Igor Melichercík

Publication Activity (10 Years)

Years Active: 2003-2020
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Learning Automata

Top Venues

Eur. J. Oper. Res.

Publications

Ales Cerný, Igor Melichercík
Simple explicit formula for near-optimal stochastic lifestyling. Eur. J. Oper. Res. 284 (2) (2020)
Csilla Krommerová, Igor Melichercík
Dynamic portfolio optimization with risk management and strategy constraints. Kybernetika 50 (6) (2014)
Mária Lucká, Igor Melichercík, Ladislav Halada
Application of multistage stochastic programs solved in parallel in portfolio management. Parallel Comput. 34 (6-8) (2008)
Ladislav Halada, Mária Lucká, Igor Melichercík
Multiperiod Portfolio Management Using Parallel Interior Point Method. PARCO (2003)