Index tracking using data-mining techniques and mixed-binary linear programming. - Oliver Strub; Philipp Baumann (IEEM, 2015)

An Iterated Greedy Heuristic for the 1/N Portfolio Tracking Problem. - Oliver Strub; Norbert Trautmann (ICORES, 2016)

A genetic algorithm for the UCITS-constrained index-tracking problem. - Oliver Strub; Norbert Trautmann (CEC, 2017)

A Local-branching Heuristic for the Best Subset Selection Problem in Linear Regression. - Tamara Bigler; Oliver Strub (IEEM, 2018)

Optimal construction and rebalancing of index-tracking portfolios. - Oliver Strub; Philipp Baumann (Eur. J. Oper. Res., 2018)

A two-stage approach to the UCITS-constrained index-tracking problem. - Oliver Strub; Norbert Trautmann (Comput. Oper. Res., 2019)

Optimal Feature Selection for Support Vector Machine Classifiers. - Oliver Strub (IEEM, 2020)