Oliver Strub

According to our database, Oliver Strub authored at least 7 papers between 2015 and 2020.

Collaborative distances:

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

2020

Optimal Feature Selection for Support Vector Machine Classifiers.

Oliver Strub

Proceedings of the IEEE International Conference on Industrial Engineering and Engineering Management, 2020

2019

A two-stage approach to the UCITS-constrained index-tracking problem.

Oliver Strub, Norbert Trautmann

Comput. Oper. Res., 2019

2018

Optimal construction and rebalancing of index-tracking portfolios.

Oliver Strub, Philipp Baumann

Eur. J. Oper. Res., 2018

A Local-branching Heuristic for the Best Subset Selection Problem in Linear Regression.

Tamara Bigler, Oliver Strub

Proceedings of the 2018 IEEE International Conference on Industrial Engineering and Engineering Management, 2018

2017

A genetic algorithm for the UCITS-constrained index-tracking problem.

Oliver Strub, Norbert Trautmann

Proceedings of the 2017 IEEE Congress on Evolutionary Computation, 2017

2016

An Iterated Greedy Heuristic for the 1/N Portfolio Tracking Problem.

Oliver Strub, Norbert Trautmann

Proceedings of 5th the International Conference on Operations Research and Enterprise Systems (ICORES 2016), 2016

2015

Index tracking using data-mining techniques and mixed-binary linear programming.

Oliver Strub, Philipp Baumann

Proceedings of the 2015 IEEE International Conference on Industrial Engineering and Engineering Management, 2015