Ronald Hochreiter
Orcid: 0000-0002-7120-8939
According to our database1,
Ronald Hochreiter
authored at least 44 papers
between 2004 and 2020.
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Bibliography
2020
Zombie politics: evolutionary algorithms to counteract the spread of negative opinions.
Soft Comput., 2020
Generalized Sparse Convolutional Neural Networks for Semantic Segmentation of Point Clouds Derived from Tri-Stereo Satellite Imagery.
Remote. Sens., 2020
2019
2018
Comput. Manag. Sci., 2018
2016
Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators.
Scientometrics, 2016
2015
Computing a consensus journal meta-ranking using paired comparisons and adaptive lasso estimators.
CoRR, 2015
Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm.
CoRR, 2015
Appl. Soft Comput., 2015
Computing Trading Strategies Based on Financial Sentiment Data Using Evolutionary Optimization.
Proceedings of the Mendel 2015, 2015
Proceedings of the Applications of Evolutionary Computation - 18th European Conference, 2015
2014
Effects of Sampling Methods on Prediction Quality. The Case of Classifying Land Cover Using Decision Trees.
CoRR, 2014
An algorithm for calculating steady state probabilities of $M|E_r|c|K$ queueing systems.
CoRR, 2014
Proceedings of the Advances in Data Mining. Applications and Theoretical Aspects, 2014
2013
ISPRS Int. J. Geo Inf., 2013
Proceedings of the Applications of Evolutionary Computation - 16th European Conference, 2013
Proceedings of the Algorithmic Decision Theory - Third International Conference, 2013
2012
2011
Evolved election forecasts: using genetic algorithms in improving election forecast results.
Proceedings of the 13th Annual Genetic and Evolutionary Computation Conference, 2011
2010
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
CoRR, 2010
Proceedings of the Applications of Evolutionary Computation, 2010
Proceedings of the IEEE Congress on Evolutionary Computation, 2010
2009
Decis. Support Syst., 2009
Comput. Manag. Sci., 2009
Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management.
Proceedings of the Applications of Evolutionary Computing, 2009
Proceedings of the Algorithmic Decision Theory, First International Conference, 2009
2008
Proceedings of the Natural Computing in Computational Finance, 2008
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.
Proceedings of the Computational Science, 2008
Proceedings of the 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid 2008), 2008
2007
Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
Ann. Oper. Res., 2007
An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures.
Proceedings of the Applications of Evolutinary Computing, 2007
2006
Audible Convergence for Optimal Base Melody Extension with Statistical Genre-Specific Interval Distance Evaluation.
Proceedings of the Applications of Evolutionary Computing, 2006
2005
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.
Proceedings of the System Modeling and Optimization, 2005
Proceedings of the Advances in Grid Computing, 2005
Proceedings of the Algorithms for Optimization with Incomplete Information, 2005
2004
An Open Grid Service Environment for Large-Scale Computational Finance Modeling Systems.
Proceedings of the Computational Science, 2004