Ralf Östermark: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Portfolio optimization based on GARCH-EVT-Copula forecasting models

Sahamkhadam, Maziar, Stephan, Andreas, Östermark, Ralf

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 593 KB

english, 2018

2

Concurrent processing of mixed‐integer non‐linear programming problems

Östermark, Ralf

Journal:

Year:

2009

Language:

english

File:

PDF, 254 KB

english, 2009

3

Hedging with options and cardinality constraints in multi‐period portfolio management systems

Lin, Yi, Östermark, Ralf

Journal:

Year:

2011

Language:

english

File:

PDF, 253 KB

english, 2011

4

Call option pricing and replication under economic friction

Ralf Östermark

Journal:

European Journal of Operational Research

Year:

1998

Language:

english

File:

PDF, 859 KB

english, 1998

5

A fuzzy control model (FCM) for dynamic portfolio management

Ralf Östermark

Journal:

Fuzzy Sets and Systems

Year:

1996

Language:

english

File:

PDF, 585 KB

english, 1996

6

A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups

Ralf Östermark

Journal:

Fuzzy Sets and Systems

Year:

2000

Language:

english

File:

PDF, 209 KB

english, 2000

7

A multiperiod firm model for strategic decision support

Östermark, Ralf, Söderlund, Kenneth

Journal:

Year:

1999

Language:

english

File:

PDF, 159 KB

english, 1999

8

A recursive partitioning algorithm for matrix inversion on parallel computers

Östermark, Ralf

Journal:

Year:

1998

Language:

english

File:

PDF, 186 KB

english, 1998

9

State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)

ÖSTERMARK, RALF, AOKI, MASANAO

Journal:

International Journal of Systems Science

Year:

1995

Language:

english

File:

PDF, 541 KB

english, 1995

10

VARMAX-modelling of blast furnace process variables

Ralf Östermark, Henrik Saxén

Journal:

European Journal of Operational Research

Year:

1996

Language:

english

File:

PDF, 996 KB

english, 1996

11

Auditor fee dependence, auditor tenure, and auditor independence: the case of Finland

Nasution, Damai, Östermark, Ralf

Journal:

International Journal of Accounting Auditing and Performance Evaluation

Year:

2013

Language:

english

File:

PDF, 265 KB

english, 2013

12

A parallel algorithm for optimizing the capital structure contingent on maximum value at risk

Östermark, Ralf

Journal:

Year:

2015

Language:

english

File:

PDF, 784 KB

english, 2015

13

Gestalt system of holistic graphics: New management support view of MCDM

Eero Kasanen, Ralf Östermark, Milan Zeleny

Journal:

Computers & Operations Research

Year:

1991

Language:

english

File:

PDF, 698 KB

english, 1991

14

Fuzzy linear constraints in the capital asset pricing model

Ralf Östermark

Journal:

Fuzzy Sets and Systems

Year:

1989

Language:

english

File:

PDF, 1.23 MB

english, 1989

15

Testing the relevance of accounting numbers in security valuation: a structural model with Scandinavian data

Östermark, Ralf, Aaltonen, Jaana

Journal:

Applied Financial Economics

Year:

1995

Language:

english

File:

PDF, 377 KB

english, 1995

16

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part I: Theory

Östermark, Ralf, Höglund, Rune

Journal:

Year:

1993

Language:

english

File:

PDF, 324 KB

english, 1993

17

Automatic arima modelling by the cartesian search algorithm

Rune Höglund, Ralf Östermark

Journal:

Journal of Forecasting

Year:

1991

Language:

english

File:

PDF, 647 KB

english, 1991

18

Size and power of some cointegration tests under structural breaks and heteroskedastic noise

Rune Höglund, Ralf Östermark

Journal:

Statistical Papers

Year:

2003

Language:

english

File:

PDF, 994 KB

english, 2003

19

Multivariate Granger causality in international asset pricing: evidence from the Finnish and Japanese financial economies

Ostermark, Ralf

Journal:

Applied Financial Economics

Year:

1998

Language:

english

File:

PDF, 209 KB

english, 1998

20

Monte Carlo tests of cointegration in a bivariate normal common factor system

Ostermark, Ralf

Journal:

Applied Financial Economics

Year:

2000

Language:

english

File:

PDF, 317 KB

english, 2000

21

Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data

Östermark, Ralf

Journal:

Year:

2000

Language:

english

File:

PDF, 272 KB

english, 2000

22

Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming

Ralf Östermark, Rune Höglund

Journal:

European Journal of Operational Research

Year:

1998

Language:

english

File:

PDF, 1.12 MB

english, 1998

23

A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function

Östermark, Ralf

Journal:

Fuzzy Sets and Systems

Year:

2014

Language:

english

File:

PDF, 1.15 MB

english, 2014

24

Scalability of the genetic hybrid algorithm on a parallel supercomputer

Chen, Mian‐yun, Östermark, Ralf

Journal:

Year:

2008

Language:

english

File:

PDF, 116 KB

english, 2008

25

Visualisation of Financial Planning Models: The Case of an MCDM Model in Commercial Banking

Östermark, Ralf, Kasanen, Eero

Journal:

Year:

1989

Language:

english

File:

PDF, 268 KB

english, 1989

26

Growth and profitability in small privately held biotech firms: preliminary findings

Malin Brännback, Alan Carsrud, Maija Renko, Ralf Östermark, Jaana Aaltonen, Niklas Kiviluoto

Journal:

New Biotechnology

Year:

2009

Language:

english

File:

PDF, 287 KB

english, 2009

27

Incorporating asset growth potential and bear market safety switches in international portfolio decisions

Ralf Östermark

Journal:

Applied Soft Computing

Year:

2012

Language:

english

File:

PDF, 589 KB

english, 2012

28

Modelling dynamic systems with biased regression and spectral methods

Östermark, Ralf

Journal:

Year:

1995

Language:

english

File:

PDF, 120 KB

english, 1995

29

Extreme returns and the investor’s expectation for future volatility: Evidence from the Finnish stock market

Mahmood Ali, Syed Riaz, Ahmed, Shaker, Östermark, Ralf

Journal:

The Quarterly Review of Economics and Finance

Year:

2019

File:

PDF, 3.96 MB

2019

30

The economic value of stock and call options on the Swedish financial market

Ralf Östermark, Jaana Aaltonen

Journal:

European Journal of Operational Research

Year:

1994

Language:

english

File:

PDF, 1014 KB

english, 1994

31

Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism

Ralf Östermark

Journal:

Computational Statistics & Data Analysis

Year:

2001

Language:

english

File:

PDF, 407 KB

english, 2001

32

Comparison of univariate and multivariate Granger causality in international asset pricing. Evidence from Finnish and Japanese financial economies

OSTERMARK, RALF, AALTONEN, JAANA

Journal:

Applied Financial Economics

Year:

1999

Language:

english

File:

PDF, 345 KB

english, 1999

33

Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm

Ralf Östermark

Journal:

Computers & Operations Research

Year:

1999

Language:

english

File:

PDF, 129 KB

english, 1999

34

Competing transformation models

Östermark, Ralf, Aaltonen, Jaana

Journal:

Year:

1999

Language:

english

File:

PDF, 288 KB

english, 1999

35

Massively Parallel Processing of Recursive Multi-period Portfolio Models

Östermark, Ralf

Journal:

European Journal of Operational Research

Year:

2016

Language:

english

File:

PDF, 2.17 MB

english, 2016

36

A flexible multicomputer algorithm for artificial neural networks

Ralf Östermark

Journal:

Neural Networks

Year:

1996

Language:

english

File:

PDF, 813 KB

english, 1996

37

A nonlinear mixed integer multiperiod firm model

Ralf Östermark, Hans Skrifvars, Tapio Westerlund

Journal:

International Journal of Production Economics

Year:

2000

Language:

english

File:

PDF, 281 KB

english, 2000

38

Solving difficult mixed integer and disjunctive non-linear problems on single and parallel processors

Östermark, Ralf

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 1.06 MB

english, 2014

39

Monte Carlo tests of cointegration with structural breaks

Östermark, Ralf, Höglund, Rune

Journal:

Year:

2000

Language:

english

File:

PDF, 311 KB

english, 2000

40

A fuzzy neural network algorithm for multigroup classification

Ralf Östermark

Journal:

Fuzzy Sets and Systems

Year:

1999

Language:

english

File:

PDF, 692 KB

english, 1999

41

Optimal comprimising within a multicriterial conflict zone

Ralf Östermark

Journal:

European Journal of Operational Research

Year:

1988

Language:

english

File:

PDF, 615 KB

english, 1988

42

Multiple input transfer function noise modelling in the time and frequency domain:empirical evidence from Monte Carlo simulations

Höglund, Rune, Östermark, Ralf

Journal:

Journal of Applied Statistics

Year:

1993

Language:

english

File:

PDF, 1.14 MB

english, 1993

43

Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets

Ralf Östermark, Jaana Aaltonen

Journal:

Computational Economics

Year:

1992

Language:

english

File:

PDF, 1016 KB

english, 1992

44

Solving a linear multiperiod portfolio problem by interior-point methodology

Ralf Östermark

Journal:

Computational Economics

Year:

1992

Language:

english

File:

PDF, 890 KB

english, 1992

45

Portfolio efficiency of a dynamic capital asset pricing model

Ralf Östermark

Journal:

Empirical Economics

Year:

1993

Language:

english

File:

PDF, 1.14 MB

english, 1993

46

Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies

Ralf Östermark

Journal:

European Journal of Operational Research

Year:

1991

Language:

english

File:

PDF, 782 KB

english, 1991

47

Aspiration profile preserving compromising within a multicriterial conflict zone

Ralf Östermark

Journal:

European Journal of Operational Research

Year:

1988

Language:

english

File:

PDF, 602 KB

english, 1988

48

Concurrent processing of mixed‐integer non‐linear programming problems

Östermark, Ralf

Journal:

Year:

2009

File:

PDF, 254 KB

2009

49

Recursive least squares modelling: empirical evidence from the Finnish and Japanese markets

Höglund, Rune, Östermark, Ralf

Journal:

Year:

1997

Language:

english

File:

PDF, 170 KB

english, 1997

50

A fuzzy vector valued KNN-algorithm for automatic outlier detection

Ralf Östermark

Journal:

Applied Soft Computing

Year:

2009

Language:

english

File:

PDF, 443 KB

english, 2009

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски