4. Computer Science
  5. Neural and Evolutionary Computing

Ronald Hochreiter

Computer Science – Neural and Evolutionary Computing

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A Coupled Markov Chain approach to risk analysis of credit default swap index products

Economy – Quantitative Finance – Risk Management
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A note on evolutionary stochastic portfolio optimization and probabilistic constraints

Economy – Quantitative Finance – Portfolio Management
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Evolutionary estimation of a Coupled Markov Chain credit risk model

Computer Science – Neural and Evolutionary Computing
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Evolutionary multi-stage financial scenario tree generation

Computer Science – Neural and Evolutionary Computing
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