29 citations · 78 across the 21 of their papers we have counts for
8 papers · 1 filter
Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm
Stefan Haring, Ronald Hochreiter
In this paper an improved Cuckoo Search Algorithm is developed to allow for an efficient and robust calibration of the Heston option pricing model for American options. Calibration…
A Genetic Algorithm to Optimize a Tweet for Retweetability
Ronald Hochreiter, Christoph Waldhauser
Twitter is a popular microblogging platform. When users send out messages, other users have the ability to forward these messages to their own subgraph. Most research focuses on in…
An Evolutionary Approach towards Clustering Airborne Laser Scanning Data
Ronald Hochreiter, Christoph Waldhauser
In land surveying, the generation of maps was greatly simplified with the introduction of orthophotos and at a later stage with airborne LiDAR laser scanning systems. While the ori…
Revolutionary Algorithms
Ronald Hochreiter, Christoph Waldhauser
The optimization of dynamic problems is both widespread and difficult. When conducting dynamic optimization, a balance between reinitialization and computational expense has to be…
Evolutionary Optimization for Decision Making under Uncertainty
Ronald Hochreiter
Optimizing decision problems under uncertainty can be done using a variety of solution methods. Soft computing and heuristic approaches tend to be powerful for solving such problem…
Evolving Accuracy: A Genetic Algorithm to Improve Election Night Forecasts
Ronald Hochreiter, Christoph Waldhauser
In this paper, we apply genetic algorithms to the field of electoral studies. Forecasting election results is one of the most exciting and demanding tasks in the area of market res…
Evolutionary multi-stage financial scenario tree generation
Ronald Hochreiter
Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns…
Evolutionary estimation of a Coupled Markov Chain credit risk model
Ronald Hochreiter, David Wozabal
There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a…