Continuous Optimization in Finance

Weber, Gerhard Wilhelm


Mathematical contributions to dynamics and optimization of gene-environment networks
Weber, Gerhard Wilhelm; Tezel, Aysun; TAYLAN, PAKİZE; Soyler, Alper; Cetin, Mehmet (Informa UK Limited, 2008-01-01)
This article contributes to a further introduction of continuous optimization in the field of computational biology which is one of the most challenging and emerging areas of science, in addition to foundations presented and the state-of-the-art displayed in [C.A. Floudas and P.M. Pardalos, eds., Optimization in Computational Chemistry and Molecular Biology: Local and Global Approaches, Kluwer Academic Publishers, Boston, 2000]. Based on a summary of earlier works by the coauthors and their colleagues, it r...
Optimization in finance - OPTFIN 2012 workshop
Bogdan, Marcel; Comes, Calin-Adrian; Stefan, Daniel; Weber, Gerhard Wilhelm (2014-01-01)
Effective optimization with weighted automata on decomposable trees
Ravve, E. V.; Volkovich, Z.; Weber, Gerhard Wilhelm (Informa UK Limited, 2014-01-02)
In this paper, we consider quantitative optimization problems on decomposable discrete systems. We restrict ourselves to labeled trees as the description of the systems and we use weighted automata on them as our computational model. We introduce a new kind of labeled decomposable trees, sum-like weighted labeled trees, and propose a method, which allows us to reduce the solution of an optimization problem, defined in a fragment of Weighted Monadic Second Order Logic, on such a tree to the solution of effec...
Global optimization: a stochastic approach
Yildirim, Miray Hanim (Aslan) (2014-01-01)
Cooperative games under interval uncertainty: on the convexity of the interval undominated cores
Branzei, R.; ALPARSLAN GÖK, Sırma Zeynep; Branzei, O. (Springer Science and Business Media LLC, 2011-12-01)
Uncertainty is a daily presence in the real world. It affects our decision making and may have influence on cooperation. Often uncertainty is so severe that we can only predict some upper and lower bounds for the outcome of our actions, i.e., payoffs lie in some intervals. A suitable game theoretic model to support decision making in collaborative situations with interval data is that of cooperative interval games. Solution concepts that associate with each cooperative interval game sets of interval allocat...
Citation Formats
G. W. Weber, “Continuous Optimization in Finance,” OPTIMIZATION, pp. 263–265, 2009, Accessed: 00, 2020. [Online]. Available: