M. A. H. Dempster

Publication Activity (10 Years)

Years Active: 1983-2006
Publications (10 Years): 0

Publications

M. A. H. Dempster, V. Leemans
An automated FX trading system using adaptive reinforcement learning. Expert Syst. Appl. 30 (3) (2006)
M. A. H. Dempster, Yazann S. Romahi
Intraday FX Trading: An Evolutionary Reinforcement Learning Approach. IDEAL (2002)
M. A. H. Dempster, A. Eswaran, D. G. Richards
Wavelet Methods in PDE Valuation of Financial Derivatives. IDEAL (2000)
M. A. H. Dempster, R. T. Thompson
EVPI-based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures. Ann. Oper. Res. 90 (1999)
M. A. H. Dempster, R. T. Thompson
Parallelization and aggregation ofnested Benders decomposition. Ann. Oper. Res. 81 (1998)
Giorgio Consigli, M. A. H. Dempster
Dynamic stochastic programming for asset-liability management. Ann. Oper. Res. 81 (1998)
M. A. H. Dempster, A. M. Ireland
Object-oriented model integration in a financial decision support system. Decis. Support Syst. 7 (4) (1991)
Jonathan M. Borwein, M. A. H. Dempster
The Linear Order Complementarity Problem. Math. Oper. Res. 14 (3) (1989)
M. A. H. Dempster, M. L. Fisher, L. Jansen, B. J. Lageweg, Jan Karel Lenstra, A. H. G. Rinnooy Kan
Analysis of Heuristics for Stochastic Programming: Results for Hierarchical Scheduling Problems. Math. Oper. Res. 8 (4) (1983)