Search Results for author: Ronald Hochreiter

Found 12 papers, 0 papers with code

Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm

no code implementations31 Jul 2015 Stefan Haring, Ronald Hochreiter

In this paper an improved Cuckoo Search Algorithm is developed to allow for an efficient and robust calibration of the Heston option pricing model for American options.

Computing trading strategies based on financial sentiment data using evolutionary optimization

no code implementations12 Apr 2015 Ronald Hochreiter

In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data.

An Evolutionary Optimization Approach to Risk Parity Portfolio Selection

no code implementations27 Nov 2014 Ronald Hochreiter

In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem.

Portfolio Optimization

The Role of Emotions in Propagating Brands in Social Networks

no code implementations16 Sep 2014 Ronald Hochreiter, Christoph Waldhauser

While the function of emotions in offline marketing in general and word of mouth marketing in particular is rather well understood, online marketing can only offer a limited view on the function of emotions.

Modeling multi-stage decision optimization problems

no code implementations23 Apr 2014 Ronald Hochreiter

Multi-stage optimization under uncertainty techniques can be used to solve long-term management problems.

An Evolutionary Approach towards Clustering Airborne Laser Scanning Data

no code implementations20 Jan 2014 Ronald Hochreiter, Christoph Waldhauser

While the original purpose of LiDAR systems was to determine the altitude of ground elevations, newer full wave systems provide additional information that can be used on classifying the type of ground cover and the generation of maps.

A Genetic Algorithm to Optimize a Tweet for Retweetability

no code implementations20 Jan 2014 Ronald Hochreiter, Christoph Waldhauser

A genetic algorithm is used to optimize message composition, so that the reach of a message is increased.

Evolutionary Optimization for Decision Making under Uncertainty

no code implementations19 Jan 2014 Ronald Hochreiter

Optimizing decision problems under uncertainty can be done using a variety of solution methods.

Decision Making Decision Making Under Uncertainty

Revolutionary Algorithms

no code implementations19 Jan 2014 Ronald Hochreiter, Christoph Waldhauser

These algorithms seek to extend the evolutionary and cultural aspects of the former to approaches with a notion of the political.

Evolving Accuracy: A Genetic Algorithm to Improve Election Night Forecasts

no code implementations19 Jan 2014 Ronald Hochreiter, Christoph Waldhauser

In this paper, we apply genetic algorithms to the field of electoral studies.

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