BibTeX records: Ralf Östermark

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@article{DBLP:journals/eor/SahamkhadamSO22,
  author       = {Maziar Sahamkhadam and
                  Andreas Stephan and
                  Ralf {\"{O}}stermark},
  title        = {Copula-based Black-Litterman portfolio optimization},
  journal      = {Eur. J. Oper. Res.},
  volume       = {297},
  number       = {3},
  pages        = {1055--1070},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.ejor.2021.06.015},
  doi          = {10.1016/J.EJOR.2021.06.015},
  timestamp    = {Wed, 27 Jul 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/SahamkhadamSO22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/Ostermark17,
  author       = {Ralf {\"{O}}stermark},
  title        = {Massively parallel processing of recursive multi-period portfolio
                  models},
  journal      = {Eur. J. Oper. Res.},
  volume       = {259},
  number       = {1},
  pages        = {344--366},
  year         = {2017},
  url          = {https://doi.org/10.1016/j.ejor.2016.10.009},
  doi          = {10.1016/J.EJOR.2016.10.009},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/Ostermark17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/kybernetes/Ostermark15,
  author       = {Ralf {\"{O}}stermark},
  title        = {A parallel algorithm for optimizing the capital structure contingent
                  on maximum value at risk},
  journal      = {Kybernetes},
  volume       = {44},
  number       = {3},
  pages        = {384--405},
  year         = {2015},
  url          = {https://doi.org/10.1108/K-08-2014-0171},
  doi          = {10.1108/K-08-2014-0171},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/kybernetes/Ostermark15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/asc/Ostermark14,
  author       = {Ralf {\"{O}}stermark},
  title        = {Solving difficult mixed integer and disjunctive non-linear problems
                  on single and parallel processors},
  journal      = {Appl. Soft Comput.},
  volume       = {24},
  pages        = {385--405},
  year         = {2014},
  url          = {https://doi.org/10.1016/j.asoc.2014.07.018},
  doi          = {10.1016/J.ASOC.2014.07.018},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/asc/Ostermark14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/Ostermark14,
  author       = {Ralf {\"{O}}stermark},
  title        = {A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with
                  a multi-modal discontinuous merit function},
  journal      = {Fuzzy Sets Syst.},
  volume       = {253},
  pages        = {28--43},
  year         = {2014},
  url          = {https://doi.org/10.1016/j.fss.2014.01.013},
  doi          = {10.1016/J.FSS.2014.01.013},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/Ostermark14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/asc/Ostermark12,
  author       = {Ralf {\"{O}}stermark},
  title        = {Incorporating asset growth potential and bear market safety switches
                  in international portfolio decisions},
  journal      = {Appl. Soft Comput.},
  volume       = {12},
  number       = {8},
  pages        = {2538--2549},
  year         = {2012},
  url          = {https://doi.org/10.1016/j.asoc.2012.03.052},
  doi          = {10.1016/J.ASOC.2012.03.052},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/asc/Ostermark12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/kybernetes/Ostermark11,
  author       = {Ralf {\"{O}}stermark},
  title        = {Hedging with options and cardinality constraints in multi-period portfolio
                  management systems},
  journal      = {Kybernetes},
  volume       = {40},
  number       = {5/6},
  pages        = {703--718},
  year         = {2011},
  url          = {https://doi.org/10.1108/03684921111142269},
  doi          = {10.1108/03684921111142269},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/kybernetes/Ostermark11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/soco/Ostermark10,
  author       = {Ralf {\"{O}}stermark},
  title        = {Genetic hybrid tuning of {VARMAX} and state space algorithms},
  journal      = {Soft Comput.},
  volume       = {14},
  number       = {1},
  pages        = {91--99},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00500-008-0393-x},
  doi          = {10.1007/S00500-008-0393-X},
  timestamp    = {Sat, 20 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/soco/Ostermark10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/asc/Ostermark09,
  author       = {Ralf {\"{O}}stermark},
  title        = {A fuzzy vector valued KNN-algorithm for automatic outlier detection},
  journal      = {Appl. Soft Comput.},
  volume       = {9},
  number       = {4},
  pages        = {1263--1272},
  year         = {2009},
  url          = {https://doi.org/10.1016/j.asoc.2009.03.009},
  doi          = {10.1016/J.ASOC.2009.03.009},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/asc/Ostermark09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/kybernetes/Ostermark09,
  author       = {Ralf {\"{O}}stermark},
  title        = {Concurrent processing of mixed-integer non-linear programming problems},
  journal      = {Kybernetes},
  volume       = {38},
  number       = {6},
  pages        = {966--989},
  year         = {2009},
  url          = {https://doi.org/10.1108/03684920910973180},
  doi          = {10.1108/03684920910973180},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/kybernetes/Ostermark09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/nca/Ostermark09,
  author       = {Ralf {\"{O}}stermark},
  title        = {Geno-mathematical identification of the multi-layer perceptron},
  journal      = {Neural Comput. Appl.},
  volume       = {18},
  number       = {4},
  pages        = {331--344},
  year         = {2009},
  url          = {https://doi.org/10.1007/s00521-008-0184-4},
  doi          = {10.1007/S00521-008-0184-4},
  timestamp    = {Thu, 10 Sep 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/nca/Ostermark09.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/kybernetes/Ostermark08,
  author       = {Ralf {\"{O}}stermark},
  title        = {Scalability of the genetic hybrid algorithm on a parallel supercomputer},
  journal      = {Kybernetes},
  volume       = {37},
  number       = {9/10},
  pages        = {1492--1507},
  year         = {2008},
  url          = {https://doi.org/10.1108/03684920810907823},
  doi          = {10.1108/03684920810907823},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/kybernetes/Ostermark08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/kybernetes/Ostermark07,
  author       = {Ralf {\"{O}}stermark},
  title        = {A flexible platform for mixed-integer non-linear programming problems},
  journal      = {Kybernetes},
  volume       = {36},
  number       = {5/6},
  pages        = {652--670},
  year         = {2007},
  url          = {https://doi.org/10.1108/03684920710749730},
  doi          = {10.1108/03684920710749730},
  timestamp    = {Fri, 26 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/kybernetes/Ostermark07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/Ostermark04,
  author       = {Ralf {\"{O}}stermark},
  title        = {A multipurpose parallel genetic hybrid algorithm for non-linear non-convex
                  programming problems},
  journal      = {Eur. J. Oper. Res.},
  volume       = {152},
  number       = {1},
  pages        = {195--214},
  year         = {2004},
  url          = {https://doi.org/10.1016/S0377-2217(02)00672-0},
  doi          = {10.1016/S0377-2217(02)00672-0},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/Ostermark04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/soco/Ostermark02,
  author       = {Ralf {\"{O}}stermark},
  title        = {Automatic detection of parsimony for heteroskedastic time series processes},
  journal      = {Soft Comput.},
  volume       = {6},
  number       = {1},
  pages        = {45--63},
  year         = {2002},
  url          = {https://doi.org/10.1007/s005000100131},
  doi          = {10.1007/S005000100131},
  timestamp    = {Sat, 20 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/soco/Ostermark02.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/Ostermark01,
  author       = {Ralf {\"{O}}stermark},
  title        = {Multivariate cointegration analysis of the Finnish-Japanese stock
                  markets},
  journal      = {Eur. J. Oper. Res.},
  volume       = {134},
  number       = {3},
  pages        = {498--507},
  year         = {2001},
  url          = {https://doi.org/10.1016/S0377-2217(00)00272-1},
  doi          = {10.1016/S0377-2217(00)00272-1},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/Ostermark01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/WangOAT01a,
  author       = {Pei{-}Zhuang Wang and
                  Ralf {\"{O}}stermark and
                  Rajan Alex and
                  Shaohua Tan},
  title        = {Using fuzzy bases to resolve nonlinear programming problems},
  journal      = {Fuzzy Sets Syst.},
  volume       = {117},
  number       = {1},
  pages        = {81--93},
  year         = {2001},
  url          = {https://doi.org/10.1016/S0165-0114(98)00273-5},
  doi          = {10.1016/S0165-0114(98)00273-5},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/WangOAT01a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/WangOAT01,
  author       = {Pei{-}Zhuang Wang and
                  Ralf {\"{O}}stermark and
                  Rajan Alex and
                  Shaohua Tan},
  title        = {A fuzzy linear basis algorithm for nonlinear separable programming
                  problems},
  journal      = {Fuzzy Sets Syst.},
  volume       = {119},
  number       = {1},
  pages        = {21--30},
  year         = {2001},
  url          = {https://doi.org/10.1016/S0165-0114(98)00335-2},
  doi          = {10.1016/S0165-0114(98)00335-2},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/WangOAT01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/soco/WangOAT01,
  author       = {Pei{-}Zhuang Wang and
                  Ralf {\"{O}}stermark and
                  Rajan Alex and
                  Shaohua Tan},
  title        = {Polyhedral representation of fuzzy linear bases},
  journal      = {Soft Comput.},
  volume       = {5},
  number       = {3},
  pages        = {208--214},
  year         = {2001},
  url          = {https://doi.org/10.1007/s005000100083},
  doi          = {10.1007/S005000100083},
  timestamp    = {Sat, 20 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/soco/WangOAT01.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cor/Ostermark00,
  author       = {Ralf {\"{O}}stermark},
  title        = {A flexible multicomputer algorithm for elementary matrix operations},
  journal      = {Comput. Oper. Res.},
  volume       = {27},
  number       = {3},
  pages        = {245--268},
  year         = {2000},
  url          = {https://doi.org/10.1016/S0305-0548(99)00034-9},
  doi          = {10.1016/S0305-0548(99)00034-9},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/Ostermark00.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/Ostermark00,
  author       = {Ralf {\"{O}}stermark},
  title        = {A hybrid genetic fuzzy neural network algorithm designed for classification
                  problems involving several groups},
  journal      = {Fuzzy Sets Syst.},
  volume       = {114},
  number       = {2},
  pages        = {311--324},
  year         = {2000},
  url          = {https://doi.org/10.1016/S0165-0114(98)00057-8},
  doi          = {10.1016/S0165-0114(98)00057-8},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/Ostermark00.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cor/Ostermark99,
  author       = {Ralf {\"{O}}stermark},
  title        = {Solving a nonlinear non-convex trim loss problem with a genetic hybrid
                  algorithm},
  journal      = {Comput. Oper. Res.},
  volume       = {26},
  number       = {6},
  pages        = {623--635},
  year         = {1999},
  url          = {https://doi.org/10.1016/S0305-0548(98)00035-5},
  doi          = {10.1016/S0305-0548(98)00035-5},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/Ostermark99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/Ostermark99,
  author       = {Ralf {\"{O}}stermark},
  title        = {A fuzzy neural network algorithm for multigroup classification},
  journal      = {Fuzzy Sets Syst.},
  volume       = {105},
  number       = {1},
  pages        = {113--122},
  year         = {1999},
  url          = {https://doi.org/10.1016/S0165-0114(97)00252-2},
  doi          = {10.1016/S0165-0114(97)00252-2},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/Ostermark99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ijsysc/Ostermark99,
  author       = {Ralf {\"{O}}stermark},
  title        = {Structural modelling of global capital asset pricing},
  journal      = {Int. J. Syst. Sci.},
  volume       = {30},
  number       = {6},
  pages        = {601--610},
  year         = {1999},
  url          = {https://doi.org/10.1080/002077299292119},
  doi          = {10.1080/002077299292119},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ijsysc/Ostermark99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/ijsysc/OstermarkA99,
  author       = {Ralf {\"{O}}stermark and
                  Jaana Aaltonen},
  title        = {Comparing the causality patterns between some Scandinavian stock returns
                  and global return factors},
  journal      = {Int. J. Syst. Sci.},
  volume       = {30},
  number       = {6},
  pages        = {611--626},
  year         = {1999},
  url          = {https://doi.org/10.1080/002077299292128},
  doi          = {10.1080/002077299292128},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/ijsysc/OstermarkA99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/soco/Ostermark99,
  author       = {Ralf {\"{O}}stermark},
  title        = {A Neuro-Genetic Algorithm for Heteroskedastic Time-Series Processes
                  Empirical Tests on Global Asset Returns},
  journal      = {Soft Comput.},
  volume       = {3},
  number       = {4},
  pages        = {206--220},
  year         = {1999},
  url          = {https://doi.org/10.1007/s005000050071},
  doi          = {10.1007/S005000050071},
  timestamp    = {Sat, 20 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/soco/Ostermark99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/Ostermark98,
  author       = {Ralf {\"{O}}stermark},
  title        = {Call option pricing and replication under economic friction},
  journal      = {Eur. J. Oper. Res.},
  volume       = {108},
  number       = {1},
  pages        = {184--195},
  year         = {1998},
  url          = {https://doi.org/10.1016/S0377-2217(97)00128-8},
  doi          = {10.1016/S0377-2217(97)00128-8},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/Ostermark98.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/OstermarkH98,
  author       = {Ralf {\"{O}}stermark and
                  Rune H{\"{o}}glund},
  title        = {Addressing the multigroup discriminant problem using multivariate
                  statistics and mathematical programming},
  journal      = {Eur. J. Oper. Res.},
  volume       = {108},
  number       = {1},
  pages        = {224--237},
  year         = {1998},
  url          = {https://doi.org/10.1016/S0377-2217(96)00360-8},
  doi          = {10.1016/S0377-2217(96)00360-8},
  timestamp    = {Fri, 21 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/OstermarkH98.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/Ostermark97,
  author       = {Ralf {\"{O}}stermark},
  title        = {Temporal interdependence in fuzzy {MCDM} problems},
  journal      = {Fuzzy Sets Syst.},
  volume       = {88},
  number       = {1},
  pages        = {69--79},
  year         = {1997},
  url          = {https://doi.org/10.1016/S0165-0114(96)00046-2},
  doi          = {10.1016/S0165-0114(96)00046-2},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/Ostermark97.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fss/Ostermark96,
  author       = {Ralf {\"{O}}stermark},
  title        = {A fuzzy control model {(FCM)} for dynamic portfolio management},
  journal      = {Fuzzy Sets Syst.},
  volume       = {78},
  number       = {3},
  pages        = {243--254},
  year         = {1996},
  url          = {https://doi.org/10.1016/0165-0114(96)84605-7},
  doi          = {10.1016/0165-0114(96)84605-7},
  timestamp    = {Wed, 19 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fss/Ostermark96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/nn/Ostermark96,
  author       = {Ralf {\"{O}}stermark},
  title        = {A flexible multicomputer algorithm for artificial neural networks},
  journal      = {Neural Networks},
  volume       = {9},
  number       = {1},
  pages        = {169--178},
  year         = {1996},
  url          = {https://doi.org/10.1016/0893-6080(95)00039-9},
  doi          = {10.1016/0893-6080(95)00039-9},
  timestamp    = {Sun, 28 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/nn/Ostermark96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/sac/Ostermark96,
  author       = {Ralf {\"{O}}stermark},
  title        = {Separating trend and cyclical dynamics in state space models with
                  exogenous inputs},
  journal      = {Stat. Comput.},
  volume       = {6},
  number       = {1},
  pages        = {3--10},
  year         = {1996},
  url          = {https://doi.org/10.1007/BF00161569},
  doi          = {10.1007/BF00161569},
  timestamp    = {Wed, 25 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/sac/Ostermark96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/pc/OstermarkS94,
  author       = {Ralf {\"{O}}stermark and
                  Martin Saarinen},
  title        = {Parallel Implementation of a {VARMAX} Algorithm},
  journal      = {Parallel Comput.},
  volume       = {20},
  number       = {12},
  pages        = {1711--1720},
  year         = {1994},
  url          = {https://doi.org/10.1016/0167-8191(94)90127-9},
  doi          = {10.1016/0167-8191(94)90127-9},
  timestamp    = {Sat, 22 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/pc/OstermarkS94.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cor/KasanenOZ91,
  author       = {Eero Kasanen and
                  Ralf {\"{O}}stermark and
                  Milan Zeleny},
  title        = {Gestalt system of holistic graphics: New management support view of
                  {MCDM}},
  journal      = {Comput. Oper. Res.},
  volume       = {18},
  number       = {2},
  pages        = {233--239},
  year         = {1991},
  url          = {https://doi.org/10.1016/0305-0548(91)90093-7},
  doi          = {10.1016/0305-0548(91)90093-7},
  timestamp    = {Tue, 18 Feb 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/KasanenOZ91.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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