Luis A. Seco

Publication Activity (10 Years)

Years Active: 2008-2017
Publications (10 Years): 1

Top Topics

Diabetes Mellitus

Investment Strategies

Top Venues

Comput. Oper. Res.

Publications

Cuicui Luo, Luis A. Seco
Stochastic Correlation in Risk Analytics: A Financial Perspective. IEEE Syst. J. 11 (3) (2017)
Janko Hernández, David Saunders, Luis A. Seco
Algorithmic estimation of risk factors in financial markets with stochastic drift. Comput. Oper. Res. 39 (4) (2012)
Desheng Dash Wu, David L. Olson, Luis A. Seco, John R. Birge
Introduction to the Special Issue on "Operational Research and Asia Risk Management". Asia Pac. J. Oper. Res. 28 (1) (2011)
Angie Elkhodiry, Joseph Paradi, Luis A. Seco
Using equity options to imply credit information. Ann. Oper. Res. 185 (1) (2011)
Cuicui Luo, Luis A. Seco, Haofei Wang, Desheng Dash Wu
Risk modeling in crude oil market: a comparison of Markov switching and GARCH models. Kybernetes 39 (5) (2010)
Ian Buckley, David Saunders, Luis A. Seco
Portfolio optimization when asset returns have the Gaussian mixture distribution. Eur. J. Oper. Res. 185 (3) (2008)