Peter Winker - researchr alias

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Viewing Publication 1 - 19 from 19

2022

TA algorithms for D-optimal OofA Mixture designsNicholas Rios, Peter Winker, Dennis K. J. Lin. csda, 168:107411, 2022. [doi]

2015

Constructing optimal sparse portfolios using regularization methodsBjörn Fastrich, Sandra Paterlini, Peter Winker. cms, 12(3):417-434, 2015. [doi]

2013

Multivariate Modelling of Cross-Commodity Price Relations Along the Petrochemical Value ChainMyriam Thömmes, Peter Winker. In Berthold Lausen, Dirk Van den Poel, Alfred Ultsch, editors, Algorithms from and for Nature and Life - Classification and Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization, pages 427-435, Springer, 2013. [doi]

2012

Robust portfolio optimization with a hybrid heuristic algorithmBjörn Fastrich, Peter Winker. cms, 9(1):63-88, 2012. [doi]

The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling ProblemsDietmar G. Maringer, Sandra Paterlini, Peter Winker. csda, 56(10):2963-2964, 2012. [doi]

2011

Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor modelPeter Winker, Marianna Lyra, Chris Sharpe. cms, 8(1-2):103-123, 2011. [doi]

2009

The convergence of estimators based on heuristics: theory and application to a GARCH modelPeter Winker, Dietmar Maringer. cstat, 24(3):533-550, 2009. [doi]

2008

E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)Peter Winker. csda, 52(7):3424-3425, 2008. [doi]

2007

Improving the computation of censored quantile regressionsBernd Fitzenberger, Peter Winker. csda, 52(1):88-108, 2007. [doi]

2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling ProblemsManfred Gilli, Peter Winker. csda, 52(1):2-3, 2007. [doi]

2006

Lower bounds and stochastic optimization algorithms for uniform designs with three or four levelsKai-Tai Fang, Dietmar G. Maringer, Yu Tang, Peter Winker. moc, 75(254):859-878, 2006. [doi]

Convergence of GARCH Estimators: Theory and Empirical EvidenceDietmar G. Maringer, Peter Winker. jcis 2006: [doi]

2004

Applications of optimization heuristics to estimation and modelling problemsPeter Winker, Manfred Gilli. csda, 47(2):211-223, 2004. [doi]

2003

Lower bounds for centered and wrap-around ::::L::::::2::-discrepancies and construction of uniform designs by threshold acceptingKai-Tai Fang, Xuan Lu, Peter Winker. jc, 19(5):692-711, 2003. [doi]

A global optimization heuristic for estimating agent based modelsManfred Gilli, Peter Winker. csda, 42(3):299-312, 2003. [doi]

2002

Centered L::2::-discrepancy of random sampling and Latin hypercube design, and construction of uniform designsKai-Tai Fang, Chang-Xing Ma, Peter Winker. moc, 71(237):275-296, 2002.

2000

Uniform Design: Theory and ApplicationKai-Tai Fang, Dennis K. J. Lin, Peter Winker, Yong Zhang. technometrics, 42(3):237-248, 2000. [doi]

1998

Using Threshold Accepting to Improve the Computation of Censored Quantile RegressionBernd Fitzenberger, Peter Winker. compstat 1998: 311-316 [doi]

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