Dietmar Maringer

According to our database, Dietmar Maringer authored at least 30 papers between 2000 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2022

Constructing banking networks under decreasing costs of link formation.

Dietmar Maringer, Ben Craig, Sandra Paterlini

Comput. Manag. Sci., 2022

State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling.

Gregor Lenhard, Dietmar Maringer

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility.

Farshid Balaneji, Dietmar Maringer

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2016

Selecting and estimating interest rate models with evolutionary methods.

Dietmar Maringer, Sebastian H. M. Deininger

Evol. Intell., 2016

2014

A Neutral Mutation Operator in Grammatical Evolution.

Christian Oesch, Dietmar Maringer

Proceedings of the Intelligent Systems'2014, 2014

Transition variable selection for regime switching recurrent reinforcement learning.

Dietmar Maringer, Jin Zhang

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

Two parameter update schemes for recurrent reinforcement learning.

Jin Zhang, Dietmar Maringer

Proceedings of the IEEE Congress on Evolutionary Computation, 2014

2013

Indicator selection for daily equity trading with recurrent reinforcement learning.

Jin Zhang, Dietmar Maringer

Proceedings of the Genetic and Evolutionary Computation Conference, 2013

Portfolio optimization under market impact costs.

Christian Oesch, Dietmar Maringer

Proceedings of the IEEE Congress on Evolutionary Computation, 2013

2012

Regime-Switching Recurrent Reinforcement Learning in Automated Trading.

Dietmar Maringer, Tikesh Ramtohul

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

Natural Computing in Computational Finance (Volume 4): Introduction.

Anthony Brabazon, Michael O'Neill, Dietmar Maringer

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

The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems.

Dietmar Maringer, Sandra Paterlini, Peter Winker

Comput. Stat. Data Anal., 2012

Regime-switching recurrent reinforcement learning for investment decision making.

Dietmar Maringer, Tikesh Ramtohul

Comput. Manag. Sci., 2012

2011

Distributing weights under hierarchical clustering: A way in reducing performance breakdown.

Jin Zhang, Dietmar Maringer

Expert Syst. Appl., 2011

GP-based rebalancing triggers for the CPPI.

Dietmar Maringer, Tikesh Ramtohul

Proceedings of the 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2011

2010

Threshold Recurrent Reinforcement Learning Model for Automated Trading.

Dietmar Maringer, Tikesh Ramtohul

Proceedings of the Applications of Evolutionary Computation, 2010

MOEA/D with NBI-style Tchebycheff approach for portfolio management.

Qingfu Zhang, Hui Li, Dietmar Maringer, Edward P. K. Tsang

Proceedings of the IEEE Congress on Evolutionary Computation, 2010

2009

Global optimization of higher order moments in portfolio selection.

Dietmar Maringer, Panos Parpas

J. Glob. Optim., 2009

The convergence of estimators based on heuristics: theory and application to a GARCH model.

Peter Winker, Dietmar Maringer

Comput. Stat., 2009

Evolutionary Money Management.

Philip Saks, Dietmar Maringer

Proceedings of the Applications of Evolutionary Computing, 2009

2008

Constrained Index Tracking under Loss Aversion Using Differential Evolution.

Dietmar Maringer

Proceedings of the Natural Computing in Computational Finance, 2008

Heuristic Optimization for Portfolio Management [Application Notes].

Dietmar Maringer

IEEE Comput. Intell. Mag., 2008

Genetic Programming in Statistical Arbitrage.

Philip Saks, Dietmar Maringer

Proceedings of the Applications of Evolutionary Computing, 2008

2007

Index tracking with constrained portfolios.

Dietmar Maringer, Olufemi Oyewumi

Intell. Syst. Account. Finance Manag., 2007

2006

Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels.

Kai-Tai Fang, Dietmar Maringer, Yu Tang, Peter Winker

Math. Comput., 2006

Convergence of GARCH Estimators: Theory and Empirical Evidence.

Dietmar Maringer, Peter Winker

Proceedings of the 2006 Joint Conference on Information Sciences, 2006

2005

Distribution assumptions and risk constraints in portfolio optimization.

Dietmar G. Maringer

Comput. Manag. Sci., 2005

2004

Finding the relevant risk factors for asset pricing.

Dietmar G. Maringer

Comput. Stat. Data Anal., 2004

2003

Optimization of cardinality constrained portfolios with a hybrid local search algorithm.

Dietmar Maringer, Hans Kellerer

OR Spectr., 2003

2000

Die Bewertung von Kreditgarantien mittels Hyperoptionen.

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

OR Spectr., 2000