Ralf Östermark

Publication Activity (10 Years)

Years Active: 1991-2022
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Benders Decomposition

Parallel Processors

Top Venues

Appl. Soft Comput.

Eur. J. Oper. Res.

Fuzzy Sets Syst.

Publications

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark
Copula-based Black-Litterman portfolio optimization. Eur. J. Oper. Res. 297 (3) (2022)
Ralf Östermark
Massively parallel processing of recursive multi-period portfolio models. Eur. J. Oper. Res. 259 (1) (2017)
Ralf Östermark
A parallel algorithm for optimizing the capital structure contingent on maximum value at risk. Kybernetes 44 (3) (2015)
Ralf Östermark
Solving difficult mixed integer and disjunctive non-linear problems on single and parallel processors. Appl. Soft Comput. 24 (2014)
Ralf Östermark
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function. Fuzzy Sets Syst. 253 (2014)
Ralf Östermark
Incorporating asset growth potential and bear market safety switches in international portfolio decisions. Appl. Soft Comput. 12 (8) (2012)
Ralf Östermark
Hedging with options and cardinality constraints in multi-period portfolio management systems. Kybernetes 40 (5/6) (2011)
Ralf Östermark
Genetic hybrid tuning of VARMAX and state space algorithms. Soft Comput. 14 (1) (2010)
Ralf Östermark
Concurrent processing of mixed-integer non-linear programming problems. Kybernetes 38 (6) (2009)
Ralf Östermark
Geno-mathematical identification of the multi-layer perceptron. Neural Comput. Appl. 18 (4) (2009)
Ralf Östermark
A fuzzy vector valued KNN-algorithm for automatic outlier detection. Appl. Soft Comput. 9 (4) (2009)
Ralf Östermark
Scalability of the genetic hybrid algorithm on a parallel supercomputer. Kybernetes 37 (9/10) (2008)
Ralf Östermark
A flexible platform for mixed-integer non-linear programming problems. Kybernetes 36 (5/6) (2007)
Ralf Östermark
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems. Eur. J. Oper. Res. 152 (1) (2004)
Ralf Östermark
Automatic detection of parsimony for heteroskedastic time series processes. Soft Comput. 6 (1) (2002)
Ralf Östermark
Multivariate cointegration analysis of the Finnish-Japanese stock markets. Eur. J. Oper. Res. 134 (3) (2001)
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
A fuzzy linear basis algorithm for nonlinear separable programming problems. Fuzzy Sets Syst. 119 (1) (2001)
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
Using fuzzy bases to resolve nonlinear programming problems. Fuzzy Sets Syst. 117 (1) (2001)
Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan
Polyhedral representation of fuzzy linear bases. Soft Comput. 5 (3) (2001)
Ralf Östermark
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups. Fuzzy Sets Syst. 114 (2) (2000)
Ralf Östermark
A flexible multicomputer algorithm for elementary matrix operations. Comput. Oper. Res. 27 (3) (2000)
Ralf Östermark
A fuzzy neural network algorithm for multigroup classification. Fuzzy Sets Syst. 105 (1) (1999)
Ralf Östermark
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm. Comput. Oper. Res. 26 (6) (1999)
Ralf Östermark
A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes Empirical Tests on Global Asset Returns. Soft Comput. 3 (4) (1999)
Ralf Östermark, Jaana Aaltonen
Comparing the causality patterns between some Scandinavian stock returns and global return factors. Int. J. Syst. Sci. 30 (6) (1999)
Ralf Östermark
Structural modelling of global capital asset pricing. Int. J. Syst. Sci. 30 (6) (1999)
Ralf Östermark, Rune Höglund
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming. Eur. J. Oper. Res. 108 (1) (1998)
Ralf Östermark
Call option pricing and replication under economic friction. Eur. J. Oper. Res. 108 (1) (1998)
Ralf Östermark
Temporal interdependence in fuzzy MCDM problems. Fuzzy Sets Syst. 88 (1) (1997)
Ralf Östermark
A fuzzy control model (FCM) for dynamic portfolio management. Fuzzy Sets Syst. 78 (3) (1996)
Ralf Östermark
Separating trend and cyclical dynamics in state space models with exogenous inputs. Stat. Comput. 6 (1) (1996)
Ralf Östermark
A flexible multicomputer algorithm for artificial neural networks. Neural Networks 9 (1) (1996)
Ralf Östermark, Martin Saarinen
Parallel Implementation of a VARMAX Algorithm. Parallel Comput. 20 (12) (1994)
Eero Kasanen, Ralf Östermark, Milan Zeleny
Gestalt system of holistic graphics: New management support view of MCDM. Comput. Oper. Res. 18 (2) (1991)