Manfred Gilli

According to our database, Manfred Gilli authored at least 13 papers between 1981 and 2014.

Collaborative distances:

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

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

2008

Using economic and financial information for stock selection.

Ilir Roko, Manfred Gilli

Comput. Manag. Sci., 2008

2007

2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems.

Manfred Gilli, Peter Winker

Comput. Stat. Data Anal., 2007

2004

Applications of optimization heuristics to estimation and modelling problems.

Peter Winker, Manfred Gilli

Comput. Stat. Data Anal., 2004

2003

A global optimization heuristic for estimating agent based models.

Manfred Gilli, Peter Winker

Comput. Stat. Data Anal., 2003

1993

Econometric Model Simulation On Parallel Computers.

Manfred Gilli, Giorgio Pauletto

Int. J. High Perform. Comput. Appl., 1993

1981

Understanding complex systems.

Manfred Gilli, Edouard Rossier

Autom., 1981