Ronald Hochreiter – Publications

Last update: January 15th, 2012

Main page, Talks, Teaching, Miscellany

Editorial

Published articles

  1. D. Wozabal and R. Hochreiter. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36(3): 403-415. 2012.
  2. G. Ch. Pflug and R. Hochreiter. Applied Mathematical Programming and Modelling 2008. Annals of Operations Research 193(1):1-2. 2012.
  3. R. Hochreiter and D. Kuhn. Optimal Decision Making under Uncertainty. Computational Management Science 9(1): 1-2. 2012.
  4. R. Hochreiter and C. Waldhauser. Evolved Election Forecasts: Using Genetic Algorithms in Improving Election Forecast Results. ACM GECCO 2011: 229-230. 2011.
  5. R. Hochreiter. Evolutionary Optimization for Decision Making Under Uncertainty. Mendel 2011: 107-113. 2011.
  6. J. Dang, D. Edelman, R. Hochreiter and A. Brabazon. Swarm Intelligence-based Stochastic Programming Model for Dynamic Asset Allocation. Proceedings of the 2010 IEEE Congress on Evolutionary Computation (CEC): 1-8. 2010.
  7. R. Hochreiter and D. Wozabal. A multi-stage stochastic programming model for managing risk-optimal electricity portfolios. Handbook of Power Systems II. Volume 4 of Energy Systems: 383-404. Springer, 2010.
  8. R. Hochreiter. An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. Mendel 2010: 1-6. 2010.
  9. R. Hochreiter and D. Wozabal. Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model. Natural Computing in Computational Finance, Volume 3. Studies in Computational Intelligence 293: 31-44. 2010.
  10. D. Wozabal, R. Hochreiter, and G. Ch. Pflug. A D.C. Formulation of Value-at-Risk constrained optimization. Optimization 59(3): 377-400. 2010.
  11. R. Hochreiter and G. Ch. Pflug. 11th International Conference on Stochastic Programming. Optimization 59(3): 321-322. 2010.
  12. R. Hochreiter. Evolutionary multi-stage financial scenario tree generation. EvoApplications 2010, Part II. Lecture Notes in Computer Science 6025: 182-191. 2010.
  13. R. Hochreiter. Algorithmic aspects of scenario-based multi-stage decision process optimization. Algorithmic Decision Theory 2009. Lecture Notes in Computer Science 5783: 365–376. 2009.
  14. R. Hochreiter and D. Wozabal. Evolutionary approaches for estimating a Coupled Markov Chain model for Credit Portfolio Risk Management. EvoWorkshops 2009. Lecture Notes in Computer Science 5484: 193-202. 2009.
  15. R. Hochreiter and G. Ch. Pflug. Introduction to the special issue on computational optimization under uncertainty. Computational Managament Science 6(2): 115-116. 2009.
  16. 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.
  17. H. Schabauer, R. Hochreiter, and G. Ch. Pflug. Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. International Conference on Computational Science 2008. Lecture Notes in Computer Science 5102: 408-415. 2008.
  18. R. Hochreiter. Evolutionary stochastic portfolio optimization. In: A. Brabazon and M. O’Neill (Eds.): Natural Computing in Computational Finance. Studies in Computational Intelligence 100: 67-87. 2008.
  19. W. Wiesemann, R. Hochreiter, and D. Kuhn. A Stochastic Programming Approach for QoS-Aware Service Composition. Eighth IEEE International Symposium on Cluster Computing and the Grid: 226-233. IEEE Computer Society. 2008.
  20. R. Hochreiter, G. Ch. Pflug, and V. Paulsen. Design and management of unit-linked life-insurance contracts with guarantees. In: S.A. Zenios and W.T. Ziemba (Eds.): Handbook of Asset and Liability Management, Volume 2. Chapter 14: 627-662. Elsevier/North-Holland. 2007 (print). 2008 (electronic).
  21. R. Hochreiter. An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. EvoWorkshops 2007. Lecture Notes in Computer Science 4448: 199-207. 2007.
  22. 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.
  23. R. Hochreiter and G. Ch. Pflug. Polynomial algorithms for pricing path-dependent interest rate instruments. Computational Economics 28(3): 291-309. 2006.
  24. R. Hochreiter, G. Ch. Pflug, and D. Wozabal. Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. System Modeling and Optimization. IFIP International Federation for Information Processing Series 199: 219-226. 2006.
  25. R. Hochreiter. Audible convergence for optimal base melody extension with statistical genre-specific interval distance evaluation. EvoWorkshops 2006. Lecture Notes in Computer Science 3907: 712-716. 2006.
  26. 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.
  27. R. Hochreiter, C. Wiesinger, and D. Wozabal. Large-Scale Computational Finance Applications on the Open Grid Service Environment. European Grid Conference 2005. Lecture Notes in Computer Science 3470: 891-899. 2005.
  28. C. Wiesinger, D. Giczi, and R. Hochreiter. An open grid service environment for large-scale computational finance modeling systems. International Conference on Computational Science 2004. Lecture Notes in Computer Science 3036: 83-90. 2004.

Theses