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Ronald Hochreiter

This is information that was supplied by Ronald Hochreiter in registering through RePEc. If you are Ronald Hochreiter , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Ronald
Middle Name:
Last Name:Hochreiter
RePEc Short-ID:pho177
Postal Address:
Location: Wien, Austria
Handle: RePEc:edi:wiwieat (more details at EDIRC)
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  1. Stefan Haring & Ronald Hochreiter, 2015. "Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm," Papers 1507.08937,
  2. Ronald Hochreiter, 2015. "Computing trading strategies based on financial sentiment data using evolutionary optimization," Papers 1504.02972,
  3. Ronald Hochreiter, 2014. "An Evolutionary Optimization Approach to Risk Parity Portfolio Selection," Papers 1411.7494,, revised Jan 2015.
  4. Radoslava Mirkov & Thomas Maul & Ronald Hochreiter & Holger Thomae, 2014. "Modeling Credit Spreads Using Nonlinear Regression," Papers 1401.6955,
  5. Ronald Hochreiter & Christoph Waldhauser, 2014. "Active extension portfolio optimization with non-convex risk measures using metaheuristics," Papers 1406.7723,
  6. Ronald Hochreiter, 2010. "A note on evolutionary stochastic portfolio optimization and probabilistic constraints," Papers 1001.5421,
  7. David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802,, revised Jan 2014.
  8. Ronald Hochreiter, 2009. "Evolutionary multi-stage financial scenario tree generation," Papers 0912.1534,, revised Jan 2010.
  1. Kodydek Georg & Hochreiter Ronald, 2013. "The Influence of Personality Characteristics on Individual Competencies of Work Group Members: A Cross-cultural Study," Organizacija, De Gruyter Open, vol. 46(5), pages 196-204, September.
  2. Wozabal, David & Hochreiter, Ronald, 2012. "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 403-415.
  3. Ronald Hochreiter & Daniel Kuhn, 2012. "Optimal decision making under uncertainty," Computational Management Science, Springer, vol. 9(1), pages 1-2, February.
  4. Ronald Hochreiter & Georg Pflug, 2009. "Introduction to the special issue on computational optimization under uncertainty," Computational Management Science, Springer, vol. 6(2), pages 115-116, May.
  5. Ronald Hochreiter & Georg Pflug, 2006. "Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments," Computational Economics, Society for Computational Economics, vol. 28(3), pages 291-309, October.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (5) 2009-12-19 2014-07-05 2014-12-29 2015-04-19 2015-08-19. Author is listed
  2. NEP-EVO: Evolutionary Economics (2) 2010-02-13 2014-12-29. Author is listed
  3. NEP-FMK: Financial Markets (1) 2014-02-02
  4. NEP-RMG: Risk Management (3) 2009-11-21 2014-07-05 2014-12-29. Author is listed

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