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Ronald Hochreiter

Personal Details

First Name:Ronald
Middle Name:
Last Name:Hochreiter
Suffix:
RePEc Short-ID:pho177
http://www.hochreiter.net/ronald/research/

Affiliation

WU Wirtschaftsuniversität Wien

Wien, Austria
http://www.wu.ac.at/

:


RePEc:edi:wiwieat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ronald Hochreiter, 2015. "Computing trading strategies based on financial sentiment data using evolutionary optimization," Papers 1504.02972, arXiv.org.
  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, arXiv.org.
  3. Ronald Hochreiter & Christoph Waldhauser, 2014. "Active extension portfolio optimization with non-convex risk measures using metaheuristics," Papers 1406.7723, arXiv.org.
  4. Ronald Hochreiter, 2014. "An Evolutionary Optimization Approach to Risk Parity Portfolio Selection," Papers 1411.7494, arXiv.org, revised Jan 2015.
  5. Radoslava Mirkov & Thomas Maul & Ronald Hochreiter & Holger Thomae, 2014. "Modeling Credit Spreads Using Nonlinear Regression," Papers 1401.6955, arXiv.org.
  6. Ronald Hochreiter, 2010. "A note on evolutionary stochastic portfolio optimization and probabilistic constraints," Papers 1001.5421, arXiv.org.
  7. David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802, arXiv.org, revised Jan 2014.
  8. Ronald Hochreiter, 2009. "Evolutionary multi-stage financial scenario tree generation," Papers 0912.1534, arXiv.org, revised Jan 2010.

Articles

  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. Ronald Hochreiter & Daniel Kuhn, 2012. "Optimal decision making under uncertainty," Computational Management Science, Springer, vol. 9(1), pages 1-2, February.
  3. 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.
  4. Georg Pflug & Ronald Hochreiter, 2012. "Applied mathematical programming and modelling 2008," Annals of Operations Research, Springer, vol. 193(1), pages 1-2, March.
  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. David Wozabal & Ronald Hochreiter, 2009. "A Coupled Markov Chain Approach to Credit Risk Modeling," Papers 0911.3802, arXiv.org, revised Jan 2014.

    Cited by:

    1. D. V. Boreiko & Y. M. Kaniovski & G. Ch. Pflug, 2016. "Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(4), pages 989-1007, December.
    2. D. V. Boreiko & Y. M. Kaniovski & G. Ch. Pflug, 2017. "Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries," Computational Economics, Springer;Society for Computational Economics, vol. 49(3), pages 499-516, March.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. Jean-Paul Watson & David Woodruff, 2011. "Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems," Computational Management Science, Springer, vol. 8(4), pages 355-370, November.

  3. 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.

    Cited by:

    1. Barker, Andrew & Murray, Tim & Salerian, John, 2010. "Developing a Partial Equilibrium Model of an Urban Water System," Staff Working Papers 102, Productivity Commission, Government of Australia.
    2. Agnieszka Konicz & David Pisinger & Alex Weissensteiner, 2015. "Optimal annuity portfolio under inflation risk," Computational Management Science, Springer, vol. 12(3), pages 461-488, July.
    3. Consiglio, Andrea & Carollo, Angelo & Zenios, Stavros A., 2014. "Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization," Working Papers 13-35, University of Pennsylvania, Wharton School, Weiss Center.
    4. Wang, Chengshan & Song, Guanyu & Li, Peng & Ji, Haoran & Zhao, Jinli & Wu, Jianzhong, 2017. "Optimal siting and sizing of soft open points in active electrical distribution networks," Applied Energy, Elsevier, vol. 189(C), pages 301-309.
    5. Elçin Çetinkaya & Aurélie Thiele, 2016. "A moment matching approach to log-normal portfolio optimization," Computational Management Science, Springer, vol. 13(4), pages 501-520, October.
    6. Löhndorf, Nils, 2016. "An empirical analysis of scenario generation methods for stochastic optimization," European Journal of Operational Research, Elsevier, vol. 255(1), pages 121-132.
    7. Ronald Hochreiter, 2009. "Evolutionary multi-stage financial scenario tree generation," Papers 0912.1534, arXiv.org, revised Jan 2010.

  4. 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.

    Cited by:

    1. A. Golbabai & L. Ballestra & D. Ahmadian, 2014. "A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options," Computational Economics, Springer;Society for Computational Economics, vol. 44(2), pages 153-173, August.

More information

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Statistics

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NEP Fields

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
  3. NEP-EVO: Evolutionary Economics (2) 2010-02-13 2014-12-29
  4. NEP-FMK: Financial Markets (1) 2014-02-02

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