Ralf Östermark

According to our database, Ralf Östermark authored at least 34 papers between 1991 and 2022.

Collaborative distances:

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

2022

Copula-based Black-Litterman portfolio optimization.

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark

Eur. J. Oper. Res., 2022

2017

Massively parallel processing of recursive multi-period portfolio models.

Ralf Östermark

Eur. J. Oper. Res., 2017

2015

A parallel algorithm for optimizing the capital structure contingent on maximum value at risk.

Ralf Östermark

Kybernetes, 2015

2014

A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function.

Ralf Östermark

Fuzzy Sets Syst., 2014

Solving difficult mixed integer and disjunctive non-linear problems on single and parallel processors.

Ralf Östermark

Appl. Soft Comput., 2014

2012

Incorporating asset growth potential and bear market safety switches in international portfolio decisions.

Ralf Östermark

Appl. Soft Comput., 2012

2011

Hedging with options and cardinality constraints in multi-period portfolio management systems.

Ralf Östermark

Kybernetes, 2011

2010

Genetic hybrid tuning of VARMAX and state space algorithms.

Ralf Östermark

Soft Comput., 2010

2009

Geno-mathematical identification of the multi-layer perceptron.

Ralf Östermark

Neural Comput. Appl., 2009

Concurrent processing of mixed-integer non-linear programming problems.

Ralf Östermark

Kybernetes, 2009

A fuzzy vector valued KNN-algorithm for automatic outlier detection.

Ralf Östermark

Appl. Soft Comput., 2009

2008

Scalability of the genetic hybrid algorithm on a parallel supercomputer.

Ralf Östermark

Kybernetes, 2008

2007

A flexible platform for mixed-integer non-linear programming problems.

Ralf Östermark

Kybernetes, 2007

2004

A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems.

Ralf Östermark

Eur. J. Oper. Res., 2004

2002

Automatic detection of parsimony for heteroskedastic time series processes.

Ralf Östermark

Soft Comput., 2002

2001

Polyhedral representation of fuzzy linear bases.

Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan

Soft Comput., 2001

Using fuzzy bases to resolve nonlinear programming problems.

Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan

Fuzzy Sets Syst., 2001

A fuzzy linear basis algorithm for nonlinear separable programming problems.

Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan

Fuzzy Sets Syst., 2001

Multivariate cointegration analysis of the Finnish-Japanese stock markets.

Ralf Östermark

Eur. J. Oper. Res., 2001

2000

A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups.

Ralf Östermark

Fuzzy Sets Syst., 2000

A flexible multicomputer algorithm for elementary matrix operations.

Ralf Östermark

Comput. Oper. Res., 2000

1999

A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes Empirical Tests on Global Asset Returns.

Ralf Östermark

Soft Comput., 1999

Comparing the causality patterns between some Scandinavian stock returns and global return factors.

Ralf Östermark, Jaana Aaltonen

Int. J. Syst. Sci., 1999

Structural modelling of global capital asset pricing.

Ralf Östermark

Int. J. Syst. Sci., 1999

A fuzzy neural network algorithm for multigroup classification.

Ralf Östermark

Fuzzy Sets Syst., 1999

Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm.

Ralf Östermark

Comput. Oper. Res., 1999

1998

Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming.

Ralf Östermark, Rune Höglund

Eur. J. Oper. Res., 1998

Call option pricing and replication under economic friction.

Ralf Östermark

Eur. J. Oper. Res., 1998

1997

Temporal interdependence in fuzzy MCDM problems.

Ralf Östermark

Fuzzy Sets Syst., 1997

1996

Separating trend and cyclical dynamics in state space models with exogenous inputs.

Ralf Östermark

Stat. Comput., 1996

A flexible multicomputer algorithm for artificial neural networks.

Ralf Östermark

Neural Networks, 1996

A fuzzy control model (FCM) for dynamic portfolio management.

Ralf Östermark

Fuzzy Sets Syst., 1996

1994

Parallel Implementation of a VARMAX Algorithm.

Ralf Östermark, Martin Saarinen

Parallel Comput., 1994

1991

Gestalt system of holistic graphics: New management support view of MCDM.

Eero Kasanen, Ralf Östermark, Milan Zeleny

Comput. Oper. Res., 1991