Dietmar Maringer

29 papers B 3Journal 11Unranked 11
YearRankTypeTitle / Venue / Authors
2023 — conf
The Power of Words: Predicting Stock Market Returns with Fine-Grained Sentiment Analysis and XGBoost.
IntelliSys (1)
Farshid Balaneji, Dietmar Maringer, Irena Spasic
2022 — conf
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility.
CIFEr
Farshid Balaneji, Dietmar Maringer
2022 J jnl
Constructing banking networks under decreasing costs of link formation.
Comput. Manag. Sci.
Dietmar Maringer, Ben Craig, Sandra Paterlini
2022 — conf
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling.
CIFEr
Gregor Lenhard, Dietmar Maringer
2016 J jnl
Selecting and estimating interest rate models with evolutionary methods.
Evol. Intell.
Dietmar Maringer, Sebastian H. M. Deininger
2014 — conf
A Neutral Mutation Operator in Grammatical Evolution.
IEEE Conf. on Intelligent Systems (1)
Christian Oesch, Dietmar Maringer
2014 — conf
Transition variable selection for regime switching recurrent reinforcement learning.
CIFEr
Dietmar Maringer, Jin Zhang
2014 B conf
Two parameter update schemes for recurrent reinforcement learning.
IEEE Congress on Evolutionary Computation
Jin Zhang, Dietmar Maringer
2013 — conf
Indicator selection for daily equity trading with recurrent reinforcement learning.
GECCO (Companion)
Jin Zhang, Dietmar Maringer
2013 B conf
Portfolio optimization under market impact costs.
IEEE Congress on Evolutionary Computation
Christian Oesch, Dietmar Maringer
2012 — ch.
Natural Computing in Computational Finance (Volume 4): Introduction.
Natural Computing in Computational Finance (4)
Anthony Brabazon, Michael O'Neill, Dietmar Maringer
2012 — book
Natural Computing in Computational Finance - Volume 4
Anthony Brabazon, Michael O'Neill, Dietmar Maringer
2012 — ch.
Regime-Switching Recurrent Reinforcement Learning in Automated Trading.
Natural Computing in Computational Finance (4)
Dietmar Maringer, Tikesh Ramtohul
2012 J jnl
Regime-switching recurrent reinforcement learning for investment decision making.
Comput. Manag. Sci.
Dietmar Maringer, Tikesh Ramtohul
2012 J jnl
The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems.
Comput. Stat. Data Anal.
Dietmar Maringer, Sandra Paterlini, Peter Winker
2011 J jnl
Distributing weights under hierarchical clustering: A way in reducing performance breakdown.
Expert Syst. Appl.
Jin Zhang, Dietmar Maringer
2011 — conf
GP-based rebalancing triggers for the CPPI.
CIFEr
Dietmar Maringer, Tikesh Ramtohul
2010 B conf
MOEA/D with NBI-style Tchebycheff approach for portfolio management.
IEEE Congress on Evolutionary Computation
Qingfu Zhang, Hui Li, Dietmar Maringer, Edward P. K. Tsang
2010 — conf
Threshold Recurrent Reinforcement Learning Model for Automated Trading.
EvoApplications (2)
Dietmar Maringer, Tikesh Ramtohul
2009 — conf
Evolutionary Money Management.
EvoWorkshops
Philip Saks, Dietmar Maringer
2009 J jnl
Global optimization of higher order moments in portfolio selection.
J. Glob. Optim.
Dietmar Maringer, Panos Parpas
2009 J jnl
The convergence of estimators based on heuristics: theory and application to a GARCH model.
Comput. Stat.
Peter Winker, Dietmar Maringer
2008 — ch.
Constrained Index Tracking under Loss Aversion Using Differential Evolution.
Natural Computing in Computational Finance
Dietmar Maringer
2008 — conf
Genetic Programming in Statistical Arbitrage.
EvoWorkshops
Philip Saks, Dietmar Maringer
2008 J jnl
Heuristic Optimization for Portfolio Management [Application Notes].
IEEE Comput. Intell. Mag.
Dietmar Maringer
2007 J jnl
Index tracking with constrained portfolios.
Intell. Syst. Account. Finance Manag.
Dietmar Maringer, Olufemi Oyewumi
2006 — conf
Convergence of GARCH Estimators: Theory and Empirical Evidence.
JCIS
Dietmar Maringer, Peter Winker
2006 J jnl
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels.
Math. Comput.
Kai-Tai Fang, Dietmar Maringer, Yu Tang, Peter Winker
2003 J jnl
Optimization of cardinality constrained portfolios with a hybrid local search algorithm.
OR Spectr.
Dietmar Maringer, Hans Kellerer