Optimising portfolio diversification and dimensionality von Barkhagen, M., García, S., Gondzio, J., Kalcsics, J., Kroeske, J., Sabanis, S., Staal, A.

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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case von Barkhagen, M., Chau, N.H., Moulines, É., Rásonyi, M., Sabanis, S., Zhang, Y.

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Modeling and evaluation of the option book hedging problem using stochastic programming von Barkhagen, Mathias, Blomvall, Jörgen

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Recovering the real-world density and liquidity premia from option data von Barkhagen, Mathias, Blomvall, Jörgen, Platen, Eckhard

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CHESS; Barkhagen (Who?) Blazes Through a Tournament: CHESS

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Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information von Barkhagen, Mathias

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Risk-Neutral and Physical Estimation of Equity Market Volatility von Barkhagen, Mathias

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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case von Barkhagen, M, Chau, N. H, Moulines, É, Rásonyi, M, Sabanis, S, Zhang, Y

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Optimising portfolio diversification and dimensionality von Barkhagen, Mathias, Fleming, Brian, Quiles, Sergio Garcia, Gondzio, Jacek, Kalcsics, Joerg, Kroeske, Jens, Sabanis, Sotirios, Staal, Arne

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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case von Barkhagen, M, Chau, N H, Moulines, É, Rásonyi, M, Sabanis, S, Zhang, Y

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Optimising portfolio diversification and dimensionality von Barkhagen, Mathias, Fleming, Brian, Sergio Garcia Quiles, Gondzio, Jacek, Kalcsics, Joerg, Kroeske, Jens, Sabanis, Sotirios, Staal, Arne

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Data-driven methods for L2-gain estimation von Barenthin, Märta, Wahlberg, Bo, Hjalmarsson, Håkan, Barkhagen, Mathias

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Data-Driven Methods for L2-Gain Estimation von Barenthin, Märta, Wahlberg, Bo, Hjalmarsson, Håkan, Barkhagen, Mathias

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Reducing transaction costs for interest rate risk hedging with stochastic programming von Blomvall, Jörgen, Hagenbjörk, Johan

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A stochastic programming model for dynamic portfolio management with financial derivatives von Barro, Diana, Consigli, Giorgio, Varun, Vivek

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Nonasymptotic Estimates for Stochastic Gradient Langevin Dynamics Under Local Conditions in Nonconvex Optimization von Zhang, Ying, Akyildiz, Ömer Deniz, Damoulas, Theodoros, Sabanis, Sotirios

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Special Issue on Stochastic Optimization Approaches to Financial and Energy Markets von Consigli, Giorgio, Smeers, Yves

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On the stability of the stochastic gradient Langevin algorithm with dependent data stream von Rásonyi, Miklós, Tikosi, Kinga

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Multi-verse metaheuristic and deep learning approach for portfolio selection with higher moments von Jain, Veena, Sahay, Rishi Rajan, Nupur

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Markov chains in random environment with applications in queuing theory and machine learning von Lovas, Attila, Rásonyi, Miklós

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