Ralf Östermark

35 papers Journal 35
YearRankTypeTitle / Venue / Authors
2022 J jnl
Copula-based Black-Litterman portfolio optimization.
Eur. J. Oper. Res.
Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark
2017 J jnl
Massively parallel processing of recursive multi-period portfolio models.
Eur. J. Oper. Res.
Ralf Östermark
2015 J jnl
A parallel algorithm for optimizing the capital structure contingent on maximum value at risk.
Kybernetes
Ralf Östermark
2014 J jnl
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function.
Fuzzy Sets Syst.
Ralf Östermark
2014 J jnl
Solving difficult mixed integer and disjunctive non-linear problems on single and parallel processors.
Appl. Soft Comput.
Ralf Östermark
2012 J jnl
Incorporating asset growth potential and bear market safety switches in international portfolio decisions.
Appl. Soft Comput.
Ralf Östermark
2011 J jnl
Hedging with options and cardinality constraints in multi-period portfolio management systems.
Kybernetes
Ralf Östermark
2010 J jnl
Genetic hybrid tuning of VARMAX and state space algorithms.
Soft Comput.
Ralf Östermark
2009 J jnl
A fuzzy vector valued KNN-algorithm for automatic outlier detection.
Appl. Soft Comput.
Ralf Östermark
2009 J jnl
Concurrent processing of mixed-integer non-linear programming problems.
Kybernetes
Ralf Östermark
2009 J jnl
Geno-mathematical identification of the multi-layer perceptron.
Neural Comput. Appl.
Ralf Östermark
2008 J jnl
Scalability of the genetic hybrid algorithm on a parallel supercomputer.
Kybernetes
Ralf Östermark
2007 J jnl
A flexible platform for mixed-integer non-linear programming problems.
Kybernetes
Ralf Östermark
2004 J jnl
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems.
Eur. J. Oper. Res.
Ralf Östermark
2002 J jnl
An algorithm to solve a two variable linear programming problem.
J. Comput. Sci. Coll.
Pei-Zhuang Wang, Rajan Alex, Ralf Östermark, Alex Jiang
2002 J jnl
Automatic detection of parsimony for heteroskedastic time series processes.
Soft Comput.
Ralf Östermark
2001 J jnl
A fuzzy linear basis algorithm for nonlinear separable programming problems.
Fuzzy Sets Syst.
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
2001 J jnl
Multivariate cointegration analysis of the Finnish-Japanese stock markets.
Eur. J. Oper. Res.
Ralf Östermark
2001 J jnl
Polyhedral representation of fuzzy linear bases.
Soft Comput.
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
2001 J jnl
Using fuzzy bases to resolve nonlinear programming problems.
Fuzzy Sets Syst.
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
2000 J jnl
A flexible multicomputer algorithm for elementary matrix operations.
Comput. Oper. Res.
Ralf Östermark
2000 J jnl
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups.
Fuzzy Sets Syst.
Ralf Östermark
1999 J jnl
A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes Empirical Tests on Global Asset Returns.
Soft Comput.
Ralf Östermark
1999 J jnl
A fuzzy neural network algorithm for multigroup classification.
Fuzzy Sets Syst.
Ralf Östermark
1999 J jnl
Comparing the causality patterns between some Scandinavian stock returns and global return factors.
Int. J. Syst. Sci.
Ralf Östermark, Jaana Aaltonen
1999 J jnl
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm.
Comput. Oper. Res.
Ralf Östermark
1999 J jnl
Structural modelling of global capital asset pricing.
Int. J. Syst. Sci.
Ralf Östermark
1998 J jnl
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming.
Eur. J. Oper. Res.
Ralf Östermark, Rune Höglund
1998 J jnl
Call option pricing and replication under economic friction.
Eur. J. Oper. Res.
Ralf Östermark
1997 J jnl
Temporal interdependence in fuzzy MCDM problems.
Fuzzy Sets Syst.
Ralf Östermark
1996 J jnl
A flexible multicomputer algorithm for artificial neural networks.
Neural Networks
Ralf Östermark
1996 J jnl
A fuzzy control model (FCM) for dynamic portfolio management.
Fuzzy Sets Syst.
Ralf Östermark
1996 J jnl
Separating trend and cyclical dynamics in state space models with exogenous inputs.
Stat. Comput.
Ralf Östermark
1994 J jnl
Parallel Implementation of a VARMAX Algorithm.
Parallel Comput.
Ralf Östermark, Martin Saarinen
1991 J jnl
Gestalt system of holistic graphics: New management support view of MCDM.
Comput. Oper. Res.
Eero Kasanen, Ralf Östermark, Milan Zeleny