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The citations below have been collected in an experimental project,
CitEc. These are
citations from works listed in RePEc
that could be analyzed mechanically. So far, only a minority of all
works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.
Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006.
"From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets,"
Research Paper
ERS-2006-009-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Boer-Sorban, K. & Bruin, A. de & Kaymak, U., 2005.
"On the Design of Artificial Stock Markets,"
Research Paper
ERS-2005-001-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Cited by:
Boer-Sorban, K. & Kaymak, U. & Bruin, A. de, 2005.
"A Modular Agent-Based Environment for Studying Stock Markets,"
Research Paper
ERS-2005-017-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Boer-Sorban, K. & Kaymak, U. & Spiering, J., 2006.
"From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets,"
Research Paper
ERS-2006-009-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Naso, D. & Surico, M. & Turchiano, B. & Kaymak, U., 2004.
"Genetic Algorithms in Supply Chain Scheduling of Ready-Mixed Concrete,"
Research Paper
ERS-2004-096-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Cited by:
Surico, M. & Kaymak, U. & Naso, D. & Dekker, R., 2006.
"Hybrid Meta-Heuristics for Robust Scheduling,"
Research Paper
ERS-2006-018-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Berg, J. van den & Bergh, W.M. van den & Kaymak, U., 2001.
"Probabilistic and Statistical Fuzzy Set Foundations of Competitive Exception Learning,"
Research Paper
ERS-2001-40-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Cited by:
Berg, J. van den & Bergh, W.M. van den & Kaymak, U., 2003.
"Financial Markets Analysis by Probabilistic Fuzzy Modelling,"
Research Paper
ERS-2003-036-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Surico, M. & Kaymak, U. & Naso, D. & Dekker, R., 2006.
"Hybrid Meta-Heuristics for Robust Scheduling,"
Research Paper
ERS-2006-018-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.