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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.

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First Name:Ronald
Middle Name:
Last Name:Hochreiter
RePEc Short-ID:pho177
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  1. Ronald Hochreiter, 2015. "Computing trading strategies based on financial sentiment data using evolutionary optimization," Papers 1504.02972,
  2. 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,
  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. Ronald Hochreiter, 2009. "Evolutionary multi-stage financial scenario tree generation," Papers 0912.1534,, revised Jan 2010.
  8. David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802,, revised Jan 2014.
  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. Georg Pflug & Ronald Hochreiter, 2012. "Applied mathematical programming and modelling 2008," Annals of Operations Research, Springer, vol. 193(1), pages 1-2, March.
  4. Ronald Hochreiter & Daniel Kuhn, 2012. "Optimal decision making under uncertainty," Computational Management Science, Springer, vol. 9(1), pages 1-2, February.
  5. 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.
  6. Ronald Hochreiter & Georg Pflug, 2007. "Financial scenario generation for stochastic multi-stage decision processes as facility location problems," Annals of Operations Research, Springer, vol. 152(1), pages 257-272, July.
  7. Ronald Hochreiter & Georg Pflug, 2006. "Polynomial Algorithms for Pricing Path-Dependent Interest Rate Instruments," Computational Economics, Springer;Society for Computational Economics, vol. 28(3), pages 291-309, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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-RMG: Risk Management (3) 2009-11-21 2014-07-05 2014-12-29. Author is listed
  3. NEP-EVO: Evolutionary Economics (2) 2010-02-13 2014-12-29. Author is listed
  4. NEP-FMK: Financial Markets (1) 2014-02-02

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