Enrico Schumann

According to our database, Enrico Schumann authored at least 7 papers between 2010 and 2014.

Collaborative distances:

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

2014

Better portfolios with options.

Gerda Cabej, Manfred Gilli, Enrico Schumann

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012

Calibrating Option Pricing Models with Heuristics.

Manfred Gilli, Enrico Schumann

Proceedings of the Natural Computing in Computational Finance - Volume 4, 2012

Heuristic optimisation in financial modelling.

Manfred Gilli, Enrico Schumann

Ann. Oper. Res., 2012

FX trading: An empirical study.

Gerda Cabej, Manfred Gilli, Jonela Lula, Enrico Schumann

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

2011

Optimal enough?

Manfred Gilli, Enrico Schumann

J. Heuristics, 2011

2010

Distributed optimisation of a portfolio's Omega.

Manfred Gilli, Enrico Schumann

Parallel Comput., 2010

Calibrating the Heston Model with Differential Evolution.

Manfred Gilli, Enrico Schumann

Proceedings of the Applications of Evolutionary Computation, 2010