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1

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

Zhang, Jin, Maringer, Dietmar

Journal:

Computational Economics

Year:

2016

Language:

english

File:

PDF, 392 KB

english, 2016

2

Special Issue of Quantitative Finance on ‘Financial Data Analytics’

James, Jessica, Maringer, Dietmar, Palade, Vasile, Serguieva, Antoaneta

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 257 KB

english, 2015

3

[ACM Press Proceeding of the fifteenth annual conference companion - Amsterdam, The Netherlands (2013.07.06-2013.07.10)] Proceeding of the fifteenth annual conference companion on Genetic and evolutionary computation conference companion - GECCO '13 Companion - Indicator selection for daily equity trading with recurrent reinforcement learning

Zhang, Jin, Maringer, Dietmar

Year:

2013

Language:

english

File:

PDF, 372 KB

english, 2013

4

Regulation and contagion of banks

Lengwiler, Yvan, Maringer, Dietmar

Journal:

Journal of Banking Regulation

Year:

2015

Language:

english

File:

PDF, 133 KB

english, 2015

5

Regime-switching recurrent reinforcement learning for investment decision making

Dietmar Maringer, Tikesh Ramtohul

Journal:

Computational Management Science

Year:

2012

Language:

english

File:

PDF, 470 KB

english, 2012

6

Global optimization of higher order moments in portfolio selection

Dietmar Maringer, Panos Parpas

Journal:

Journal of Global Optimization

Year:

2009

Language:

english

File:

PDF, 370 KB

english, 2009

7

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

XiaoHua Chen, Dietmar Maringer

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 367 KB

english, 2011

8

[Studies in Computational Intelligence] Natural Computing in Computational Finance Volume 380 || A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series

Brabazon, Anthony, O’Neill, Michael, Maringer, Dietmar

Year:

2012

Language:

english

File:

PDF, 305 KB

english, 2012

9

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

Maringer, Dietmar G., Meyer, Mark

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2008

Language:

english

File:

PDF, 375 KB

english, 2008

10

Low-latency liquidity inefficiency strategies

Oesch, Christian, Maringer, Dietmar

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 516 KB

english, 2016

11

Anfang gut, alles gut? Eine Empirische Untersuchung über den fünftageindikator Zur frühprognose auf Aktienmärkten

Edwin O. Fischer, Christian Keber, Dietmar G. Maringer

Journal:

Financial Markets and Portfolio Management

Year:

2002

Language:

german

File:

PDF, 743 KB

german, 2002

12

THE HIDDEN RISKS OF OPTIMIZING BOND PORTFOLIOS UNDER VAR

Winker, Peter, Maringer, Dietmar

Journal:

IFAC Proceedings Volumes

Year:

2005

Language:

english

File:

PDF, 229 KB

english, 2005

13

Selecting and estimating interest rate models with evolutionary methods

Maringer, Dietmar, Deininger, Sebastian H. M.

Journal:

Evolutionary Intelligence

Year:

2016

Language:

english

File:

PDF, 1.17 MB

english, 2016

14

Finding the relevant risk factors for asset pricing

Dietmar G. Maringer

Journal:

Computational Statistics & Data Analysis

Year:

2004

Language:

english

File:

PDF, 256 KB

english, 2004

15

The convergence of estimators based on heuristics: theory and application to a GARCH model

Peter Winker, Dietmar Maringer

Journal:

Computational Statistics

Year:

2009

Language:

english

File:

PDF, 332 KB

english, 2009

16

Optimization of cardinality constrained portfolios with a hybrid local search algorithm

Dietmar Maringer, Hans Kellerer

Journal:

Year:

2003

Language:

english

File:

PDF, 300 KB

english, 2003

17

Die Bewertung von Kreditgarantien mittels Hyperoptionen

Edwin O. Fischer, Christian Keber, Dietmar G. Maringer

Journal:

Year:

2000

Language:

german

File:

PDF, 312 KB

german, 2000

18

Distribution assumptions and risk constraints in portfolio optimization

Dietmar G. Maringer

Journal:

Computational Management Science

Year:

2005

Language:

english

File:

PDF, 173 KB

english, 2005

19

Index tracking with constrained portfolios

Dietmar Maringer, Olufemi Oyewumi

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2007

Language:

english

File:

PDF, 866 KB

english, 2007

20

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

Dietmar Maringer, Sandra Paterlini, Peter Winker

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 147 KB

english, 2012

21

Distributing weights under hierarchical clustering: A way in reducing performance breakdown

Jin Zhang, Dietmar Maringer

Journal:

Expert Systems with Applications

Year:

2011

Language:

english

File:

PDF, 357 KB

english, 2011

22

[Studies in Computational Intelligence] Natural Computing in Computational Finance Volume 380 ||

Brabazon, Anthony, O’Neill, Michael, Maringer, Dietmar

Year:

2012

Language:

english

File:

PDF, 3.58 MB

english, 2012

23

[IEEE Economics -Part Of 17273 - 2011 Ssci - Paris, France (2011.04.11-2011.04.15)] 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr) - GP-based rebalancing triggers for the CPPI

Maringer, Dietmar, Ramtohul, Tikesh

Year:

2011

Language:

english

File:

PDF, 631 KB

english, 2011

24

[IEEE 2013 IEEE Congress on Evolutionary Computation (CEC) - Cancun, Mexico (2013.06.20-2013.06.23)] 2013 IEEE Congress on Evolutionary Computation - Portfolio optimization under market impact costs

Oesch, Christian, Maringer, Dietmar

Year:

2013

Language:

english

File:

PDF, 1010 KB

english, 2013

25

[IEEE 2010 IEEE Congress on Evolutionary Computation (CEC) - Barcelona, Spain (2010.07.18-2010.07.23)] IEEE Congress on Evolutionary Computation - MOEA/D with NBI-style Tchebycheff approach for portfolio management

Zhang, Qingfu, Li, Hui, Maringer, Dietmar, Tsang, Edward

Year:

2010

Language:

english

File:

PDF, 168 KB

english, 2010

26

[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Transition variable selection for regime switching recurrent reinforcement learning

Maringer, Dietmar, Zhang, Jin

Year:

2014

Language:

english

File:

PDF, 343 KB

english, 2014

27

[IEEE 2014 IEEE Congress on Evolutionary Computation (CEC) - Beijing, China (2014.7.6-2014.7.11)] 2014 IEEE Congress on Evolutionary Computation (CEC) - Two parameter update schemes for recurrent reinforcement learning

Zhang, Jin, Maringer, Dietmar

Year:

2014

Language:

english

File:

PDF, 370 KB

english, 2014

28

[Studies in Computational Intelligence] Natural Computing in Computational Finance Volume 293 || Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model

Brabazon, Anthony, O’Neill, Michael, Maringer, Dietmar G.

Year:

2010

Language:

english

File:

PDF, 349 KB

english, 2010

29

Lower Bounds and Stochastic Optimization Algorithms for Uniform Designs with Three or Four Levels

Kai-Tai Fang, Dietmar Maringer, Yu Tang and Peter Winker

Journal:

Mathematics of Computation

Year:

2006

Language:

english

File:

PDF, 898 KB

english, 2006

30

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

Fang, Kai-Tai, Maringer, Dietmar, Tang, Yu, Winker, Peter

Journal:

Mathematics of Computation

Year:

2005

Language:

english

File:

PDF, 424 KB

english, 2005

31

OPTIMAL LAG STRUCTURE SELECTION IN VEC–MODELS

Winker, Peter, Maringer, Dietmar

Journal:

IFAC Proceedings Volumes

Year:

2005

Language:

english

File:

PDF, 238 KB

english, 2005

32

Selecting pair-copulas with downside risk minimisation

Zhang, Jin, Maringer, Dietmar

Journal:

International Journal of Financial Markets and Derivatives

Year:

2011

Language:

english

File:

PDF, 819 KB

english, 2011

33

Structured Products: Performance, Costs and Investments

Maringer, Dietmar, Pohl, Walter, Vanini, Paolo

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.02 MB

english, 2015

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