29 citations · 78 across the 21 of their papers we have counts for
Showing 2015Show all
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cs.NE2015
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…
stat.AP2015
Computing a consensus journal meta-ranking using paired comparisons and adaptive lasso estimators
Laura Vana, Ronald Hochreiter, Kurt Hornik
In a "publish-or-perish culture", the ranking of scientific journals plays a central role in assessing performance in the current research environment. With a wide range of existin…
q-fin.PM2015★ 2 cited
Computing trading strategies based on financial sentiment data using evolutionary optimization
Ronald Hochreiter
In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted fro…