Peter Winker

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 4

Top Topics

Linear Discriminant Analysis

Selection Criteria

Regularization Method

Top Venues

Comput. Stat. Data Anal.

Comput. Manag. Sci.

Publications

Victor Bystrov, Viktoriia Naboka-Krell, Anna Staszewska-Bystrova, Peter Winker
Analysing the Impact of Removing Infrequent Words on Topic Quality in LDA Models. CoRR (2023)
Victor Bystrov, Viktoriia Naboka, Anna Staszewska-Bystrova, Peter Winker
Choosing the Number of Topics in LDA Models - A Monte Carlo Comparison of Selection Criteria. CoRR (2022)
Nicholas Rios, Peter Winker, Dennis K. J. Lin
TA algorithms for D-optimal OofA Mixture designs. Comput. Stat. Data Anal. 168 (2022)
Björn Fastrich, Sandra Paterlini, Peter Winker
Constructing optimal sparse portfolios using regularization methods. Comput. Manag. Sci. 12 (3) (2015)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
Dietmar Maringer, Sandra Paterlini, Peter Winker
The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. Comput. Stat. Data Anal. 56 (10) (2012)
Björn Fastrich, Peter Winker
Robust portfolio optimization with a hybrid heuristic algorithm. Comput. Manag. Sci. 9 (1) (2012)
Peter Winker, Marianna Lyra, Chris Sharpe
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. Comput. Manag. Sci. 8 (1-2) (2011)
Dennis K. J. Lin, Chris Sharpe, Peter Winker
Optimized U-type designs on flexible regions. Comput. Stat. Data Anal. 54 (6) (2010)
Marianna Lyra, J. Paha, Sandra Paterlini, Peter Winker
Optimization heuristics for determining internal rating grading scales. Comput. Stat. Data Anal. 54 (11) (2010)
Peter Winker, Dietmar Maringer
The convergence of estimators based on heuristics: theory and application to a GARCH model. Comput. Stat. 24 (3) (2009)
Peter Winker
E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). Comput. Stat. Data Anal. 52 (7) (2008)
Bernd Fitzenberger, Peter Winker
Improving the computation of censored quantile regressions. Comput. Stat. Data Anal. 52 (1) (2007)
Manfred Gilli, Peter Winker
2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems. Comput. Stat. Data Anal. 52 (1) (2007)
Kai-Tai Fang, Dietmar Maringer, Yu Tang, Peter Winker
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Math. Comput. 75 (254) (2006)
Dietmar Maringer, Peter Winker
Convergence of GARCH Estimators: Theory and Empirical Evidence. JCIS (2006)
J. Chipman, Peter Winker
Optimal aggregation of linear time series models. Comput. Stat. Data Anal. 49 (2) (2005)
Peter Winker, Manfred Gilli
Applications of optimization heuristics to estimation and modelling problems. Comput. Stat. Data Anal. 47 (2) (2004)
Kai-Tai Fang, Xuan Lu, Peter Winker
-discrepancies and construction of uniform designs by threshold accepting. J. Complex. 19 (5) (2003)
Manfred Gilli, Peter Winker
A global optimization heuristic for estimating agent based models. Comput. Stat. Data Anal. 42 (3) (2003)
Kai-Tai Fang, Chang-Xing Ma, Peter Winker
-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs. Math. Comput. 71 (237) (2002)
Kai-Tai Fang, Dennis K. J. Lin, Peter Winker, Yong Zhang
Uniform Design: Theory and Application. Technometrics 42 (3) (2000)
Bernd Fitzenberger, Peter Winker
Using Threshold Accepting to Improve the Computation of Censored Quantile Regression. COMPSTAT (1998)