Christina Erlwein

Publication Activity (10 Years)

Years Active: 2008-2012
Publications (10 Years): 0

Top Topics

Risk Management

Generation Process

Optimisation Algorithm

Utility Function

Top Venues

Ann. Oper. Res.

Publications

Christina Erlwein, Gautam Mitra, Diana Roman
HMM based scenario generation for an investment optimisation problem. Ann. Oper. Res. 193 (1) (2012)
Christina Erlwein, Rogemar S. Mamon
An online estimation scheme for a Hull-White model with HMM-driven parameters. Stat. Methods Appl. 18 (1) (2009)
Rogemar S. Mamon, Christina Erlwein, R. Bhushan Gopaluni
Adaptive signal processing of asset price dynamics with predictability analysis. Inf. Sci. 178 (1) (2008)