Dietmar Maringer

Publication Activity (10 Years)

Years Active: 2003-2022
Publications (10 Years): 4

Top Topics

Portfolio Optimization

Top Venues

IEEE Congress on Evolutionary Computation

GECCO (Companion)

Publications

Gregor Lenhard, Dietmar Maringer
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling. CIFEr (2022)
Dietmar Maringer, Ben Craig, Sandra Paterlini
Constructing banking networks under decreasing costs of link formation. Comput. Manag. Sci. 19 (1) (2022)
Farshid Balaneji, Dietmar Maringer
Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility. CIFEr (2022)
Dietmar Maringer, Sebastian H. M. Deininger
Selecting and estimating interest rate models with evolutionary methods. Evol. Intell. 9 (4) (2016)
Dietmar Maringer, Jin Zhang
Transition variable selection for regime switching recurrent reinforcement learning. CIFEr (2014)
Christian Oesch, Dietmar Maringer
A Neutral Mutation Operator in Grammatical Evolution. IEEE Conf. on Intelligent Systems (1) (2014)
Jin Zhang, Dietmar Maringer
Two parameter update schemes for recurrent reinforcement learning. IEEE Congress on Evolutionary Computation (2014)
Jin Zhang, Dietmar Maringer
Indicator selection for daily equity trading with recurrent reinforcement learning. GECCO (Companion) (2013)
Christian Oesch, Dietmar Maringer
Portfolio optimization under market impact costs. IEEE Congress on Evolutionary Computation (2013)
Dietmar Maringer, Tikesh Ramtohul
Regime-switching recurrent reinforcement learning for investment decision making. Comput. Manag. Sci. 9 (1) (2012)
Dietmar Maringer, Sandra Paterlini, Peter Winker
The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. Comput. Stat. Data Anal. 56 (10) (2012)
Jin Zhang, Dietmar Maringer
Distributing weights under hierarchical clustering: A way in reducing performance breakdown. Expert Syst. Appl. 38 (12) (2011)
Dietmar Maringer, Tikesh Ramtohul
GP-based rebalancing triggers for the CPPI. CIFEr (2011)
Dietmar Maringer, Tikesh Ramtohul
Threshold Recurrent Reinforcement Learning Model for Automated Trading. EvoApplications (2) (2010)
Qingfu Zhang, Hui Li, Dietmar Maringer, Edward P. K. Tsang
MOEA/D with NBI-style Tchebycheff approach for portfolio management. IEEE Congress on Evolutionary Computation (2010)
Peter Winker, Dietmar Maringer
The convergence of estimators based on heuristics: theory and application to a GARCH model. Comput. Stat. 24 (3) (2009)
Philip Saks, Dietmar Maringer
Evolutionary Money Management. EvoWorkshops (2009)
Dietmar Maringer, Panos Parpas
Global optimization of higher order moments in portfolio selection. J. Glob. Optim. 43 (2-3) (2009)
Dietmar Maringer
Heuristic Optimization for Portfolio Management [Application Notes]. IEEE Comput. Intell. Mag. 3 (4) (2008)
Philip Saks, Dietmar Maringer
Genetic Programming in Statistical Arbitrage. EvoWorkshops (2008)
Dietmar Maringer, Olufemi Oyewumi
Index tracking with constrained portfolios. Intell. Syst. Account. Finance Manag. 15 (1-2) (2007)
Kai-Tai Fang, Dietmar Maringer, Yu Tang, Peter Winker
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Math. Comput. 75 (254) (2006)
Dietmar Maringer, Peter Winker
Convergence of GARCH Estimators: Theory and Empirical Evidence. JCIS (2006)
Dietmar Maringer, Hans Kellerer
Optimization of cardinality constrained portfolios with a hybrid local search algorithm. OR Spectr. 25 (4) (2003)