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Publications by Frank Schlottmann


 - book
 - misc





article
Jonas Andrulis, Andreas Mitschele, Thomas Schmidt, Frank Schlottmann
Unternehmensindividuelle Stresstests als Konsequenz aus der Finanzmarktkrise
Risiko Manager, (10), pages 1-11, Mai, 2009
(Details)

Bünte Dominik, Frank Schlottmann, Jan Schnabl, Stephan Vorgrimler, Detlef Seese
Integration von Spreadrisiken in die Kreditrisikomessung
Zeitschrift für das gesamte Kreditwesen, 62, (13), pages 639-642, 2009
(Details)

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

Irene Biller, Andreas Mitschele, Frank Schlottmann, Detlef Seese, Stephan Vorgrimler
Einsatz des Libor-Marktmodells in der Zinsänderungsrisikosteuerung
Zeitschrift für das gesamte Kreditwesen, (22), November, 2004
(Details)

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inproceedings
Andreas Vogel, Frank Schlottmann, Detlef Seese
Market modelling for anticipating risk in a context of macroeconomic stresstest
Proceedings of International Business Research Conference, NN
(Details)

Andreas Mitschele, Ingo Österreicher, Frank Schlottmann, Detlef Seese
Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers
In Waldmann, Karl-Heinz; Stocker, Ulrike M., Operations Research Proceedings 2006, pages: 287--292, Springer, Mai, 2007
(Details)

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, pages: 747-748, ACM Press, 1, New York, NY, USA, Juni, 2006
(Details)

Frank Schlottmann, Andreas Mitschele, Detlef Seese
A Multi-objective Approach to Integrated Risk Management
In Carlos A. Coello Coello, Arturo Hernández Aguirre, Eckart Zitzler, Evolutionary Multi-Criterion Optimization, pages: 692-706, Springer, Lecture Notes in Computer Science, 3410, März, 2005
(Details)

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, pages: 506 - 514, Springer-Verlag, Heidelberg
(Details)

Detlef Seese, Frank Schlottmann
Large grids and local information flow as a reason for high complexity
In Frizelle, Gerry; Richards, Huw (eds.), Tackling industrial complexity: the ideas that make a difference, Proceedings of the 2002 Conference of the Manufacturing Complexity Network, April 9-10 2002, University of Cambridge, pages: 193-207, -
(Details)

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book
Detlef Seese, Christof Weinhardt, Frank Schlottmann
Handbook on Information Technology in Finance
Springer-Verlag, Berlin, Heidelberg, 2008
(Details)

Detlef Seese, Christof Weinhardt, Frank Schlottmann
Handbook on Information Technology in Finance
Springer, August, 2008
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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, pages 317-342, Springer, 2008
(Details)

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, pages 627 - 652, World Scientific Singapore, 2004
(Details)

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, pages 231-266, Physica, Heidelberg, 2003
(Details)

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phdthesis
Frank Schlottmann
Komplexität und hybride quantitativ-evolutionäre Ansätze im Kreditportfolioriskomanagement
Prof. Dr. D. Seese / Prof. Dr. C. Weinhardt, 2003/07/24, PhD thesis at the Universität Karlsruhe (TH), Fakultät für Wirtschaftswissenschaften
(Details)

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misc
Andreas Mitschele, Stephan K. Chalup, Frank Schlottmann, Detlef Seese
Applications of Kernel Methods in Financial Risk Management
12th International Conference on Computing in Economics and Finance, Book of Abstracts p. 85, Juni, 2006
(Details)

Andreas Mitschele, Frank Schlottmann, Detlef Seese
A Multi-objective Model Framework for the Integrated Management of Financial Risks
Quantitative Methods in Finance Conference, Book of Abstracts p. 90, Dezember, 2005
(Details)

Andreas Mitschele, Frank Schlottmann, Detlef Seese
A Heuristic Approach towards an Integrated View on Portfolio Return, Market Risk, Credit Risk and Operational Risk
3rd World Conference on Computational Statistics & Data Analysis, Book of Abstracts p. 47, Oktober, 2005
(Details)

Frank Schlottmann, Andreas Mitschele, Detlef Seese
Risk-Return Analysis with an Integrated Perspective on Market, Credit and Operational Risk
10th Symposium on Finance, Banking, and Insurance, Book of Abstracts p. 52, Dezember, 2005
(Details)

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
(Details)

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