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Ralf Östermark
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2020 – today
- 2022
- [j34]Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark:
Copula-based Black-Litterman portfolio optimization. Eur. J. Oper. Res. 297(3): 1055-1070 (2022)
2010 – 2019
- 2017
- [j33]Ralf Östermark:
Massively parallel processing of recursive multi-period portfolio models. Eur. J. Oper. Res. 259(1): 344-366 (2017) - 2015
- [j32]Ralf Östermark:
A parallel algorithm for optimizing the capital structure contingent on maximum value at risk. Kybernetes 44(3): 384-405 (2015) - 2014
- [j31]Ralf Östermark:
Solving difficult mixed integer and disjunctive non-linear problems on single and parallel processors. Appl. Soft Comput. 24: 385-405 (2014) - [j30]Ralf Östermark:
A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function. Fuzzy Sets Syst. 253: 28-43 (2014) - 2012
- [j29]Ralf Östermark:
Incorporating asset growth potential and bear market safety switches in international portfolio decisions. Appl. Soft Comput. 12(8): 2538-2549 (2012) - 2011
- [j28]Ralf Östermark:
Hedging with options and cardinality constraints in multi-period portfolio management systems. Kybernetes 40(5/6): 703-718 (2011) - 2010
- [j27]Ralf Östermark:
Genetic hybrid tuning of VARMAX and state space algorithms. Soft Comput. 14(1): 91-99 (2010)
2000 – 2009
- 2009
- [j26]Ralf Östermark:
A fuzzy vector valued KNN-algorithm for automatic outlier detection. Appl. Soft Comput. 9(4): 1263-1272 (2009) - [j25]Ralf Östermark:
Concurrent processing of mixed-integer non-linear programming problems. Kybernetes 38(6): 966-989 (2009) - [j24]Ralf Östermark:
Geno-mathematical identification of the multi-layer perceptron. Neural Comput. Appl. 18(4): 331-344 (2009) - 2008
- [j23]Ralf Östermark:
Scalability of the genetic hybrid algorithm on a parallel supercomputer. Kybernetes 37(9/10): 1492-1507 (2008) - 2007
- [j22]Ralf Östermark:
A flexible platform for mixed-integer non-linear programming problems. Kybernetes 36(5/6): 652-670 (2007) - 2004
- [j21]Ralf Östermark:
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems. Eur. J. Oper. Res. 152(1): 195-214 (2004) - 2002
- [j20]Ralf Östermark:
Automatic detection of parsimony for heteroskedastic time series processes. Soft Comput. 6(1): 45-63 (2002) - 2001
- [j19]Ralf Östermark:
Multivariate cointegration analysis of the Finnish-Japanese stock markets. Eur. J. Oper. Res. 134(3): 498-507 (2001) - [j18]Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan:
Using fuzzy bases to resolve nonlinear programming problems. Fuzzy Sets Syst. 117(1): 81-93 (2001) - [j17]Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan:
A fuzzy linear basis algorithm for nonlinear separable programming problems. Fuzzy Sets Syst. 119(1): 21-30 (2001) - [j16]Pei-Zhuang Wang, Ralf Östermark, Rajan Alex, Shaohua Tan:
Polyhedral representation of fuzzy linear bases. Soft Comput. 5(3): 208-214 (2001) - 2000
- [j15]Ralf Östermark:
A flexible multicomputer algorithm for elementary matrix operations. Comput. Oper. Res. 27(3): 245-268 (2000) - [j14]Ralf Östermark:
A hybrid genetic fuzzy neural network algorithm designed for classification problems involving several groups. Fuzzy Sets Syst. 114(2): 311-324 (2000)
1990 – 1999
- 1999
- [j13]Ralf Östermark:
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm. Comput. Oper. Res. 26(6): 623-635 (1999) - [j12]Ralf Östermark:
A fuzzy neural network algorithm for multigroup classification. Fuzzy Sets Syst. 105(1): 113-122 (1999) - [j11]Ralf Östermark:
Structural modelling of global capital asset pricing. Int. J. Syst. Sci. 30(6): 601-610 (1999) - [j10]Ralf Östermark, Jaana Aaltonen:
Comparing the causality patterns between some Scandinavian stock returns and global return factors. Int. J. Syst. Sci. 30(6): 611-626 (1999) - [j9]Ralf Östermark:
A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes Empirical Tests on Global Asset Returns. Soft Comput. 3(4): 206-220 (1999) - 1998
- [j8]Ralf Östermark:
Call option pricing and replication under economic friction. Eur. J. Oper. Res. 108(1): 184-195 (1998) - [j7]Ralf Östermark, Rune Höglund:
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming. Eur. J. Oper. Res. 108(1): 224-237 (1998) - 1997
- [j6]Ralf Östermark:
Temporal interdependence in fuzzy MCDM problems. Fuzzy Sets Syst. 88(1): 69-79 (1997) - 1996
- [j5]Ralf Östermark:
A fuzzy control model (FCM) for dynamic portfolio management. Fuzzy Sets Syst. 78(3): 243-254 (1996) - [j4]Ralf Östermark:
A flexible multicomputer algorithm for artificial neural networks. Neural Networks 9(1): 169-178 (1996) - [j3]Ralf Östermark:
Separating trend and cyclical dynamics in state space models with exogenous inputs. Stat. Comput. 6(1): 3-10 (1996) - 1994
- [j2]Ralf Östermark, Martin Saarinen:
Parallel Implementation of a VARMAX Algorithm. Parallel Comput. 20(12): 1711-1720 (1994) - 1991
- [j1]Eero Kasanen, Ralf Östermark, Milan Zeleny:
Gestalt system of holistic graphics: New management support view of MCDM. Comput. Oper. Res. 18(2): 233-239 (1991)
Coauthor Index
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