Publications

Last update: July 2, 2016 – see also Google Scholar

Preprints / Submissions

Accepted for Publication / To Appear / Online First

Publications

  1. L. Vana, R. Hochreiter and K. Hornik. Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators. Scientometrics 106(1): 229-251. January 2016.
  2. R. Hochreiter. Modeling multi-stage decision optimization problems. Lecture Notes in Economics and Mathematical Systems 682: 209-214. January 2016.
  3. R. Hochreiter. Computing trading strategies based on financial sentiment data using evolutionary optimization. Advances in Intelligent Systems and Computing 378: 181-191. June 2015.
  4. R. Hochreiter and C. Waldhauser. Evolving Accuracy: A Genetic Algorithm To Improve Election Night Forecasts. Applied Soft Computing 34: 606–612. June 2015.
  5. R. Hochreiter. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. Lecture Notes in Computer Science 9028: 279-288. March 2015.
  6. C. Waldhauser, R. Hochreiter, J. Otepka, N. Pfeifer, S. Ghuffar, K. Korzeniowska and G. Wagner. Automated classification of airborne laser scanning point clouds. In: Solving Computationally Expensive Engineering Problems. Springer Proceedings in Mathematics & Statistics 97: 269-292. September 2014.
  7. R. Hochreiter and C. Waldhauser. Data Mining Cultural Aspects of Social Media Marketing. Lecture Notes in Computer Science 8557: 130-143. July 2014.
  8. R. Hochreiter and C. Waldhauser. A stochastic simulation of the decision to retweet. Lecture Notes in Computer Science 8176: 221-229. November 2013.
  9. J. Otepka, S. Ghuffar, C. Waldhauser, R. Hochreiter and N. Pfeifer. Georeferenced Point Clouds: Data Model, Features and Management. ISPRS International Journal of Geo-Information 2(4): 1038-1065. November 2013.
  10. R. Hochreiter and C. Waldhauser. Solving Dynamic Optimisation Problems with Revolutionary Algorithms. International Journal of Innovative Computing and Applications 5(3): 143-151. August 2013.
  11. R. Hochreiter and G. Krottendorfer. Robust Estimation of Vector Autoregression (VAR) Models Using Genetic Algorithms. Lecture Notes in Computer Science 7835: 223-233. April 2013.
  12. D. Wozabal and R. Hochreiter. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36(3): 403-415. March 2012.
  13. J. Dang, D. Edelman, R. Hochreiter and A. Brabazon. Swarm Intelligence-based Stochastic Programming Model for Dynamic Asset Allocation. IEEE CEC 2010: 1-8. July 2010.
  14. R. Hochreiter and D. Wozabal. A multi-stage stochastic programming model for managing risk-optimal electricity portfolios. Handbook of Power Systems II. Energy Systems, Volume 4: 383-404. Springer, May 2010.
  15. R. Hochreiter and D. Wozabal. Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model. Studies in Computational Intelligence 293: 31-44. 2010.
  16. D. Wozabal, R. Hochreiter, and G. Ch. Pflug. A D.C. Formulation of Value-at-Risk constrained optimization. Optimization 59(3): 377-400. May 2010.
  17. R. Hochreiter. Evolutionary multi-stage financial scenario tree generation. Lecture Notes in Computer Science 6025: 182-191. 2010.
  18. R. Hochreiter. Algorithmic aspects of scenario-based multi-stage decision process optimization. Lecture Notes in Computer Science 5783: 365–376. 2009.
  19. R. Hochreiter and D. Wozabal. Evolutionary approaches for estimating a Coupled Markov Chain model for Credit Portfolio Risk Management. Lecture Notes in Computer Science 5484: 193-202. 2009.
  20. R. Hochreiter, C. Wiesinger, and D. Wozabal. Discussion of ‘The evolution of web-based optimisation: From ASP to e-Services’. Decision Support Systems 47(1): 72-73. 2009.
  21. H. Schabauer, R. Hochreiter, and G. Ch. Pflug. Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. Lecture Notes in Computer Science 5102: 408-415. 2008.
  22. R. Hochreiter. Evolutionary stochastic portfolio optimization. Studies in Computational Intelligence 100: 67-87. 2008.
  23. W. Wiesemann, R. Hochreiter, and D. Kuhn. A Stochastic Programming Approach for QoS-Aware Service Composition. IEEE CCGRID 2008: 226-233. 2008.
  24. R. Hochreiter, G. Ch. Pflug, and V. Paulsen. Design and management of unit-linked life-insurance contracts with guarantees. Handbook of Asset and Liability Management, Volume 2. Chapter 14: 627-662. Elsevier/North-Holland. 2008.
  25. R. Hochreiter. An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. Lecture Notes in Computer Science 4448: 199-207. 2007.
  26. R. Hochreiter and G. Ch. Pflug. Financial scenario generation for stochastic multi-stage decision processes as facility location problems. Annals of Operations Research 152(1): 257-272. 2007.
  27. R. Hochreiter and G. Ch. Pflug. Polynomial algorithms for pricing path-dependent interest rate instruments. Computational Economics 28(3): 291-309. 2006.
  28. R. Hochreiter, G. Ch. Pflug, and D. Wozabal. Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. IFIP Advances in Information and Communication Technology 199: 219-226. 2006.
  29. R. Hochreiter. Audible convergence for optimal base melody extension with statistical genre-specific interval distance evaluation. Lecture Notes in Computer Science 3907: 712-716. 2006.
  30. S. Hochrainer, R. Hochreiter, and G. Ch. Pflug. An algorithm for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. Central European Journal of Operations Research 13(1): 1-13. 2005.
  31. R. Hochreiter, C. Wiesinger, and D. Wozabal. Large-Scale Computational Finance Applications on the Open Grid Service Environment. Lecture Notes in Computer Science 3470: 891-899. 2005.
  32. C. Wiesinger, D. Giczi, and R. Hochreiter. An open grid service environment for large-scale computational finance modeling systems Lecture Notes in Computer Science 3036: 83-90. 2004.

Publications – Medical Research / Healthcare Economics

  1. G. Kieselbach, A. Vavrovsky and R. Hochreiter. IVOM in Österreich 2013 – Eine Auswertung anhand realer Patientenzahlen. Spektrum der Augenheilkunde Volume 30(3): 106-110. June 2016.
  2. R. Puchner, R. Hochreiter, A. Vavrovsky. Improving patient flow of people with rheumatoid arthritis has the potential to simultaneously improve health outcomes and reduce direct costs. Wiener Klinische Wochenschrift 126(S5): P05.07. 2014.
  3. A. Vavrovsky and R. Hochreiter. COPD: Abschätzung der Zusatzkosten einer Therapie mit Heimsauerstoff. JATROS – Pulmologie & HNO 2014(2): 12-14. 2014.
  4. A. Vavrovsky and R. Hochreiter. A novel approach to assessing the total costs of obstructive sleep apnoea in Austria: using population attributable fractions of the most commonly associated disorders. Pneumologie 68(S01): V322. March 2014.
  5. A. Vavrovsky and R. Hochreiter. Estimating the incremental costs of home oxygen therapy for chronic obstructive pulmonary disease (COPD) in Austria using a microsimulation approach. Pneumologie 68(S01): P309. March 2014.

Publications – Management / Business Administration

  1. G. Kodydek, R. Hochreiter, and E.A. Ochome. Students’ Ethical Judgment and Moral Intentions toward Business Ethics: Kenya versus Austria. Academy of Management Proceedings 2014(1): 17409. 2014.
  2. G. Kodydek and R. Hochreiter. The influence of personality characteristics on individual competencies of work group members. Organizacija 46(5): 196-204. October 2013.
  3. H. Kasper, G. Kodydek, S. Schilcher and R. Hochreiter. Keeping the Best – Human Resources in Subsidiaries of Sino-European Multinational Companies located in P.R. China. Volume 44 of Advances in Intelligent Systems Research: 112-115. August 2013.

Editorial

  1. G. Ch. Pflug and R. Hochreiter. Annals of Operations Research Volume 193, Number 1: 1-289. March 2012: G. Ch. Pflug and R. Hochreiter. Applied Mathematical Programming and Modelling 2008. Annals of Operations Research 193(1): 1-2. 2012.
  2. R. Hochreiter and D. Kuhn. Computational Management Science Volume 9, Number 1: 1-160. February 2012: R. Hochreiter and D. Kuhn. Optimal Decision Making under Uncertainty. Computational Management Science 9(1): 1-2. 2012.
  3. R. Hochreiter and G. Ch. Pflug. Optimization Volume 59, Number 3: 321-445. May 2010: R. Hochreiter and G. Ch. Pflug. 11th International Conference on Stochastic Programming. Optimization 59(3): 321-322. 2010.
  4. R. Hochreiter and G. Ch. Pflug. Computational Management Science Volume 6, Number 2: 115-267. May 2009: R. Hochreiter and G. Ch. Pflug. Introduction to the special issue on computational optimization under uncertainty. Computational Managament Science 6(2): 115-116. 2009.

Theses

Selected conference proceedings