fallback portrait photo

Ronald Hochreiter

PD Dr. Ronald Hochreiter
Telephone:
+43 1 31336 4607
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2013
Habilitation in Business Administration (WU Vienna University of Economics and Business)
2005
PhD (Computational Management Science), University of Vienna
2001
M.Sc. (Business Informatics), University of Vienna

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2001
Diplomarbeitspreis der ÖGOR (Österreichische Gesellschaft für Operations Research)

Classifications

    No classifications found.

Expertise

  • Computational Management Science
  • Decision Optimization under Uncertainty

Activities

Membership in scientific association
  since 2009 Österreichische Statistische Gesellschaft (ÖSG)
  since 2007 International Association for Statistical Computing (IASC)
  2007-2008 IEEE Computer Society (IEEE/CS)
  since 2006 The Institute for Operations Research and the Management Sciences (INFORMS)
  2006-2008 Society for Industrial and Applied Mathematics (SIAM)
  since 2004 Association for Computing Machinery (ACM)
  2003-2008 Mathematical Programming Society (MPS)
  since 2001 Österreichische Gesellschaft für Operations Research (ÖGOR)
Reviewer for a scientific journal
  since 2012 Energy Systems
  since 2011 Discrete Applied Mathematics
  since 2011 Computational Statistics and Data Analysis
  since 2010 INFORMS Journal on Computing
  since 2010 Information Sciences
  since 2010 European Journal of Operational Research
  since 2010 Applied Stochastic Models in Business and Industry
  since 2008 Quantitative Finance
  since 2008 Optimization
  since 2008 Computers & Operations Research
  since 2007 Mathematical Programming
  since 2007 Mathematical Methods of Operations Research
  since 2007 Insurance: Mathematics and Economics
  since 2007 Computational Management Science
  since 2006 Central European Journal of Operations Research
  since 2006 Annals of Operations Research

Publications

Journal article

2017 Hochreiter, Ronald. 2017. Applied Mathematical Programming and Modelling 2016. ITM Web of Conferences 14, 1 open access (Details)
  Puchner, Rudolf, Hochreiter, Ronald, Pieringer, Herwig, Vavrovsky, Anna. 2017. Improving patient flow of people with rheumatoid arthritis has the potential to simultaneously improve health outcomes and reduce direct costs. BMC Musculoskeletal Disorders 18 (1), 7 (Details)
  Waldhauser, Christoph, Hochreiter, Ronald. 2017. Shaking the trees: Abilities and Capabilities of Regression and Decision Trees for Political Science. ITM Web of Conferences 14, 9 open access (Details)
2016 Vana, Laura, Hochreiter, Ronald, Hornik, Kurt. 2016. Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators. Scientometrics 106 (1), 229-251. open access (Details)
  Hochreiter, Ronald. 2016. Modeling multi-stage decision optimization problems. Lecture Notes in Economics and Mathematical Systems 682, 209-214. (Details)
  Kieselbach, Gerhard, Anna, Vavrovsky, Hochreiter, Ronald. 2016. Real life data of intravitreal injections in Austria in 2013. Spektrum der Augenheilkunde 30 (3), 106-110. (Details)
2015 Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. Lecture Notes in Computer Science (LNCS) 9028, 279-288. (Details)
  Hochreiter, Ronald. 2015. Computing trading strategies based on financial sentiment data using evolutionary optimization. Advances in Intelligent Systems and Computing 378, 181-191. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2015. Evolving Accuracy: A Genetic Algorithm To Improve Election Night Forecasts. Applied Soft Computing 34 S. 606-612. (Details)
2014 Vavrovsky, Anna, Hochreiter, Ronald. 2014. A novel approach to assessing the total costs of obstructive sleep apnoea in Austria: using population attributable fractions of the most commonly associated disorders. Pneumologie 68 (S01): V322-V322. (Details)
  Vavrovsky, Anna, Hochreiter, Ronald. 2014. COPD: Abschätzung der Zusatzkosten einer Therapie mit Heimsauerstoff. JATROS - Pulmologie & HNO 2014 (2): 12-14. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2014. Data Mining Cultural Aspects of Social Media Marketing. Lecture Notes in Computer Science 8557 130-143. (Details)
  Vavrovsky, Anna, Hochreiter, Ronald. 2014. Estimating the incremental costs of home oxygen therapy for chronic obstructive pulmonary disease (COPD) in Austria using a microsimulation approach. Pneumologie 68 (S01): P309-P309. (Details)
2013 Kodydek, Georg, Hochreiter, Ronald. 2013. The Influence of Personality Characteristics on Individual Competencies of Work Group Members: A Cross-cultural Study. Organizacija 46 (5): 196-204. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2013. A stochastic simulation of the decision to retweet. Lecture Notes in Computer Science 8176 221-229. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2013. Solving dynamic optimisation problems with revolutionary algorithms. International Journal of Innovative Computing and Applications 5 (3): 143-151. (Details)
  Hochreiter, Ronald, Krottendorfer, Gerald. 2013. Robust Estimation of Vector Autoregression (VAR) Models Using Genetic Algorithms. Lecture Notes in Computer Science 7835 223-233. (Details)
  Otepka, Johannes and Ghuffar, Sajid and Waldhauser, Christoph and Hochreiter, Ronald and Pfeifer, Norbert. 2013. Georeferenced Point Clouds: A Survey of Features and Point Cloud Management. ISPRS International Journal of Geo-Information 2 (4): S. 1038-1065. open access (Details)
2012 Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415. (Details)
  Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415. open access (Details)
  Pflug, Georg, Hochreiter, Ronald. 2012. Applied Mathematical Programming and Modelling 2008. Annals of Operations Research 193 (1): 1-2. (Details)
  Hochreiter, Ronald, Kuhn, Daniel. 2012. Optimal Decision Making under Uncertainty. Computational Management Science 9 (1): 1-2. (Details)
2010 Hochreiter, Ronald, Wozabal, David. 2010. Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model. Studies in Computational Intelligence 293 31-44. (Details)
  Hochreiter, Ronald, Wozabal, David. 2010. A multi-stage stochastic programming model for managing risk-optimal electricity portfolios. Energy Systems 383-404. (Details)
  Hochreiter, Ronald, Pflug, Georg. 2010. 11th International Conference on Stochastic Programming. Optimization 58 (3): 321-322. (Details)
  Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2010. A difference of convex formulation of value-at-risk constrained optimization. Optimization 58 (3): 377-400. (Details)
  Hochreiter, Ronald. 2010. Evolutionary multi-stage financial scenario tree generation. Lecture Notes in Computer Science 6025 182-191. (Details)
2009 Hochreiter, Ronald. 2009. Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization. Lecture Notes in Computer Science 5783 365-376. (Details)
  Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2009. Discussion of "The evolution of web-based optimization: From ASP to e-Services". Decision Support Systems 47 (1): 72-73. (Details)
  Hochreiter, Ronald, Wozabal, David. 2009. Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management. Lecture Notes in Computer Science 5484 193-202. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2009. Introduction to the special issue on computational optimization under uncertainty. Computational Management Science 6 (2): 115-116. (Details)
  Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2009. A D.C. Formulation of Value-at-Risk constrained Optimization. Optimization 59 (3): 377-400. (Details)
  Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2009. Discussion of The evolution of web-based optimisation: From ASP to e-Services. Decision Support Systems 47 (1): 72-73. (Details)
2008 Hochreiter, Ronald. 2008. Evolutionary stochastic portfolio optimization. Studies in Computational Intelligence 100 67-87. (Details)
  Schabauer, Hannes, Hochreiter, Ronald, Ch. Pflug, Georg. 2008. Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. Lecture Notes in Computer Science 5102 408-415. (Details)
2007 Hochreiter, Ronald. 2007. An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. Lecture Notes in Computer Science 4448 199-207. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2007. Financial scenario generation for stochastic multi-stage decision processes as facility location problems. Annals of Operations Research 152 (1): 257-272. (Details)
2006 Hochreiter, Ronald. 2006. Audible Convergence for Optimal Base Melody Extension with Statistical Genre-Specific Interval Distance Evaluation. Lecture Notes in Computer Science 3907 712-716. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2006. Polynomial algorithms for pricing path-dependent interest rate instruments. Computational Economics 28 (3): 291-309. (Details)
2005 Hochrainer, Stefan, Hochreiter, Ronald, Ch. Pflug, Georg. 2005. An algorithm for calculating steady state probabilities of {$M/E_r/c/K$} queueing systems. Central European Journal of Operations Research 13 (1): 1-13. (Details)
  Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2005. Large-Scale Computational Finance Applications on the Open Grid Service Environment. Lecture Notes in Computer Science 3470 891-899. (Details)
2004 Wiesinger, Clemens, Giczi, David, Hochreiter, Ronald. 2004. An Open Grid Service Environment for Large-Scale Computational Finance Modeling Systems. Lecture Notes in Computer Science 3036 83-90. (Details)

Chapter in edited volume

2015 Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. In: Applications of Evolutionary Computation, Hrsg. Antonio M. Mora, Giovanni Squillero , S. 279-288. Switzerland: Springer International Publishing. (Details)
  Hochreiter, Ronald. 2015. Computing trading strategies based on financial sentiment data using evolutionary optimization. In: Mendel 2015. Recent Advances in Soft Computing, Hrsg. Radek Matoušek, S. 181-191. Switzerland: Springer International Publishing. (Details)
2014 Waldhauser, Christoph, Hochreiter, Ronald, Otepka, Johannes, Pfeifer, Norbert, Ghuffar, Sajid, Korzeniowska, Karolina, Wagner, Gerald. 2014. Automated classification of airborne laser scanning point clouds. In: Solving Computationally Expensive Engineering Problems, Hrsg. S. Koziel, L. Leifsson, X.-S. Yang, 269-292. Switzerland: Springer. (Details)
2010 Hochreiter, Ronald, Wozabal, David. 2010. A multi-stage stochastic programming model for managing risk-optimal electricity portfolios. In: Handbook of Power Systems II, Hrsg. Steffen Rebennack, Panos M. Pardalos, Mario V. F. Pereira and Niko A. Iliadis, 383-404. Berlin Heidelberg: Springer. (Details)
2007 Hochreiter, Ronald, Ch. Pflug, Georg, Paulsen, Volkert. 2007. Design and management of unit-linked life-insurance contracts with guarantees. In: Handbook of Asset and Liability Management, Volume 2, Hrsg. S.A. Zenios and W.T. Ziemba, 627-662. Handbooks in Finance: Elsevier. (Details)
2006 Hochreiter, Ronald, Ch. Pflug, Georg, Wozabal, David. 2006. Multi-stage stochastic electricity portfolio optimization in liberalized energy markets. In: System Modeling and Optimization, Hrsg. F. Ceragioli et al., 219-226. Volume 199 of International Federation for Information Processing Series: Springer. (Details)

Edited book (editorship)

2012 Pflug, Georg Ch., Hochreiter, Ronald, Hrsg. 2012. Special issue of the Applied mathematical programming and Modelling 2008 (APMOD 2008) conference. Annals of Operations Research Volume 193, Number 1: 1-289. March 2012. Bratislava: Springer. (Details)
  Hochreiter, Ronald, Kuhn, Daniel, Hrsg. 2012. Special Issue on Optimal Decision Making under Uncertainty. Computational Management Science Volume 9, Number 1: 1-160. February 2012. London: Springer. (Details)
2010 Hochreiter, Ronald, Pflug, Georg, Hrsg. 2010. Special Issue of the 11th International Conference on Stochastic Programming (SPXI). Vienna, Austria, August 2007. Optimization Volume 59, Number 3: 321-445. May 2010: Taylor & Francis. (Details)
2009 Hochreiter, Ronald, Pflug, Georg Ch., Hrsg. 2009. Special Issue on Computational Optimization under Uncertainty. Computational Management Science Volume 6, Number 2: 115-267: Springer. (Details)

Contribution to conference proceedings

2014 Hochreiter, Ronald, Waldhauser, Christoph. 2014. Effects of Sampling Methods on Prediction Quality. The Case of Classifying Land Cover Using Decision Trees. In Proceedings of COMPSTAT 2014, Hrsg. M. Gilli, G. Gonzalez-Rodriguez, A. Nieto-Reyes, 585-592. Geneva: ISI/IASC. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2014. Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics. In Proceedings of Mendel 2014 - 20th International Conference on Soft Computing, Hrsg. Radek Matousek, 1-6. Brno, Czech Republic: -. (Details)
2013 Hochreiter, Ronald, Waldhauser, Christoph. 2013. A Genetic Algorithm to Optimize a Tweet for Retweetability. In Proceedings of Mendel 2013 - 19th International Conference on Soft Computing, Hrsg. Radek Matousek, 13-18. Brno, Czech Republic: -. (Details)
  Kasper, Helmut, Schilcher, Stefan, Kodydek, Georg, Hochreiter, Ronald. 2013. Keeping the Best - Human Resources in Subsidiaries of Sino-European Multinational Companies located in P.R. China - Which Monetary and/or Non-Monetary Employee Benefits Lead to More Job Satisfaction of the Organization Members. In In proceedings of the ICEMSS 2013, Hrsg. Atlantis Press, 112-115. Amsterdam - Beijing - Paris: (Details)
  Mirkov, Radoslava, Maul, Thomas, Hochreiter, Ronald, Thomae, Holger. 2013. Modeling Credit Spreads Using Nonlinear Regression. In Volume 2 of IWSM 2013, Hrsg. Statistical Modelling Society, 697-700. Naples, Italy: -. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Kasper, Helmut, Mühlbacher, Jürgen. 2013. The impact of national culture on work groups: Effects of cultural diversity, task and leadership on individual perceptions of group members. In 4th Annual International Business Conference: Sustainable Development in a Global Economy - Creating Vibrant Economies, Hrsg. Saint Leo University, 82-96. Saint Leo, FL, USA: -. (Details)
2012 Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. The influence of culture in different group settings. Followers' perceptions of diversity, task and leadership. In International Academic Conference, Conference Proceedings, Lisbon, Portugal, Hrsg. International Institute of Social and Economic Sciences (IISES), 345-356. Prague – Vokovice, Czech Republic: -. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2012. An evolutionary approach towards clustering Airborne Laser Scanning data. In Proceedings of Mendel 2012 - 18th International Conference on Soft Computing, Hrsg. Radek Matousek, 7-12. Brno, Czech Republic: (Details)
  Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. Working in homogeneous versus multicultural work groups: Different perspectives on diversity, leader coaching, group structure and direction. In Global Business and Technology Association, Fourteenth Annual International Conference - Mapping the global future: Evolution through Innovation and Excellence, Hrsg. Nejdet Delener, Leonora Fuxman, F. Victor Lu, Susana Rodrigues, 359-366. New York City, New York: -. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2012. Revolutionary Algorithms. In Proceedings of the 5th International Conference on Bioinspired Optimization Methods and their Applications (BIOMA 2012), Hrsg. B. Filipic and J. Silc, 37-48. Bohinj, Slovenia: Jožef Stefan Institute. (Details)
2011 Hochreiter, Ronald, Waldhauser, Christoph. 2011. Evolved Election Forecasts: Using Genetic Algorithms in Improving Election Forecast Results. In GECCO '11, Hrsg. ACM, 229-230. Dublin, Ireland: ACM Press. (Details)
  Hochreiter, Ronald. 2011. Evolutionary Optimization for Decision Making Under Uncertainty. In Proceedings of Mendel 2011 - 17th International Conference on Soft Computing, Hrsg. Radek Matousek, 107-113. Brno, Czech Republic: -. (Details)
2010 Dang, Jing, Edelman, David, Hochreiter, Ronald, Brabazon, Anthony. 2010. Swarm Intelligence-based Stochastic Programming Model for Dynamic Asset Allocation. : 1-8. 2010.. In Proceedings of the 2010 IEEE Congress on Evolutionary Computation (CEC), Hrsg. IEEE, 1-8. Barcelona, Spain: IEEE. (Details)
  Hochreiter, Ronald. 2010. An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. In Proceedings of Mendel 2010 - 16th International Conference on Soft Computing, Hrsg. Radek Matousek, 1-6. Brno, Czech Republic: -. (Details)
  Hochreiter, Ronald. 2010. Evolutionary stochastic portfolio optimization and probabilistic constraints. In Proceedings of COMPSTAT'2010, Hrsg. Lechevallier, Yves; Saporta, Gilbert, 1127-1134. Paris: Springer. (Details)
2008 Wiesemann, Wolfram, Hochreiter, Ronald, Kuhn, Daniel. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. In 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid 2008), Hrsg. IEEE Computer Society, 226-233. Lyon, France: IEEE Computer Society Press. (Details)
2005 Hochreiter, Ronald. 2005. Scenario Optimization for Multi-Stage Stochastic Programming Problems. In Algorithms for Optimization with Incomplete Information, Hrsg. Susanne Albers and Rolf H. Möhring and Georg Ch. Pflug and Rüdiger Schultz, 61-63. Volume 05031 of Dagstuhl Seminar Proceedings: IBFI, Schloss Dagstuhl, Germany. (Details)

Paper presented at an academic conference or symposium

2016 Vana, Laura and Schwendinger, Florian and Hochreiter, Ronald. 2016. Portfolio Optimization modeling. RFinance 2016, Chicago, United States/USA, 20.05.-21.05. (Details)
2015 Kodydek, Georg, Hochreiter, Ronald. 2015. Employee Resistance to Organizational Change: Individual Perceptions on Change Processes during a Merger in the Airline Industry. GBATA 2015 - Exploring the Possibilities for Sustainable Future Growth in Business and Technology Management, Peniche, Portugal, 07.07.-11.07.. (Details)
  Hochreiter, Ronald. 2015. (Open-Source) Multi-stage Scenario Generation. 17th British-French-German Conference on Optimization, London, Großbritannien, June 2015. (Details)
  Hochreiter, Ronald. 2015. (Open-Source) Multi-stage Scenario Generation. 12th International Conference on Computational Management Science (CMS 2015), Prag, Tschechische Republik, May 2015. (Details)
  Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. EvoStar/EvoFin Conference 2015, Kopenhagen, Dänemark, April 2015. (Details)
  Hochreiter, Ronald. 2015. Computing trading strategies based on financial sentiment data using evolutionary optimization. 21st International Conference on Soft Computing (Mendel 2015), Brno, Tschechische Republik, June 2015. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Mühlbacher, Jürgen. 2015. Employee resistance to organizational change: Individual perceptions on change processes and the relationship between employees and workplace environment during a merger. 34th International Conference on Organizational Science Development, Portoroz, Slowenien, 25.03.-27.03.. (Details)
2014 Ochome, Everlyne Awuor, Kodydek, Georg, Hochreiter, Ronald. 2014. Ethical Judgments and Moral Intentions toward Business Ethics: A Comparison of Kenyan and Austrian Students.. Academy of International Business (AIB) Sub-Saharan Africa Chapter, Nairobi, Kenia, 13.08.-15.08.. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Ochome, Everlyne Awuor. 2014. Students' Ethical Judgment and Moral Intentions toward Business Ethics: Kenya vs. Austria. Academy of Management, Philadelphia, Vereinigte Staaten/USA, 01.08.-05.08.. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2014. Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics. 20th International Conference on Soft Computing (MENDEL 2014), Brno, Tschechische Republik, June 2014. (Details)
  Hochreiter, Ronald. 2014. Financial Portfolio Optimization using R. International Conference on Applied mathematical programming and Modelling (APMOD 2014), Warwick, Großbritannien, April 2014. (Details)
  Hochreiter, Ronald. 2014. Modeling multi-stage decision optimization problems. 11th International Conference on Computational Management Science (CMS 2014), Lisbon, Portugal, May 2014. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Ochome, Everlyne Awuor. 2014. Ethical Judgments and Moral Intentions toward Business Ethics: A Comparison of Kenyan and Austrian Students. Nachwuchsworkshop im Rahmen der Jahrestagung 2014 der Wissenschaftlichen Kommission "Internationales Management" (VHB), Wien, Österreich, 10.04.. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Ochome, Everlyne Awuor. 2014. Ethical Judgments and Moral Intentions toward Business Ethics: A Comparison of Kenyan and Austrian Students. Academy of International Business (AIB), Vancouver, Kanada, 23.06.-26.06. (Details)
  Hochreiter, Ronald. 2014. (Open-Source) Multi-stage Scenario Generation. EuroCSP2014, Paris, Frankreich, September 2014. (Details)
  Hochreiter, Ronald. 2014. Effects of sampling methods on prediction quality: The case of classifying land cover using decision trees. COMPSTAT 2014, Genf, Schweiz, August 2014. (Details)
2013 Hochreiter, Ronald, Waldhauser, Christoph. 2013. Classification of 3-D Airborne Laser Scanning Data. Advances in Simulation-Driven Optimization and Modeling (ASDOM 2013), Reykjavik, Island, 09.08.-11.08.. Invited Talk (Details)
  Kasper, Helmut, Schilcher, Stefan, Kodydek, Georg, Hochreiter, Ronald. 2013. Keeping the Best - Human Resources in Subsidiaries of Sino-European Multinational Companies located in P.R. China - Which Monetary and/or Non-Monetary Employee Benefits Lead to More Job Satisfaction of the Organization Members. icemss 2013, Tianjin, China, 22.08-23-08. (Details)
  Kodydek, Georg, Hochreiter, Ronald, Kasper, Helmut, Mühlbacher, Jürgen. 2013. The impact of national culture on work groups: Effects of cultural diversity, task and leadership on individual perceptions of group members. 4th Annual International Business Conference: Sustainable Development in a Global Economy - Creating Vibrant Economies, Saint Leo University, Saint Leo, FL, Vereinigte Staaten/USA, 13.02.-15.02.. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2013. A Genetic Algorithm to Optimize a Tweet for Retweetability. Mendel 2013 - 19th International Conference on Soft Computing, Brno, Tschechische Republik, June 2013. Invited Talk (Details)
  Hochreiter, Ronald. 2013. Financial Optimization Modeling using R. EURO-INFORMS Joint International Conference (EURO 2013), Rom, Italien, July 2013. (Details)
  Hochreiter, Ronald. 2013. Financial Portfolio Optimization with (O)R. R/Finance 2013, Chicago, Vereinigte Staaten/USA, May 2013. Invited Talk (Details)
  Hochreiter, Ronald. 2013. How to generate multi-stage scenario trees (if you have to). 13th International Conference on Stochastic Programming (ICSP 2013), Bergamo, Italien, July 2013. (Details)
2012 Hochreiter, Ronald. 2012. Optimization Modeling using R. 21st International Symposium on Mathematical Programming (ISMP 2012), Berlin, Deutschland, August 2012. Invited Talk (Details)
  Hochreiter, Ronald. 2012. Optimization Modeling using R. 5th International Conference of the ERCIM Working Group on Computing and Statistics, Oviedo, Spanien, December 2012. (Details)
  Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. The influence of culture in different group settings: Followers' perceptions of diversity, task and leadership. International Academic Conference sponsored by the IISES and University of Economics in Prague, Lissabon, Portugal, 09.09.-12.09.. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2012. An evolutionary approach towards clustering Airborne Laser Scanning data. Mendel 2012 - 18th International Conference on Soft Computing, Brno, Tschechische Republik, June 2012. (Details)
  Hochreiter, Ronald. 2012. Financial Optimization Modeling using R. EURO XXV International Conference (EURO 2012), Vilnius, Litauen, July 2012. Invited Talk (Details)
  Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. Working in homogeneous versus multicultural work groups: Different perspectives on diversity, leader coaching, group structure and direction. GBATA 2012 - Mapping the Global Future: Evolution Through Innovation and Excellence, New York City, New York, Vereinigte Staaten/USA, 10.07.-14.07.. (Details)
  Hochreiter, Ronald. 2012. Optimization Modeling using R. 9th International Conference on Computational Management Science (CMS 2012), London, Großbritannien, April 2012. (Details)
  Hochreiter, Ronald, Waldhauser, Christoph. 2012. Revolutionary Algorithms. 5th International Conference on Bioinspired Optimization Methods and their Applications (BIOMA 2012), Bohinj, Slowenien, May 2012. (Details)
2011 Waldhauser, Christoph, Hochreiter, Ronald. 2011. What lurks beneath: Hazards in using data-driven non-parametric approaches in voting studies. ECPR General Conference, Reykjavík, Island, 25.08-28.08. (Details)
  Hochreiter, Ronald. 2011. Optimization Modeling using R. OR 2011, Zurich, Schweiz, August 2011. (Details)
  Hochreiter, Ronald. 2011. A Coupled Markov Chain model for Credit Portfolio Risk Management. 5th Workshop on Financial Markets and Risk, Obergurgl, Österreich, April 2011. (Details)
  Hochreiter, Ronald. 2011. Evolutionary multi-stage financial scenario tree generation. 8th International Conference on Computational Management Science, Neuchatel, Schweiz, April 2011. (Details)
  Hochreiter, Ronald. 2011. Evolutionary Optimization for Decision Making Under Uncertainty. 17th International Conference on Soft Computing (MENDEL 2011), Brno, Tschechische Republik, June 2011. (Details)
  Hochreiter, Ronald. 2011. Simplified Optimization Modeling using R and AMPL. 5th Rmetrics Workshop 2011, Leissigen, Schweiz, June 2011. (Details)
2010 Hochreiter, Ronald. 2010. A Multi-Stage Stochastic Programming Model for Managing Risk-Optimal Electricity Portfolios. 6th ÖGOR/IHS Workshop on Mathematical Economics on Energy, Wien, Österreich, September 2010. (Details)
  Hochreiter, Ronald. 2010. Evolutionary Stochastic Portfolio Optimization and Probabilistic Constraints. COMPSTAT 2010 - 19th International Conference on Computational Statistics, Paris, Frankreich, August 2010. (Details)
  Hochreiter, Ronald. 2010. An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. Mendel 2010 - 16th International Conference on Soft Computing, Brno, Tschechische Republik, 23.06-25.06. (Details)
  Hochreiter, Ronald. 2010. Multi-stage Stochastic Interest Rate Management. EURO XXIV - 24th European Conference on Operational Research, Lisbon, Portugal, July 2010. (Details)
  Hochreiter, Ronald. 2010. A Stochastic Programming Approach for QoS-Aware Service Composition. Veszprem Optimization Conference: Advanced Algorithms (VOCAL 2010), Veszprem, Ungarn, December 2010. (Details)
  Hochreiter, Ronald. 2010. Multi-stage Stochastic Interest Rate Management. 4th International Conference on Computational and Financial Econometrics, London, Großbritannien, December 2010. (Details)
  Hochreiter, Ronald. 2010. Evolutionary multi-stage financial scenario tree generation. European Conference of Applications of Evolutionary Computing, Istanbul, Türkei, April 2010. (Details)
  Hochreiter, Ronald. 2010. A Stochastic Programming Approach for QoS-Aware Service Composition. Veszprem Optimization Conference: Advanced Algorithms (VOCAL 2010), Veszprem, Ungarn, December 2010. (Details)
  Hochreiter, Ronald. 2010. Multi-stage Stochastic Interest Rate Management. 4th International Conference on Computational and Financial Econometrics, London, Großbritannien, December 2010. (Details)
2009 Hochreiter, Ronald. 2009. Multi-stage Stochastic Programming and Pension Fund Management. 3rd International Conference on Computational and Financial Econometrics, Limassol, Zypern, October 2009. (Details)
  Hochreiter, Ronald. 2009. A Coupled Markov Chain model for Credit Portfolio Risk Management. 23rd European Conference on Operational Research, Bonn, Deutschland, July 2009. (Details)
  Hochreiter, Ronald. 2009. Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization. 1st International Conference on Algorithmic Decision Theory, Venice, Italien, October 2009. (Details)
  Hochreiter, Ronald. 2009. Evolutionary approaches for estimating a Coupled Markov Chain model for Credit Portfolio Risk Management. 3rd European Workshop on Evolutionary Computation in Finance and Economics 2009, Tübingen, Deutschland, April 2009. (Details)
  Hochreiter, Ronald. 2009. Multi-stage Stochastic Programming and Pension Fund Management. Workshop on Modern models and methods of managing financial risks, Moscow, Russische Föderation, September 2009. (Details)
  Hochreiter, Ronald. 2009. Multi-stage Stochastic Programming and Pension Fund Management. 20th International Symposium of Mathematical Programming, Chicago, Vereinigte Staaten/USA, August 2009. (Details)
  Hochreiter, Ronald. 2009. Probability theory and the calculation of risk-optimal financial portfolios. Irish Mathematics Summer School for Undergraduates, UCD School of Business, Dublin, Irland, June 2009. (Details)
  Hochreiter, Ronald. 2009. Simplified stage-based modeling of multi-stage decision optimization problems. 6th International Conference on Computational Management Science, Geneva, Schweiz, May 2009. (Details)
2008 Hochreiter, Ronald. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. 8th IEEE International Symposium on Cluster Computing and the Grid, Lyon, Frankreich, May 2008. (Details)
  Hochreiter, Ronald. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. Applied Mathematical Programming and Modelling (APMOD 2008), Bratislava, Slowakei, May 2008. (Details)
  Hochreiter, Ronald. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. 12th Serbian Mathematical Congress, Novi Sad, Serbien, August 2008. (Details)
  Hochreiter, Ronald. 2008. Computation of Scenario Trees for Multi-stage Stochastic Programming Models. 5th International Conference on Computational Management Science, London, Großbritannien, March 2008. (Details)
  Hochreiter, Ronald. 2008. Dynamic Stochastic Programming Models for Long-Term Pension Fund Management. 14th International Conference on Computing in Economics and Finance, Paris, Frankreich, June 2008. (Details)
  Hochreiter, Ronald. 2008. Evaluating and extending clustering techniques to generate financial scenarios for stochastic programming models. 2nd International Workshop on Computational and Financial Econometrics, Neuchatel, Schweiz, June 2008. (Details)
  Hochreiter, Ronald. 2008. Market Risk Control of Structured Credit Products. Statistische Woche 2008, Cologne, Deutschland, September 2008. (Details)
  Hochreiter, Ronald. 2008. Multi-stage stochastic decision modeling in electricity portfolio management. Veszprem Optimization Conference: Advanced Algorithms (VOCAL 2008), Veszprem, Ungarn, December 2008. (Details)
2007 Hochreiter, Ronald. 2007. Approximation of stochastic processes in stochastic programming applications. Stochastic Programming School 2007, Bergamo, Italien, April 2007. (Details)
  Hochreiter, Ronald. 2007. Contemporary modeling of multi-stage stochastic programming problems. 4th International Conference on Computational Management Science, Geneva, Schweiz, April 2007. (Details)
  Hochreiter, Ronald. 2007. Evolutionary Stochastic Portfolio Optimization. EvoStar 2007, Valencia, Spanien, April 2007. (Details)
  Hochreiter, Ronald. 2007. Multi-stage stochastic decision modeling in electricity portfolio management. Power Systems Modelling 2007, Athens, Griechenland, June 2007. (Details)
  Hochreiter, Ronald. 2007. Multi-stage Stochastic Optimization and Pension Fund Management. 22nd European Conference on Operational Research, Prague, Tschechische Republik, July 2007. (Details)
  Hochreiter, Ronald. 2007. Simplified stage-based modeling of multi-stage stochastic programming problems. 11th International Conference on Stochastic Programming, Vienna, Österreich, August 2007. (Details)
  Hochreiter, Ronald. 2007. Stochastic Optimization and Pension Fund Modeling. 11th International Conference on Stochastic Programming, Vienna, Österreich, August 2007. (Details)
  Hochreiter, Ronald. 2007. Stochastic programming! Scenario generation?. Stochastic Programming and Optimization: Modeling and Applications (STOPTIMA 2007), Brno, Tschechische Republik, September 2007. (Details)
2006 Hochreiter, Ronald. 2006. Multi-stage Stochastic Pension Fund Management Modeling. Operations Research 2006, Karlsruhe, Deutschland, September 2006. (Details)
  Hochreiter, Ronald. 2006. Optimal portfolios under a Value-at-Risk constraint. 3rd International Conference on Computational Management Science, Amsterdam, Niederlande, May 2006. (Details)
  Hochreiter, Ronald. 2006. Simplified stage-based multi-stage stochastic optimization problem modeling. 21st European Conference on Operational Research, Reykjavik, Island, July 2006. (Details)
2005 Hochreiter, Ronald. 2005. Designing and managing unit-linked life insurance contracts with guarantees. SIAM Conference on Optimization, Stockholm, Schweden, May 2005. (Details)
  Hochreiter, Ronald. 2005. Integrative multi-stage stochastic modeling and optimization in liberalized energy markets. 22nd IFIP TC 7 Conference on System Modeling and Optimization, Torino, Italien, July 2005. (Details)
  Hochreiter, Ronald. 2005. Scenario Optimization for Multi-Stage Stochastic Programming Problems. Algorithms for Optimization with Incomplete Information, Dagstuhl, Deutschland, January 2005. (Details)
2004 Hochreiter, Ronald. 2004. From reality to realistic scenarios. IFIP/IIASA/GAMM Workshop on Coping with Uncertainty, Vienna, Österreich, December 2004. (Details)
  Hochreiter, Ronald. 2004. Implementational issues in the development of a service-based decision support environment. International Conference on Computational Management Science, Neuchatel, Schweiz, April 2004. (Details)
  Hochreiter, Ronald. 2004. Large computational financial modelling and optimization systems as the driver of performance for managing market risk. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Three: The drivers of performance of large financial institutions, Bergamo, Italien, May 2004. (Details)
  Hochreiter, Ronald. 2004. New technologies for distributed modelling and optimization. Applied Mathematical Programming and Modelling (APMOD 2004), London, Großbritannien, June 2004. (Details)
  Hochreiter, Ronald. 2004. Optimal investment management for unit-linked life-insurance contracts with guarantees using scenario-based stochastic programming techniques. 10th International Conference on Stochastic Programming (SPX 2004), Tuscon, Arizona, Vereinigte Staaten/USA, October 2004. (Details)
  Hochreiter, Ronald. 2004. Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments. 9th AURORA Plenary Meeting, Strobl, Österreich, June 2004. (Details)
2003 Hochreiter, Ronald. 2003. Approximation and coupling of probability distributions for Asset Liability Management scenario generation. nternational Symposium on Mathematical Programming (ISMP 2003), Copenhagen, Dänemark, August 2003. (Details)
  Hochreiter, Ronald. 2003. Component-based financial management – Financial market scenario generation. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part One: The technology of asset and liability modelling, Semmering, Österreich, January 2003. (Details)
  Hochreiter, Ronald. 2003. Kombinatorische Probleme im AURORA Financial Management System. 7th Workshop on Future Research in Combinatorial Optimization (FRICO 2003), Klagenfurt, Österreich, September 2003. (Details)
  Hochreiter, Ronald. 2003. Semantics in Optimization: Application to distributed (financial) decision support systems. 8th AURORA Plenary Meeting, Pöllauberg, Österreich, November 2003. (Details)
  Hochreiter, Ronald. 2003. Stochastic Optimization and Asset-Liability Management: Issues in (multi-stage) Scenario Modeling. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Two: Asset and liability modeling for financial institutions, Ayia Napa, Zypern, November 2003. (Details)
  Hochreiter, Ronald. 2003. The AURORA Financial Management System: Implementation and Grid Technology. EURO/INFORMS joint international meeting, Istanbul, Türkei, July 2003. (Details)
2002 Hochreiter, Ronald. 2002. Generating Scenarios for Multiperiod Stochastic Optimization Problems using Transportation Metrics. Applied Mathematical Programming and Modelling (APMOD 2002), Varenna, Italien, June 2002. (Details)

Poster presented at an academic conference or symposium

2011 Hochreiter, Ronald, Waldhauser, Christoph. 2011. Evolved Election Forecasts: Using Genetic Algorithms in Improving Election Forecast Results. Genetic and Evolutionary Computing Conference (GECCO 2011), Dublin, Irland, July 2011. (Details)
2006 Hochreiter, Ronald. 2006. Audible convergence of optimal base melody extensions. 4th European Workshop on Evolutionary Music and Art, Budapest, Ungarn, April 2006. (Details)

Habilitation

2013 Hochreiter, Ronald. 2013. Financial Decision Optimization and Risk Management Methodology and Applications. Habilitationsschrift, WU Vienna University of Economics and Business. (Details)

Dissertation

2005 Hochreiter, Ronald. 2005. Computing Optimal Management Decisions – The Case of Stochastic Programming for Financial Management. Dissertation, Universität Wien. (Details)

Diploma thesis

2001 Hochreiter, Ronald. 2001. Optimierung und Visualisierung von Finanzrisken. Diplomarbeit, Universität Wien. (Details)

Unpublished lecture

2014 Hochreiter, Ronald. 2014. Multi-stage Decision Optimization under Uncertainty. QUADS Seminar. Department of Computing, Imperial College London, London, UK, 20.03. (Details)
2013 Hochreiter, Ronald. 2013. OR and Optimization under Uncertainty using R. QUADS Seminar. Deparment of Computing, Imperial College London, London, 06.03. (Details)
  Hochreiter, Ronald. 2013. Life-Long Learning at the WU Vienna University of Economics and Business. EU TEMPUS Meeting, Banska Bystrica, 22.01. (Details)
2012 Hochreiter, Ronald, Waldhauser, Christoph. 2012. Evolutionary Clustering with an Application to Classification of Airborne Laser Scanning Data. Research Seminar, Department of Photogrammetry and Remote Sensing, Vienna University of Technology, Vienna, Austria, 21.06. (Details)
2010 Hochreiter, Ronald. 2010. A Coupled Markov Chain model for Credit Portfolio Risk Management. Invited talk at Imperial College London, London, Great Britain, 15.04. (Details)
  Hochreiter, Ronald. 2010. Modeling and solution strategies for multi-stage stochastic pension fund management problems. Invited talk at Univerzita Karlova, Prague, Czech Republic, 04.03. (Details)
  Hochreiter, Ronald. 2010. Stochastic Optimization using Evolutionary Algorithms. Invited talk at Brno University of Technology, Brno, Czech Republic, 04.03. (Details)
2009 Hochreiter, Ronald. 2009. Multi-stage stochastic optimization - modeling techniques and solution approaches. Invited talk at UCD Natural Computing Research and Applications Group, Dublin, Ireland, 12.06. (Details)
  Hochreiter, Ronald. 2009. Probability theory and the calculation of risk-optimal financial portfolios. Lecture at The Irish Mathematics Summer School for Undergraduates. UCD School of Business, Dublin, Ireland, 12.06. (Details)
2008 Hochreiter, Ronald. 2008. The impact of choosing different scenario generation techniques for multi-stage stochastic programming models. Invited talk at Imperial College London, London, Great Britain, 19.11. (Details)
  Hochreiter, Ronald. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. Invited talk at Institute of Mathematics and Informatics, Vilnius, Lithuania, 01.11. (Details)
  Hochreiter, Ronald. 2008. Contemporary ALM for an Austrian Pension Fund. 3rd OePAG Press-Tour, Utrecht, The Netherlands, 01.10. (Details)
  Hochreiter, Ronald. 2008. The impact of choosing different scenario generation techniques for multi-stage stochastic programming models. Invited talk at Department of Mathematics, University of Venice, Venice, Italy, 18.04. (Details)
2007 Hochreiter, Ronald. 2007. Stochastic programming! Scenario generation?. Stochastic Programming and Optimization: Modeling and Applications (STOPTIMA 2007), Brno, Czech Republic, 01.09. (Details)
2006 Hochreiter, Ronald. 2006. The AURORA Financial Management System. Financial Engineering and Risk Management Workshop, Vienna, Austria, 25.09. (Details)
  Hochreiter, Ronald. 2006. Multi-stage stochastic programming and the mathematical art of optimal decision making. Invited talk at Department of Mathematics, University of Novi Sad, Novi Sad, Serbia, 21.07. (Details)
  Hochreiter, Ronald. 2006. The AURORA Financial Management System. New Directions in Financial Modeling Workshop, London, Great Britain, 19.05. (Details)
  Hochreiter, Ronald. 2006. Application-oriented Multi-stage Stochastic Programming for Electricity Markets. Energy Workshop 06, Vienna, Austria, 17.03. (Details)
2005 Hochreiter, Ronald. 2005. Design, Implementation and Communication of Complex Financial Decision Processes. Invited talk at Helsinki School of Economics, Helsinki, Finland, 15.02. (Details)
2004 Hochreiter, Ronald. 2004. Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments. 9th AURORA Plenary Meeting, Strobl, Austria, 05.06. (Details)
  Hochreiter, Ronald. 2004. Large computational financial modelling and optimization systems as the driver of performance for managing market risk. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Three: The drivers of performance of large financial institutions, Bergamo, Italy, 21.05. (Details)
2003 Hochreiter, Ronald. 2003. Stochastic Optimization and Asset-Liability Management: Issues in (multi-stage) Scenario Modeling. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Two: Asset and liability modeling for financial institutions, Ayia Napa, Cyprus, 12.11. (Details)
  Hochreiter, Ronald. 2003. Semantics in Optimization: Application to distributed (financial) decision support systems. 8th AURORA Plenary Meeting, Pöllauberg, Austria, 08.11. (Details)
  Hochreiter, Ronald. 2003. Kombinatorische Probleme im AURORA Financial Management System. 7th Workshop on Future Research in Combinatorial Optimization (FRICO 2003), Klagenfurt, Austria, 13.09. (Details)
  Hochreiter, Ronald. 2003. Component-based financial management - Financial market scenario generation. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part One: The technology of asset and liability modelling, Semmering, Austria, 15.01. (Details)
2002 Hochreiter, Ronald. 2002. The Finance Grid - Collaboration and Cooperation of Computational Finance Groups. HERMES European Center of Excellence on Computational Finance and Economics, Nikosia, Cyprus, 20.06. (Details)

Projects

2017
ReKlaSAT3D (2017-2019) (Details)