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

Ronald Hochreiter

Vienna University of Economics and Business

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Applications of Evolutionary Computation - EvoApplications 2010
Subtitle of host publication	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, Proceedings
Publisher	Springer Verlag
Pages	182-191
Number of pages	10
Edition	PART 2
ISBN (Print)	3642122418, 9783642122415
DOIs	https://doi.org/10.1007/978-3-642-12242-2_19
Publication status	Published - 2010
Externally published	Yes
Event	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010 - Istanbul, Turkey Duration: 7 Apr 2010 → 9 Apr 2010

Publication series

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

Conference

Conference	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010
Country/Territory	Turkey
City	Istanbul
Period	7/04/10 → 9/04/10

Keywords

Financial decision theory
Optimization under uncertainty
Risk management
Scenario generation
Scenario optimization

Access to Document

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

Cite this

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 ed., pp. 182-191). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6025 LNCS, No. 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. ed. Springer Verlag, 2010. pp. 182-191 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2).

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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",

edition = "PART 2",

note = "EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010 ; Conference date: 07-04-2010 Through 09-04-2010",

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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 edn, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), no. PART 2, vol. 6025 LNCS, Springer Verlag, pp. 182-191, EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010, Istanbul, Turkey, 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. ed. Springer Verlag, 2010. p. 182-191 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 6025 LNCS, No. PART 2).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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KW - Financial decision theory

KW - Optimization under uncertainty

KW - Risk management

KW - Scenario generation

KW - Scenario optimization

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U2 - 10.1007/978-3-642-12242-2_19

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

M3 - Conference contribution

AN - SCOPUS:77952403011

SN - 3642122418

SN - 9783642122415

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

SP - 182

EP - 191

BT - Applications of Evolutionary Computation - EvoApplications 2010

PB - Springer Verlag

T2 - EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG, EvoApplications 2010

Y2 - 7 April 2010 through 9 April 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 ed. Springer Verlag. 2010. p. 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

Evolutionary multi-stage financial scenario tree generation

Publication series

Conference

Keywords

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Cite this