Enrico Schumann

Publication Activity (10 Years)

Years Active: 2010-2014
Publications (10 Years): 0

Top Topics

Portfolio Assessment

Trading Systems

Multi Objective Optimisation

Top Venues

Ann. Oper. Res.

Publications

Gerda Cabej, Manfred Gilli, Enrico Schumann
Better portfolios with options. CIFEr (2014)
Manfred Gilli, Enrico Schumann
Heuristic optimisation in financial modelling. Ann. Oper. Res. 193 (1) (2012)
Gerda Cabej, Manfred Gilli, Jonela Lula, Enrico Schumann
FX trading: An empirical study. CIFEr (2012)
Manfred Gilli, Enrico Schumann
Optimal enough? J. Heuristics 17 (4) (2011)
Manfred Gilli, Enrico Schumann
Distributed optimisation of a portfolio's Omega. Parallel Comput. 36 (7) (2010)
Manfred Gilli, Enrico Schumann
Calibrating the Heston Model with Differential Evolution. EvoApplications (2) (2010)