Evolutionary multi-stage financial scenario tree generation

Ronald Hochreiter

doi:10.1007/978-3-642-12242-2_19

Evolutionary multi-stage financial scenario tree generation

Vienna University of Economics and Business

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

Originalsprache	Englisch
Titel	Applications of Evolutionary Computation - EvoApplications 2010
Untertitel	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings
Herausgeber (Verlag)	Springer Verlag
Seiten	182-191
Seitenumfang	10
Auflage	PART 2
ISBN (Print)	3642122418, 9783642122415
DOIs	https://doi.org/10.1007/978-3-642-12242-2_19
Publikationsstatus	Veröffentlicht - 2010
Extern publiziert	Ja
Veranstaltung	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010 - Istanbul, Türkei Dauer: 7 Apr. 2010 → 9 Apr. 2010

Publikationsreihe

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Nummer	PART 2
Band	6025 LNCS
ISSN (Print)	0302-9743
ISSN (elektronisch)	1611-3349

Konferenz

Konferenz	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010
Land/Gebiet	Türkei
Ort	Istanbul
Zeitraum	7/04/10 → 9/04/10

Zugriff auf Dokument

10.1007/978-3-642-12242-2_19

Andere Dateien und Links

Verknüpfung zur Publikation in Scopus

Dieses zitieren

Hochreiter, R. (2010). Evolutionary multi-stage financial scenario tree generation. in Applications of Evolutionary Computation - EvoApplications 2010: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings (PART 2 Aufl., S. 182-191). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 6025 LNCS, Nr. PART 2). Springer Verlag. https://doi.org/10.1007/978-3-642-12242-2_19

Hochreiter, Ronald. / Evolutionary multi-stage financial scenario tree generation. Applications of Evolutionary Computation - EvoApplications 2010: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings. PART 2. Aufl. Springer Verlag, 2010. S. 182-191 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2).

@inproceedings{a9ea97c95b7547dc9b232681215a5d83,

title = "Evolutionary multi-stage financial scenario tree generation",

keywords = "Financial decision theory, Optimization under uncertainty, Risk management, Scenario generation, Scenario optimization",

author = "Ronald Hochreiter",

year = "2010",

doi = "10.1007/978-3-642-12242-2\_19",

language = "English",

isbn = "3642122418",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

publisher = "Springer Verlag",

number = "PART 2",

pages = "182--191",

booktitle = "Applications of Evolutionary Computation - EvoApplications 2010",

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Hochreiter, R 2010, Evolutionary multi-stage financial scenario tree generation. in Applications of Evolutionary Computation - EvoApplications 2010: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings. PART 2 Aufl., Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Nr. PART 2, Bd. 6025 LNCS, Springer Verlag, S. 182-191, EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010, Istanbul, Türkei, 7/04/10. https://doi.org/10.1007/978-3-642-12242-2_19

Evolutionary multi-stage financial scenario tree generation. / Hochreiter, Ronald.
Applications of Evolutionary Computation - EvoApplications 2010: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings. PART 2. Aufl. Springer Verlag, 2010. S. 182-191 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 6025 LNCS, Nr. PART 2).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

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KW - Scenario optimization

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DO - 10.1007/978-3-642-12242-2_19

M3 - Conference contribution

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SN - 3642122418

SN - 9783642122415

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

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BT - Applications of Evolutionary Computation - EvoApplications 2010

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Hochreiter R. Evolutionary multi-stage financial scenario tree generation. in Applications of Evolutionary Computation - EvoApplications 2010: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings. PART 2 Aufl. Springer Verlag. 2010. S. 182-191. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2). doi: 10.1007/978-3-642-12242-2_19