stermark Ralf

Ralf stermark

Information about the author Ralf stermark will soon be added to the site.
Found 13 papers in total
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems
A multipurpose parallel genetic hybrid algorithm for non-linear non-convex programming problems
2004
The genetic hybrid algorithm (GHA) is a general-purpose algorithm, spanning several...
Multivariate cointegration analysis of the Finnish–Japanese stock markets
Multivariate cointegration analysis of the Finnish–Japanese stock markets
2001
In this paper evidence on the cointegration between the Finnish and Japanese financial...
A flexible multicomputer algorithm for elementary matrix operations
A flexible multicomputer algorithm for elementary matrix operations
2000
In the present study we introduce and test a new flexible multicomputer (FM) algorithm...
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm
Solving a nonlinear non-convex trim loss problem with a genetic hybrid algorithm
1999
In the present paper, we invoke a newly developed genetic hybrid algorithm (GHA) to...
Call option pricing and replication under economic friction
Call option pricing and replication under economic friction
1998
In this paper we incorporate multiple transactions costs in the option pricing formula...
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
1998
In the paper we compare the performance of seven important multivariate and...
VARMAX-modelling of blast furnace process variables
VARMAX-modelling of blast furnace process variables
1996
In this study we present some preliminary evidence on Vector Autoregressive Moving...
State realization with exogenous variables – a test on blast furnace data
State realization with exogenous variables – a test on blast furnace data
1996
In this study we present some preliminary evidence on state space modelling of the hot...
Temporal interdependence in fuzzy multi criteria decision-making problems
Temporal interdependence in fuzzy multi criteria decision-making problems
1997
Contemporaneous MCDM methodology is based on the simplifying assumption of independent...
The economic value of stocks and call options on the Swedish financial market
The economic value of stocks and call options on the Swedish financial market
1994
The intense trading activity and the very existence of organized stock option markets...
A fuzzy control model for dynamic portfolio management
A fuzzy control model for dynamic portfolio management
1996
In the present study the paper continues previous work by recasting the portfolio...
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
1991
The paper presents a dynamic portfolio selection system. The system combines recent...
Fuzzy linear constraints in the capital asset pricing model
Fuzzy linear constraints in the capital asset pricing model
1989
In this paper the topic of portfolio management is tackled by a fuzzy mathematical...
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