Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
126 | James R. Perkins |
Optimal Control of Failure-Prone Manufacturing Systems with Constant Repair Times. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 125(1-4), pp. 233-261, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
failure-prone, hedging point policy, optimal production control, manufacturing systems |
125 | Jason Wu, Suvrajeet Sen |
A Stochastic Programming Model for Currency Option Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 100(1-4), pp. 227-249, 2000. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
currency options, stochastic programming, hedging |
117 | Aleksandr Rudkevich, Ezra D. Hausman, Richard Tabors, Jan Bagnall, Christopher Kopel |
Loss Hedging Rights: A Final Piece in the LMP Puzzle. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 38th Hawaii International Conference on System Sciences (HICSS-38 2005), CD-ROM / Abstracts Proceedings, 3-6 January 2005, Big Island, HI, USA, 2005, IEEE Computer Society, 0-7695-2268-8. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
92 | Jian-Qiang Hu, Pirooz Vakili, Lei Huang |
Capacity and Production Managment in a Single Product Manufacturing System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 125(1-4), pp. 191-204, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
hedging policy, flow control, production systems |
84 | Robert E. Mercer, Chrysanne DiMarco, Frederick W. Kroon |
The Frequency of Hedging Cues in Citation Contexts in Scientific Writing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Canadian AI ![In: Advances in Artificial Intelligence, 17th Conference of the Canadian Society for Computational Studies of Intelligence, Canadian AI 2004, London, Ontario, Canada, May 17-19, 2004, Proceedings, pp. 75-88, 2004, Springer, 3-540-22004-6. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
75 | Gül Gürkan, Fikri Karaesmen, Özge Özdemir |
Optimal Threshold Levels in Stochastic Fluid Models via Simulation-based Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Discret. Event Dyn. Syst. ![In: Discret. Event Dyn. Syst. 17(1), pp. 53-97, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Hedging points, Threshold levels, Generalized semi-Markov processes, Infinitesimal perturbation analysis, Sample-path optimization, Service-level constraints, Stochastic optimization, Stochastic fluid models |
67 | Richard Goldberg, James Read, Art Altman, Remi Audouin |
Delta Hedging Energy Portfolios: an Exploratory Study. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 40th Hawaii International International Conference on Systems Science (HICSS-40 2007), CD-ROM / Abstracts Proceedings, 3-6 January 2007, Waikoloa, Big Island, HI, USA, pp. 123, 2007, IEEE Computer Society, 0-7695-2755-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
58 | Chai Quek, Michel Pasquier, Neha Kumar |
A novel recurrent neural network-based prediction system for option trading and hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 29(2), pp. 138-151, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Option trading, Hedging system, Recurrent neural network, Computational finance |
58 | Yury Gryazin 0001, Michael Landrigan |
A Regularized Unconstrained Optimization in the Bond Portfolio Valuation and Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
World Congress on Engineering (Selected Papers) ![In: Advances in Electrical Engineering and Computational Science, [revised and extended papers from the World Congress on Engineering, WCE 2008, London, UK, July 2-4, 2008], pp. 539-549, 2008, Springer, 978-90-481-2310-0. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Regularized Unconstrained Optimization, Bond Portfolio, Collateralized Mortgage Obligation, Valuation, Hedging |
50 | Guangqin Li |
Hedging of American Contingent Claims in an Imcomplete Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD (3) ![In: Fifth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2008, 18-20 October 2008, Jinan, Shandong, China, Proceedings, Volume 3, pp. 98-102, 2008, IEEE Computer Society. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
50 | Jonathan Duke, Christopher D. Clack |
Evolutionary simulation of hedging pressure in futures markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Congress on Evolutionary Computation ![In: Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore, pp. 782-789, 2007, IEEE, 978-1-4244-1339-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
50 | Jian Chen, Michael C. Fu 0001 |
Financial derivatives and real options: hedging beyond duration and convexity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002, pp. 1593-1599, 2002, WSC, 0-7803-7615-3. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
|
41 | David M. Pennock |
A dynamic pari-mutuel market for hedging, wagering, and information aggregation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EC ![In: Proceedings 5th ACM Conference on Electronic Commerce (EC-2004), New York, NY, USA, May 17-20, 2004, pp. 170-179, 2004, ACM, 1-58113-771-0. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
automated market maker, betting, combinatorial betting, compound securities markets, dynamic pari-mutuel market, risk allocation, wagering, speculating, trading, information aggregation, hedging, gambling, continuous double auction |
34 | Christoforos Panayiotou, Christos G. Cassandras |
Infinitesimal Perturbation Analysis and Optimization for Make-to-Stock Manufacturing Systems Based on Stochastic Fluid Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Discret. Event Dyn. Syst. ![In: Discret. Event Dyn. Syst. 16(1), pp. 109-142, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Infinitesimal perturbation analysis, Optimization, Manufacturing systems, Stochastic fluid models |
33 | Susan Brennan, Justina O. Ohaeri |
Why do electronic conversations seem less polite? the costs and benefits of hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WACC ![In: Proceedings of the international joint conference on Work activities coordination and collaboration 1999, San Francisco, California, USA, February 22-25, 1999, pp. 227-235, 1999, ACM, 978-1-58113-070-6. The full citation details ...](Pics/full.jpeg) |
1999 |
DBLP DOI BibTeX RDF |
groups., multimedia, communication, politeness, hedges |
32 | Mohamed El Farissi, Mhamed Eddahbi, Ali Goumar |
Actuarial Valuation and Hedging of Life Insurance Liabilities in the Presence of Stochastic Mortality Risk under the Locally Risk-Minimizing Hedging Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 16(2), pp. 165, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
32 | Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid R. Stillman, Wayne Luk, Ce Guo |
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023, pp. 270-278, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
32 | Dane M. Christensen, Hengda Jin, Suhas A. Sridharan, Laura A. Wellman |
Hedging on the Hill: Does Political Hedging Reduce Firm Risk? ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 68(6), pp. 4356-4379, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
32 | Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen |
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022, pp. 361-368, 2022, ACM, 978-1-4503-9376-8. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
32 | Yudong Wang, Chongfeng Wu, Li Yang |
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy? ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 61(12), pp. 2870-2889, 2015. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
32 | Yuji Yamada |
Optimal hedging of basket options using smooth payoff functions: Comparison with super-hedging strategy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACC ![In: American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012, pp. 3699-3704, 2012, IEEE, 978-1-4577-1095-7. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
25 | Baris Tan, Stanley B. Gershwin |
Production and Subcontracting Strategies for Manufacturers with Limited Capacity and Volatile Demand. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 125(1-4), pp. 205-232, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
subcontracting, optimal flow control, hedging policy, production systems |
25 | Javad Sadr, Roland P. Malhamé |
Unreliable Transfer Lines: Decomposition/Aggregation and Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 125(1-4), pp. 167-190, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
transfer lines, manufacturing flow control, KANBAN optimization, hedging policies, dynamic programming, decomposition techniques |
25 | Michael H. Veatch, Francis de Véricourt |
Zero-Inventory Conditions for a Two-Part-Type Make-to-Stock Production System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 43(3), pp. 251-266, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
make-to-stock queue, hedging points, just-in-time |
25 | Lance Fortnow, Joe Kilian, David M. Pennock, Michael P. Wellman |
Betting boolean-style: a framework for trading in securities based on logical formulas. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EC ![In: Proceedings 4th ACM Conference on Electronic Commerce (EC-2003), San Diego, California, USA, June 9-12, 2003, pp. 144-155, 2003, ACM, 1-58113-679-X. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
betting, combinatorial betting, compound securities markets, computational complexity of matching, risk allocation, trading in financial instruments based on logical formulas, speculating, information aggregation, hedging, gambling |
17 | Yu-Chia Hsu, An-Pin Chen |
SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSE (1) ![In: Proceedings of the 12th IEEE International Conference on Computational Science and Engineering, CSE 2009, Vancouver, BC, Canada, August 29-31, 2009, pp. 368-373, 2009, IEEE Computer Society, 978-1-4244-5334-4. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
17 | John W. Stamey, Ryan A. Rossi |
Automatically identifying relations in privacy policies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGDOC ![In: Proceedings of the 27th Annual International Conference on Design of Communication, SIGDOC 2009, Bloomington, Indiana, USA, October 5-7, 2009, pp. 233-238, 2009, ACM, 978-1-60558-559-8. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
latent relations, ambiguities, privacy policies |
17 | Pythagoras Petratos |
Weather, Information Security, and Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Secur. Priv. ![In: IEEE Secur. Priv. 5(6), pp. 54-57, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
17 | Ramazan Gencay, Rajna Gibson |
Model Risk for European-Style Stock Index Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Neural Networks ![In: IEEE Trans. Neural Networks 18(1), pp. 193-202, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
17 | Chonghui Jiang, Yongkai Ma, Kevin W. Li |
Pricing of guarantees for principal-protected funds under the constant proportion portfolio insurance strategy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SMC ![In: Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, Montréal, Canada, 7-10 October 2007, pp. 1854-1859, 2007, IEEE, 978-1-4244-0990-7. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
17 | Arunabha Mukhopadhyay, Binay Bhushan, Debashis Saha, Ambuj Mahanti |
E-Risk Management through Self Insurance: An Option Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 40th Hawaii International International Conference on Systems Science (HICSS-40 2007), CD-ROM / Abstracts Proceedings, 3-6 January 2007, Waikoloa, Big Island, HI, USA, pp. 158, 2007, IEEE Computer Society, 0-7695-2755-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
e-risk, option model, self-insurance, e-commerce, security breach |
17 | Brian Fett, Jehoshua Bruck, Marc D. Riedel |
Synthesizing Stochasticity in Biochemical Systems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DAC ![In: Proceedings of the 44th Design Automation Conference, DAC 2007, San Diego, CA, USA, June 4-8, 2007, pp. 640-645, 2007, IEEE. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
17 | Teemu Pennanen, Markku Kallio |
A splitting method for stochastic programs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 142(1), pp. 259-268, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Hans Buehler |
Consistent Variance Curve Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(2), pp. 178-203, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification (2000) G13 |
17 | Peter Holm Nielsen |
Utility maximization and risk minimization in life and pension insurance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 75-97, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Participating life insurance, dividends, bonus, optimization, investment strategies, risk minimization |
17 | Patrick Cheridito, Christopher Summer |
Utility maximization under increasing risk aversion in one-period models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 147-158, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
utility indifference price, balanced strategy, super-replication, Utility maximization |
17 | Lothar Rogge |
Call Completeness Implies Completeness in the n -period Model of a Financial Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(2), pp. 298-301, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
JEL Classifications C60, G10 |
17 | Bo-Hyun Kim, Daewon Lee, Jaewook Lee 0001 |
Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2006, Third International Symposium on Neural Networks, Chengdu, China, May 28 - June 1, 2006, Proceedings, Part III, pp. 524-530, 2006, Springer, 3-540-34482-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen |
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCNN ![In: Proceedings of the International Joint Conference on Neural Networks, IJCNN 2006, part of the IEEE World Congress on Computational Intelligence, WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006, pp. 2129-2136, 2006, IEEE, 0-7803-9490-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Chai Quek, Michel Pasquier, Neha Kumar |
A Novel Recurrent Neural Network Based Prediction System for Trading. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCNN ![In: Proceedings of the International Joint Conference on Neural Networks, IJCNN 2006, part of the IEEE World Congress on Computational Intelligence, WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006, pp. 2090-2097, 2006, IEEE, 0-7803-9490-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Teemu Pennanen |
Financial Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR ![In: Operations Research, Proceedings 2006, Selected Papers of the Annual International Conference of the German Operations ResearchSociety (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, Germany, September 6-8, 2006, pp. 113, 2006, 978-3-540-69994-1. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Tae Hyup Roh |
Forecasting the Volatility of Stock Price Index. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ADMA ![In: Advanced Data Mining and Applications, Second International Conference, ADMA 2006, Xi'an, China, August 14-16, 2006, Proceedings, pp. 424-435, 2006, Springer, 3-540-37025-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Michael Szydlo |
Risk Assurance for Hedge Funds Using Zero Knowledge Proofs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Financial Cryptography ![In: Financial Cryptography and Data Security, 9th International Conference, FC 2005, Roseau, The Commonwealth of Dominica, February 28 - March 3, 2005, Revised Papers, pp. 156-171, 2005, Springer, 3-540-26656-9. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Yusaku Yamamoto |
An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives. ![Search on Bibsonomy](Pics/bibsonomy.png) |
LSSC ![In: Large-Scale Scientific Computing, 5th International Conference, LSSC 2005, Sozopol, Bulgaria, June 6-10, 2005, Revised Papers, pp. 470-477, 2005, Springer, 3-540-31994-8. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Nicola Bruti Liberati, Filippo Martini |
A Multi-point Distributed Random Variable Accelerator for Monte Carlo Simulation in Finance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISDA ![In: Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 8-10 September 2005, Wroclaw, Poland, pp. 532-537, 2005, IEEE Computer Society, 0-7695-2286-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Szymon Borak, Matthias Fengler, Wolfgang Hiirdle |
DSFM fitting of Implied Volatility Surfaces. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISDA ![In: Proceedings of the Fifth International Conference on Intelligent Systems Design and Applications (ISDA 2005), 8-10 September 2005, Wroclaw, Poland, pp. 526-531, 2005, IEEE Computer Society, 0-7695-2286-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield |
Financial Computations on Clusters Using Web Services. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (2) ![In: Computational Science - ICCS 2005, 5th International Conference, Atlanta, GA, USA, May 22-25, 2005, Proceedings, Part II, pp. 76-83, 2005, Springer, 3-540-26043-9. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Boyd Davis, Vivian Lord, Peyton Mason |
More Than a Summary: Stance-Shift Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISI ![In: Intelligence and Security Informatics, IEEE International Conference on Intelligence and Security Informatics, ISI 2005, Atlanta, GA, USA, May 19-20, 2005, Proceedings, pp. 608-609, 2005, Springer, 3-540-25999-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Ioannis Ch. Paschalidis, Yong Liu, Christos G. Cassandras, Christos G. Panayiotou |
Inventory Control for Supply Chains with Service Level Constraints: A Synergy between Large Deviations and Perturbation Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 126(1-4), pp. 231-258, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
supply chain management, large deviations, perturbation analysis, inventory control, service levels |
17 | Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield |
Cluster Computing for Financial Engineering. ![Search on Bibsonomy](Pics/bibsonomy.png) |
PARA ![In: Applied Parallel Computing, State of the Art in Scientific Computing, 7th International Workshop, PARA 2004, Lyngby, Denmark, June 20-23, 2004, Revised Selected Papers, pp. 395-403, 2004, Springer, 3-540-29067-2. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
17 | Jacques Ajenstat, Peter Jones |
Virtual Decision Maker for Stock Market Trading as a Network of Cooperating Autonomous Intelligent Agents. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 37th Hawaii International Conference on System Sciences (HICSS-37 2004), CD-ROM / Abstracts Proceedings, 5-8 January 2004, Big Island, HI, USA, 2004, IEEE Computer Society, 0-7695-2056-1. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
Negotiation and Cooperation, Online Decision making, intelligent agents, derivatives, Stock market |
17 | Paul Francis |
Is the Internet Going NUTSS? ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Internet Comput. ![In: IEEE Internet Comput. 7(6), pp. 94-96, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
17 | Andrew P. Kosoresow, Matthew P. Johnson 0001 |
Finding Worst-Case Instances of, and Lower Bounds for, Online Algorithms Using Genetic Algorithms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Australian Joint Conference on Artificial Intelligence ![In: AI 2002: Advances in Artificial Intelligence, 15th Australian Joint Conference on Artificial Intelligence, Canberra, Australia, December 2-6, 2002, Proceedings, pp. 344-355, 2002, Springer, 3-540-00197-2. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
genetic algorithms, Evolutionary algorithms, search, online algorithms, optimization algorithms |
17 | Yuji Yamada, James A. Primbs |
Construction of Multinomial Lattice Random Walks for Optimal Hedges. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (1) ![In: Computational Science - ICCS 2001, International Conference, San Francisco, CA, USA, May 28-30, 2001. Proceedings, Part I, pp. 579-588, 2001, Springer, 3-540-42232-3. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
17 | Kanta Matsuura |
A Derivative of Digital Objects and Estimation of Default Risks in Electronic Commerce. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICICS ![In: Information and Communications Security, Third International Conference, ICICS 2001, Xian, China, November 13-16, 2001, pp. 90-94, 2001, Springer, 3-540-42880-1. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
16 | Hongyue Guo, Yuan Xi, Fangping Yu, Cong Sui |
Time-frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 238(Part C), pp. 121785, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
16 | Miklesh Prasad Yadav, Shikha Bhatia, Nidhi Singh, Md. Tarikul Islam |
Correction to: Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 332(1), pp. 1177, January 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
16 | Miklesh Prasad Yadav, Shikha Bhatia, Nidhi Singh, Md. Tarikul Islam |
Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 333(1), pp. 501-516, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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16 | Pikkin Lau, Lingfeng Wang, Wei Wei 0038, Zhaoxi Liu, Chee-Wooi Ten |
A Novel Mutual Insurance Model for Hedging Against Cyber Risks in Power Systems Deploying Smart Technologies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2403.11054, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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16 | Andrei Neagu, Fréderic Godin, Clarence Simard, Leila Kosseim |
Deep Hedging with Market Impact. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2402.13326, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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16 | Dongwei Shi, Yanyin Li, Xing Yu |
Dynamic options hedging model under mark-to-market risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Inf. Technol. Manag. ![In: Int. J. Inf. Technol. Manag. 23(2), pp. 137-155, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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16 | Xihong Yan, Chuanlong Wang, Junfeng Yang |
A note on progressive hedging algorithm for multistage stochastic variational inequalities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Lett. ![In: Appl. Math. Lett. 152, pp. 109008, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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16 | Yu Huang, Nengjiu Ju, Hao Xing |
Performance Evaluation, Managerial Hedging, and Contract Termination. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 69(8), pp. 4953-4971, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Naho Akiyama, Toshihiro Yamada |
Discrete Bismut formula: Conditional integration by parts and a representation for delta hedging process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 9(1), pp. 1-9, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Fehmi Tanrisever, Burak Büke, Geert Jongen |
Futures hedging in electricity retailing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 330(1), pp. 757-785, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Yosuke Kakinuma |
Hedging role of stablecoins. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 30(1), pp. 19-28, January/March 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Jeffrey Christiansen, Brian C. Dandurand, Andrew C. Eberhard, Fabricio Oliveira |
A study of progressive hedging for stochastic integer programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Optim. Appl. ![In: Comput. Optim. Appl. 86(3), pp. 989-1034, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Liao Wang, David D. Yao |
Production Planning with Risk Hedging Under a Conditional Value at Risk Objective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 71(4), pp. 1055-1072, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Hao Xu, Cheng Xu, He Yan, Yanqi Sun |
Structured products dynamic hedging based on reinforcement learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Ambient Intell. Humaniz. Comput. ![In: J. Ambient Intell. Humaniz. Comput. 14(9), pp. 12285-12295, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Mehran Hajiaghapour-Moghimi, Ehsan Hajipour, Kamyar Azimi Hosseini, Mehdi Tavakkoli, Sajjad Fattaheian-Dehkordi, Mehdi Vakilian, Matti Lehtonen |
Hedging Investments of Grid-Connected PV-BESS in Buildings Using Cryptocurrency Mining: A Case Study in Finland. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 11, pp. 66327-66345, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Olakunle Alao, Paul Cuffe |
Implementing Contract-for-Difference Arrangements for Hedging Electricity Price Risks of Renewable Generators on a Blockchain Marketplace. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Ind. Informatics ![In: IEEE Trans. Ind. Informatics 19(4), pp. 5679-5688, April 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Nicolas Busch, Tobias Crönert, Stefan Minner, Moritz Rettinger, Burakhan Sel |
Deep Learning for Commodity Procurement: Nonlinear Data-Driven Optimization of Hedging Decisions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INFORMS J. Optim. ![In: INFORMS J. Optim. 5(3), pp. 273-294, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Joakim Dimoski, Stein-Erik Fleten, Nils Löhndorf, Sveinung Nersten |
Dynamic hedging for the real option management of hydropower production with exchange rate risks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR Spectr. ![In: OR Spectr. 45(2), pp. 525-554, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Xiaojia Wang, Richard Y. K. Fung |
Strategic Analyses of Applying an Option-Based Hedging Mechanism in Parallel Airline Alliances. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Inf. Syst. Supply Chain Manag. ![In: Int. J. Inf. Syst. Supply Chain Manag. 16(1), pp. 1-20, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang, Jun Yuan |
Gamma and vega hedging using deep distributional reinforcement learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Frontiers Artif. Intell. ![In: Frontiers Artif. Intell. 6, February 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Jie Chen, Lingfei Li |
Data-driven hedging of stock index options via deep learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 51(4), pp. 408-413, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Mitchell Pound, Spencer Clemens, Tyler Brough, Pedram Jahangiry, Janette Goodridge |
Bruno: A Julia package for simulation, financial asset pricing and delta hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Open Source Softw. ![In: J. Open Source Softw. 8(83), pp. 5056, March 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Ankush Agarwal, Christian-Oliver Ewald, Yongjie Wang |
Hedging longevity risk in defined contribution pension schemes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 20(1), pp. 11, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Pornnapat Yamphram, Phiraphat Sutthimat, Udomsak Rakwongwan |
Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. ![In: Comput. 11(2), pp. 30, February 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Jason M. Altschuler, Pablo A. Parrilo |
Acceleration by Stepsize Hedging I: Multi-Step Descent and the Silver Stepsize Schedule. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.07879, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Anh Tong, Thanh Nguyen-Tang, Dongeun Lee 0001, Toan M. Tran, Jaesik Choi |
SigFormer: Signature Transformers for Deep Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2310.13369, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Jakub Michanków, Pawel Sakowski, Robert Slepaczuk |
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.15640, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Richard Dewey, Craig Newbold |
The Pricing And Hedging Of Constant Function Market Makers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2306.11580, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Chun-Fu Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia |
Quantum Deep Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2303.16585, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori |
Reinforcement Learning for Credit Index Option Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2307.09844, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Andrew Na, Justin Wan |
Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2301.08232, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Masanori Hirano 0001, Kentaro Minami, Kentaro Imajo |
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2307.13217, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang |
Model-Free Market Risk Hedging Using Crowding Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2306.08105, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Zoran Stoiljkovic |
Applying Reinforcement Learning to Option Pricing and Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2310.04336, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | David Wu, Sebastian Jaimungal |
Robust Risk-Aware Option Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2303.15216, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Carol Alexander, Jun Deng, Bin Zou 0005 |
Hedging with automatic liquidation and leverage selection on bitcoin futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 306(1), pp. 478-493, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Yue Zhai, Guowei Hua, Meng Cheng, T. C. E. Cheng |
Production lead-time hedging and order allocation in an MTO supply chain. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 311(3), pp. 887-905, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka |
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 307(2), pp. 948-962, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Xinjie Xing, Dongping Song, Chengfeng Qiu, Paul R. Drake, Yuanzhu Zhan |
Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 307(2), pp. 663-679, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Mingxin Yao, Ying Wei, Huiyu Wang |
Promoting research by reducing uncertainty in academic writing: a large-scale diachronic case study on hedging in Science research articles across 25 years. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Scientometrics ![In: Scientometrics 128(8), pp. 4541-4558, August 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Chun-Fu Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky, Marco Pistoia |
Quantum Deep Hedging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Quantum ![In: Quantum 7, pp. 1191, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Maryam Akbari-Moghaddam, Douglas G. Down |
SEH: Size Estimate Hedging Scheduling of Queues. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACM Trans. Model. Comput. Simul. ![In: ACM Trans. Model. Comput. Simul. 33(4), pp. 14:1-14:17, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Fatemeh Sarayloo, Teodor Gabriel Crainic, Walter Rei |
An integrated learning and progressive hedging matheuristic for stochastic network design problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Heuristics ![In: J. Heuristics 29(4-6), pp. 409-434, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Frank Bosserhoff, Mitja Stadje |
Robustness of Delta Hedging in a Jump-Diffusion Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 14(2), pp. 663-703, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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16 | Talie Kassamany, Etienne Harb, Roland Baz |
Hedging and safe haven properties of Ethereum: evidence around crises. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Decis. Syst. ![In: J. Decis. Syst. 32(4), pp. 761-779, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
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