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Michael A. H. Dempster
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2000 – 2009
- 2006
- [j13]M. A. H. Dempster, V. Leemans:
An automated FX trading system using adaptive reinforcement learning. Expert Syst. Appl. 30(3): 543-552 (2006) - 2005
- [p1]Michael A. H. Dempster, J. E. Scott, Giles W. P. Thompson:
9. Stochastic Modeling and Optimization Using stochastics. Applications of Stochastic Programming 2005: 137-157 - 2003
- [j12]Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé:
Exponential growth of fixed-mix strategies in stationary asset markets. Finance Stochastics 7(2): 263-276 (2003) - [c5]R. Graham Bates, Michael A. H. Dempster, Yazann S. Romahi:
Evolutionary reinforcement learning in FX order book and order flow analysis. CIFEr 2003: 355-362 - [c4]Santiago Arbeleche, Michael A. H. Dempster, Elena A. Medova, Giles W. P. Thompson, Michael Villaverde:
Portfolio Management for Pension Funds. IDEAL 2003: 462-466 - 2002
- [c3]M. A. H. Dempster, Yazann S. Romahi:
Intraday FX Trading: An Evolutionary Reinforcement Learning Approach. IDEAL 2002: 347-358 - 2001
- [j11]Michael A. H. Dempster, Tom W. Payne, Yazann S. Romahi, Giles W. P. Thompson:
Computational learning techniques for intraday FX trading using popular technical indicators. IEEE Trans. Neural Networks 12(4): 744-754 (2001) - 2000
- [j10]Michael A. H. Dempster, N. Hicks Pedrón, Elena A. Medova, J. E. Scott, A. Sembos:
Planning logistics operations in the oil industry. J. Oper. Res. Soc. 51(11): 1271-1288 (2000) - [c2]M. A. H. Dempster, A. Eswaran, D. G. Richards:
Wavelet Methods in PDE Valuation of Financial Derivatives. IDEAL 2000: 215-238
1990 – 1999
- 1999
- [j9]M. A. H. Dempster, R. T. Thompson:
EVPI-based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures. Ann. Oper. Res. 90: 161-184 (1999) - 1998
- [j8]Giorgio Consigli, M. A. H. Dempster:
Dynamic stochastic programming for asset-liability management. Ann. Oper. Res. 81: 131-162 (1998) - [j7]M. A. H. Dempster, R. T. Thompson:
Parallelization and aggregation ofnested Benders decomposition. Ann. Oper. Res. 81: 163-188 (1998) - 1996
- [j6]John R. Birge
, Michael A. H. Dempster:
Stochastic programming approaches to stochastic scheduling. J. Glob. Optim. 9(3-4): 417-451 (1996) - 1995
- [j5]John R. Birge
Optimal Match-up Strategies in Stochastic Scheduling. Discret. Appl. Math. 57(2-3): 105-120 (1995) - 1991
- [j4]M. A. H. Dempster, A. M. Ireland:
Object-oriented model integration in a financial decision support system. Decis. Support Syst. 7(4): 329-340 (1991)
1980 – 1989
- 1989
- [j3]Jonathan M. Borwein, M. A. H. Dempster:
The Linear Order Complementarity Problem. Math. Oper. Res. 14(3): 534-558 (1989) - 1987
- [c1]Michael A. H. Dempster, J. F. Duffy, A. C. Peacock, D. P. Sheridan:
Evaluating the Effectiveness of the Courseware Development Project: Pilot studies. ICIS 1987: 29 - 1983
- [j2]M. A. H. Dempster, Marshall L. Fisher, L. Jansen, B. J. Lageweg, Jan Karel Lenstra, A. H. G. Rinnooy Kan:
Analysis of Heuristics for Stochastic Programming: Results for Hierarchical Scheduling Problems. Math. Oper. Res. 8(4): 525-537 (1983) - 1981
- [j1]Michael A. H. Dempster, Marshall L. Fisher, L. Jansen, B. J. Lageweg, Jan Karel Lenstra, A. H. G. Rinnooy Kan:
Analytical Evaluation of Hierarchical Planning Systems. Oper. Res. 29(4): 707-716 (1981)
Coauthor Index
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