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Hau, Jenny
Robust Estimation in Predictive Regressions
Masterarbeit
2022
Escobar M., Gollart M., Zagst R.
Closed-form portfolio optimization under GARCH models
Operations Research Perspectives
2022
9
1-13
Křetínský, Jan;Meggendorfer, Tobias;Waldmann, Clara;Weininger, Maximilian
Index appearance record with preorders
Acta Informatica
2021
Escobar M., Havrylenko Y., Kschonnek M., and Zagst R.
Decrease of capital guarantees in life insurance products: can reinsurance stop it?
Working Paper
2021
Fuchs F., Wahl M., Zagst R., and X. Zheng
Stock Market Crisis Forecasting using Neural Networks with Input Factor Selection
Working Paper
2021
Opritescu, Daniel;Hartmann, Christoph;Riedl, Wolfgang;Ritter, Michael;Volk, Wolfram
Low-risk bypassing of machine failure scenarios in automotive industry press shops by releasing overall capacity of the production networks
Journal of Manufacturing Systems
2019
52
121-130
Carsten Chong
High-frequency analysis of parabolic stochastic {PDE}s with multiplicative noiseHigh-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Preprint
2019
Deligkas, Argyrios;Fearnley, John;Melissourgos, Themistoklis;Spirakis, Paul G.
Approximating the existential theory of the reals
Journal of Computer and System Sciences
2022
125
106-128
Carsten Chong, Thomas Delerue, Guoying Li
Mixed semimartingales: Volatility estimation in the presence of rough noise
Preprint
2021
Dec
Brugger, Matthias;Schulz, Andreas S.
On the complexity of recognizing integrality and total dual integrality of the {0,1/2}-closure
Operations Research Letters
2022
50
1
16-19
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