Computational Finance

Veröffentlichungen zum Forschungsgebiet

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Article

Frank Schlottmann, Detlef Seese
A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
Computational Statistics Data Analysis, 47, Seiten 373 - 399, 2004
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inproceedings

Ingo Österreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese
Comparison of Multi-Objective Evolutionary Algorithms in Optimizing Combinations of Reinsurance Contracts
In Maarten Keijzer et al., GECCO '06: Proceedings of the 8th annual conference on Genetic and evolutionary computation, Seiten: 747-748, ACM Press, 1, New York, NY, USA, Juni, 2006
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Frank Schlottmann, Detlef Seese
Discovery of risk-return efficient structures in middle-market portfolios
In D. Baier, K. Wernecke, Innovations in Classification, Data Science, and Information Systems. Proc. 27th. Annual GfKI Conference, University of cottbus, March 12 - 14, 2003, Seiten: 506 - 514, Springer-Verlag, Heidelberg
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incollection

Andreas Mitschele, Frank Schlottmann, Detlef Seese
Integrated Risk Management: Risk Aggregation and Allocation using Intelligent Systems
In E. Kontoghiorghes, B. Rustem, P. Winker, Computational Methods in Financial Engineering, Seiten 317-342, Springer, 2008
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Frank Schlottmann, Detlef Seese
Financial applications of multi-objective evolutionary algorithms: recent development and future research directions
In C. Coello-Coello, G. Lamont, Applications of Multi-Objective Evolutionary Algorithms, Seiten 627 - 652, World Scientific Singapore, 2004
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Frank Schlottmann, Detlef Seese
Finding constrained downside risk-return efficient credit portfolio structures using hybrid multi-objective evolutionary computation
In G. Bol; G. Nakhaeizadeh; S. Rachev; T. Ridder; K.-H. Vollmer, Credit risk: measurement, evaluation and management, Seiten 231-266, Physica, Heidelberg, 2003
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misc

Detlef Seese, Frank Schlottmann
The building blocks of complexity: a unified criterion and selected applications in risk management
Complexity 2003: Complex Behaviour in Economics Conference, Aix-en-Provence, France, Mai, 2003
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