Creating Banking Networks under Decreasing Fixed Costs

Sandra Paterlini, Dietmar Maringer, Ben R. Craig, 2019, Working paper (Federal Reserve Bank of Cleveland).

Indicator selection for daily equity trading with recurrent reinforcement learning

Jin Zhang, Dietmar Maringer, D. Maringer, 2013, GECCO.

Heuristic optimization for portfolio management

Dietmar Maringer, D. Maringer, 2008 .

Applications of Heuristics in Finance

Peter Winker, Manfred Gilli, Dietmar Maringer, 2008 .

Constructing banking networks under decreasing costs of link formation

Sandra Paterlini, Dietmar Maringer, Ben R. Craig, 2021, Comput. Manag. Sci..

The convergence of optimization based GARCH estimators: theory and application

Peter Winker, Dietmar Maringer, D. Maringer, 2006 .

The convergence of optimization based estimators: theory and application to a GARCH-model

Peter Winker, Dietmar Maringer, 2005 .

Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique

Dietmar Maringer, D. Maringer, Jin Zhang, 2009 .

Diversification With a Limited Number of Assets

Dietmar Maringer, 2006 .

Detecting time-variation in corporate bond index returns: a smooth transition regression model

Dietmar Maringer, D. Maringer, XiaoHua Chen, 2011 .

Statistical Arbitrage with Genetic Programming

Dietmar Maringer, Philip Saks, D. Maringer, 2009 .

Asset Allocation under Hierarchical Clustering

Dietmar Maringer, Jin Zhang, 2010 .

Smooth Transition Autoregressive Models – New Approaches to the Model Selection Problem

Dietmar Maringer, D. Maringer, M. Meyer, 2006 .

Portfolio management with heuristic optimization

Dietmar Maringer, D. Maringer, 2005 .

Optimal Lag Structure Selection in VEC-Models

Peter Winker, Dietmar Maringer, D. Maringer, 2004 .

Portfolio Management with Heuristic Optimization (Advances in Computational Management Science)

Dietmar Maringer, 2006 .

Index tracking with constrained portfolios: Research Articles

Dietmar Maringer, Olufemi Oyewumi, 2007 .

The Threshold Accepting Optimisation Algorithm in Economics and Statistics

Peter Winker, Dietmar Maringer, D. Maringer, 2007 .

Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading

Dietmar Maringer, D. Maringer, Jin Zhang, 2016 .

THE HIDDEN RISKS OF OPTIMIZING BOND PORTFOLIOS UNDER VAR

Peter Winker, Dietmar Maringer, D. Maringer, 2007 .