Manfred Gilli

13 papers Journal 9Unranked 3
YearRankTypeTitle / Venue / Authors
2014 — conf
Better portfolios with options.
CIFEr
Gerda Cabej, Manfred Gilli, Enrico Schumann
2012 — ch.
Calibrating Option Pricing Models with Heuristics.
Natural Computing in Computational Finance (4)
Manfred Gilli, Enrico Schumann
2012 — conf
FX trading: An empirical study.
CIFEr
Gerda Cabej, Manfred Gilli, Jonela Lula, Enrico Schumann
2012 J jnl
Heuristic optimisation in financial modelling.
Ann. Oper. Res.
Manfred Gilli, Enrico Schumann
2011 J jnl
Optimal enough?
J. Heuristics
Manfred Gilli, Enrico Schumann
2010 — conf
Calibrating the Heston Model with Differential Evolution.
EvoApplications (2)
Manfred Gilli, Enrico Schumann
2010 J jnl
Distributed optimisation of a portfolio's Omega.
Parallel Comput.
Manfred Gilli, Enrico Schumann
2008 J jnl
Using economic and financial information for stock selection.
Comput. Manag. Sci.
Ilir Roko, Manfred Gilli
2007 J jnl
2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems.
Comput. Stat. Data Anal.
Manfred Gilli, Peter Winker
2004 J jnl
Applications of optimization heuristics to estimation and modelling problems.
Comput. Stat. Data Anal.
Peter Winker, Manfred Gilli
2003 J jnl
A global optimization heuristic for estimating agent based models.
Comput. Stat. Data Anal.
Manfred Gilli, Peter Winker
1993 J jnl
Econometric Model Simulation On Parallel Computers.
Int. J. High Perform. Comput. Appl.
Manfred Gilli, Giorgio Pauletto
1981 J jnl
Understanding complex systems.
Autom.
Manfred Gilli, Edouard Rossier