Abdelouahed Hamdi
Orcid: 0000000319508907
According to our database^{1},
Abdelouahed Hamdi
authored at least 19 papers
between 1998 and 2024.
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Bibliography
2024
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options.
Soft Comput., July, 2024
A penalty decomposition algorithm for the extended meanvarianceCVaR portfolio optimization problem.
Discret. Math. Algorithms Appl., April, 2024
2023
Twofactor Heston model equipped with regimeswitching: American option pricing and model calibration by LevenbergMarquardt optimization algorithm.
Math. Comput. Simul., 2023
2022
On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints.
J. Optim. Theory Appl., 2022
2021
Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality.
RAIRO Oper. Res., 2021
An efficient algorithm for largescale extended trustregion subproblems with nonintersecting linear constraints.
Optim. Lett., 2021
Calibration of the double Heston model and an analytical formula in pricing American put option.
J. Comput. Appl. Math., 2021
Ameliorated Ensemble StrategyBased Evolutionary Algorithm with Dynamic Resources Allocations.
Int. J. Comput. Intell. Syst., 2021
2020
The Generalized TrustRegion SubProblem with Additional Linear Inequality Constraints  Two Convex Quadratic Relaxations and Strong Duality.
Symmetry, 2020
J. Intell. Fuzzy Syst., 2020
2019
An improved whale optimization algorithm for solving multiobjective design optimization problem of PFHE.
J. Intell. Fuzzy Syst., 2019
2014
INFOR Inf. Syst. Oper. Res., 2014
2012
J. Appl. Math., 2012
2009
Optim. Lett., 2009
2006
A proximalpoint SQP trust region method for solving some special class of nonlinear semidefinite programming problems.
Appl. Math. Comput., 2006
2005
Appl. Math. Comput., 2005
Appl. Math. Comput., 2005
Twolevel primaldual proximal decomposition technique to solve large scale optimization problems.
Appl. Math. Comput., 2005
1998
Convergence Results on Proximal Method of Multipliers in Nonconvex Programming
Universität Trier, Mathematik/Informatik, Forschungsbericht, 1998