Oliver Strub

Publication Activity (10 Years)

Years Active: 2015-2020
Publications (10 Years): 7

Top Topics

Real Time Tracking

Articulated Objects

Support Vector Machine Classifiers

Top Venues

Comput. Oper. Res.

Publications

Oliver Strub
Optimal Feature Selection for Support Vector Machine Classifiers. IEEM (2020)
Oliver Strub, Norbert Trautmann
A two-stage approach to the UCITS-constrained index-tracking problem. Comput. Oper. Res. 103 (2019)
Oliver Strub, Philipp Baumann
Optimal construction and rebalancing of index-tracking portfolios. Eur. J. Oper. Res. 264 (1) (2018)
Tamara Bigler, Oliver Strub
A Local-branching Heuristic for the Best Subset Selection Problem in Linear Regression. IEEM (2018)
Oliver Strub, Norbert Trautmann
A genetic algorithm for the UCITS-constrained index-tracking problem. CEC (2017)
Oliver Strub, Norbert Trautmann
An Iterated Greedy Heuristic for the 1/N Portfolio Tracking Problem. ICORES (2016)
Oliver Strub, Philipp Baumann
Index tracking using data-mining techniques and mixed-binary linear programming. IEEM (2015)