1.8k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of ViennaAT14 papers
- Sapienza University of RomeIT12 papers
- Complexity Science HubAT11 papers
- University of SalzburgAT9 papers
- Johannes Kepler University of LinzAT8 papers
- Humboldt-Universität zu BerlinDE7 papers
- The University of MelbourneAU7 papers
- TU WienAT7 papers
- ETH ZurichCH6 papers
- Queensland University of TechnologyAU5 papers
- University College DublinIE5 papers
- University of AmsterdamNL5 papers
6 papers · 1 filter
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection
Ronald Hochreiter
In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this…
Set optimization - a rather short introduction
Andreas H. Hamel, Frank Heyde, Andreas Löhne +2
Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valu…
Set-valued shortfall and divergence risk measures
Çağın Ararat, Andreas H. Hamel, Birgit Rudloff
Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures…
Automated Classification of Airborne Laser Scanning Point Clouds
Christoph Waldhauser, Ronald Hochreiter, Johannes Otepka +4
Making sense of the physical world has always been at the core of mapping. Up until recently, this has always dependent on using the human eye. Using airborne lasers, it has become…
Updating RDFS ABoxes and TBoxes in SPARQL
Albin Ahmeti, Diego Calvanese, Axel Polleres
Updates in RDF stores have recently been standardised in the SPARQL 1.1 Update specification. However, computing answers entailed by ontologies in triple stores is usually treated…
Data Mining Cultural Aspects of Social Media Marketing
Ronald Hochreiter, Christoph Waldhauser
For marketing to function in a globalized world it must respect a diverse set of local cultures. With marketing efforts extending to social media platforms, the crossing of cultura…