Peter Winker

According to our database, Peter Winker authored at least 24 papers between 1998 and 2023.

Collaborative distances:

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

2023

Analysing the Impact of Removing Infrequent Words on Topic Quality in LDA Models.

Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker

CoRR, 2023

2022

TA algorithms for D-optimal OofA Mixture designs.

Nicholas Rios, Peter Winker, Dennis K. J. Lin

Comput. Stat. Data Anal., 2022

Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria.

Victor Bystrov, Viktoriia Naboka, Anna Staszewska-Bystrova, Peter Winker

CoRR, 2022

2015

Constructing optimal sparse portfolios using regularization methods.

Björn Fastrich, Sandra Paterlini, Peter Winker

Comput. Manag. Sci., 2015

2013

Multivariate Modelling of Cross-Commodity Price Relations Along the Petrochemical Value Chain.

Myriam Thömmes, Peter Winker

Proceedings of the Algorithms from and for Nature and Life, 2013

2012

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

Dietmar Maringer, Sandra Paterlini, Peter Winker

Comput. Stat. Data Anal., 2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

Robust portfolio optimization with a hybrid heuristic algorithm.

Björn Fastrich, Peter Winker

Comput. Manag. Sci., 2012

2011

Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.

Peter Winker, Marianna Lyra, Chris Sharpe

Comput. Manag. Sci., 2011

2010

Optimization heuristics for determining internal rating grading scales.

Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker

Comput. Stat. Data Anal., 2010

Optimized U-type designs on flexible regions.

Dennis K. J. Lin, Chris Sharpe, Peter Winker

Comput. Stat. Data Anal., 2010

2009

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

Peter Winker, Dietmar Maringer

Comput. Stat., 2009

2008

E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006).

Peter Winker

Comput. Stat. Data Anal., 2008

2007

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

Manfred Gilli, Peter Winker

Comput. Stat. Data Anal., 2007

Improving the computation of censored quantile regressions.

Bernd Fitzenberger, Peter Winker

Comput. Stat. Data Anal., 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

Optimal aggregation of linear time series models.

J. Chipman, Peter Winker

Comput. Stat. Data Anal., 2005

2004

Applications of optimization heuristics to estimation and modelling problems.

Peter Winker, Manfred Gilli

Comput. Stat. Data Anal., 2004

2003

Lower bounds for centered and wrap-around <i>L</i>₂-discrepancies and construction of uniform designs by threshold accepting.

Kai-Tai Fang, Xuan Lu, Peter Winker

J. Complex., 2003

A global optimization heuristic for estimating agent based models.

Manfred Gilli, Peter Winker

Comput. Stat. Data Anal., 2003

2002

Centered L₂-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs.

Kai-Tai Fang, Chang-Xing Ma, Peter Winker

Math. Comput., 2002

2000

Uniform Design: Theory and Application.

Kai-Tai Fang, Dennis K. J. Lin, Peter Winker, Yong Zhang

Technometrics, 2000

1998

Using Threshold Accepting to Improve the Computation of Censored Quantile Regression.

Bernd Fitzenberger, Peter Winker

Proceedings of the COMPSTAT 1998, 1998