Christian Keber

According to our database, Christian Keber authored at least 6 papers between 2000 and 2006.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2006

An automated econometric decision support system: forecasts for foreign exchange trades.

Bernd Brandl, Christian Keber, Matthias G. Schuster

Central Eur. J. Oper. Res., 2006

2005

Data Mining for Big Data Macroeconomic Forecasting: A Complementary Approach to Factor Models.

Bernd Brandl, Christian Keber, Matthias G. Schuster

Proceedings of the Operations Research Proceedings 2005, 2005

2003

Generalized ant programming in option pricing: determining implied volatilities based on American put options.

Christian Keber, Matthias G. Schuster

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2002

Option Valuation With Generalized Ant Programming.

Christian Keber, Matthias G. Schuster

Proceedings of the GECCO 2002: Proceedings of the Genetic and Evolutionary Computation Conference, 2002

2001

Evolutionary computation and the vega risk of American put options.

Christian Keber, Matthias G. Schuster

IEEE Trans. Neural Networks, 2001

2000

Die Bewertung von Kreditgarantien mittels Hyperoptionen.

Edwin O. Fischer, Christian Keber, Dietmar G. Maringer

OR Spectr., 2000