Peter Winker

25 papers Journal 22Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria.
J. Mach. Learn. Res.
Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker
2023 J jnl
Analysing the Impact of Removing Infrequent Words on Topic Quality in LDA Models.
CoRR
Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker
2022 J jnl
Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria.
CoRR
Victor Bystrov, Viktoriia Naboka, Anna Staszewska-Bystrova, Peter Winker
2022 J jnl
TA algorithms for D-optimal OofA Mixture designs.
Comput. Stat. Data Anal.
Nicholas Rios, Peter Winker, Dennis K. J. Lin
2015 J jnl
Constructing optimal sparse portfolios using regularization methods.
Comput. Manag. Sci.
Björn Fastrich, Sandra Paterlini, Peter Winker
2013 — ch.
Multivariate Modelling of Cross-Commodity Price Relations Along the Petrochemical Value Chain.
Algorithms from and for Nature and Life
Myriam Thömmes, Peter Winker
2012 J jnl
Robust portfolio optimization with a hybrid heuristic algorithm.
Comput. Manag. Sci.
Björn Fastrich, Peter Winker
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
2012 J jnl
The Annals of Computational and Financial Econometrics, first issue.
Comput. Stat. Data Anal.
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
2011 J jnl
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.
Comput. Manag. Sci.
Peter Winker, Marianna Lyra, Chris Sharpe
2010 J jnl
Optimization heuristics for determining internal rating grading scales.
Comput. Stat. Data Anal.
Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker
2010 J jnl
Optimized U-type designs on flexible regions.
Comput. Stat. Data Anal.
Dennis K. J. Lin, Chris Sharpe, Peter Winker
2009 J jnl
The convergence of estimators based on heuristics: theory and application to a GARCH model.
Comput. Stat.
Peter Winker, Dietmar Maringer
2008 J jnl
E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006).
Comput. Stat. Data Anal.
Peter Winker
2007 J jnl
2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems.
Comput. Stat. Data Anal.
Manfred Gilli, Peter Winker
2007 J jnl
Improving the computation of censored quantile regressions.
Comput. Stat. Data Anal.
Bernd Fitzenberger, Peter Winker
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
2005 J jnl
Optimal aggregation of linear time series models.
Comput. Stat. Data Anal.
J. Chipman, 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
2003 J jnl
Lower bounds for centered and wrap-around
J. Complex.
Kai-Tai Fang, Xuan Lu, Peter Winker
2002 J jnl
Centered L
Math. Comput.
Kai-Tai Fang, Chang-Xing Ma, Peter Winker
2000 J jnl
Uniform Design: Theory and Application.
Technometrics
Kai-Tai Fang, Dennis K. J. Lin, Peter Winker, Yong Zhang
1998 — conf
Using Threshold Accepting to Improve the Computation of Censored Quantile Regression.
COMPSTAT
Bernd Fitzenberger, Peter Winker