Michael A. H. Dempster

According to our database, Michael A. H. Dempster authored at least 19 papers between 1981 and 2006.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2006

An automated FX trading system using adaptive reinforcement learning.

M. A. H. Dempster, V. Leemans

Expert Syst. Appl., 2006

2005

9. Stochastic Modeling and Optimization Using stochastics.

Michael A. H. Dempster, J. E. Scott, Giles W. P. Thompson

Proceedings of the Applications of Stochastic Programming, 2005

2003

Exponential growth of fixed-mix strategies in stationary asset markets.

Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé

Finance Stochastics, 2003

Portfolio Management for Pension Funds.

Santiago Arbeleche, Michael A. H. Dempster, Elena A. Medova, Giles W. P. Thompson, Michael Villaverde

Proceedings of the Intelligent Data Engineering and Automated Learning, 2003

Evolutionary reinforcement learning in FX order book and order flow analysis.

R. Graham Bates, Michael A. H. Dempster, Yazann S. Romahi

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2002

Intraday FX Trading: An Evolutionary Reinforcement Learning Approach.

M. A. H. Dempster, Yazann S. Romahi

Proceedings of the Intelligent Data Engineering and Automated Learning, 2002

2001

Computational learning techniques for intraday FX trading using popular technical indicators.

Michael A. H. Dempster, Tom W. Payne, Yazann S. Romahi, Giles W. P. Thompson

IEEE Trans. Neural Networks, 2001

2000

Planning logistics operations in the oil industry.

Michael A. H. Dempster, N. Hicks Pedrón, Elena A. Medova, J. E. Scott, A. Sembos

J. Oper. Res. Soc., 2000

Wavelet Methods in PDE Valuation of Financial Derivatives.

M. A. H. Dempster, A. Eswaran, D. G. Richards

Proceedings of the Intelligent Data Engineering and Automated Learning, 2000

1999

EVPI-based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures.

M. A. H. Dempster, R. T. Thompson

Ann. Oper. Res., 1999

1998

Parallelization and aggregation ofnested Benders decomposition.

M. A. H. Dempster, R. T. Thompson

Ann. Oper. Res., 1998

Dynamic stochastic programming for asset-liability management.

Giorgio Consigli, M. A. H. Dempster

Ann. Oper. Res., 1998

1996

Stochastic programming approaches to stochastic scheduling.

John R. Birge, Michael A. H. Dempster

J. Glob. Optim., 1996

1995

Optimal Match-up Strategies in Stochastic Scheduling.

John R. Birge, Michael A. H. Dempster

Discret. Appl. Math., 1995

1991

Object-oriented model integration in a financial decision support system.

M. A. H. Dempster, A. M. Ireland

Decis. Support Syst., 1991

1989

The Linear Order Complementarity Problem.

Jonathan M. Borwein, M. A. H. Dempster

Math. Oper. Res., 1989

1987

Evaluating the Effectiveness of the Courseware Development Project: Pilot studies.

Michael A. H. Dempster, J. F. Duffy, A. C. Peacock, D. P. Sheridan

Proceedings of the 8th International Conference on Information Systems, 1987

1983

Analysis of Heuristics for Stochastic Programming: Results for Hierarchical Scheduling Problems.

M. A. H. Dempster, Marshall L. Fisher, L. Jansen, B. J. Lageweg, Jan Karel Lenstra, A. H. G. Rinnooy Kan

Math. Oper. Res., 1983

1981

Analytical Evaluation of Hierarchical Planning Systems.

Michael A. H. Dempster, Marshall L. Fisher, L. Jansen, B. J. Lageweg, Jan Karel Lenstra, A. H. G. Rinnooy Kan

Oper. Res., 1981