Items where Author is "Melichercik, I."

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Number of items: 5.

  • Application of Multistage Stochastic Programs Solved in Parallel in Portfolio Management
    Lucka, Maria and Halada, L. and Melichercik, I. Parallel Computing, 34 (6-8). pp. 469-485 Elsevier (2008)

  • Multi-stage Stochastic Model for Allocation of Financial Resources to Bond Indices in Different Currencies
    Lucka, Maria and Halada, L. and Melichercik, I. In: Proceedings of the 11th International Conference on Operational Research KOI 2006, September 27-29, 2006 , NULL , Pula, Croatia (2008)

  • Tuning a Portfolio Management Model on Historical Data using a Parallel Three-Stage Stochastic Programming Model
    Benkner, Siegfried and Lucka, Maria and Halada, L. and Melichercik, I. In: Proceedings of the Advances in Computational Methods in Science and Engineering 2005, ICCMSE , NULL , unknown (2005)

  • Multiperiod Portfolio Management Using Parallel Interior Point Method
    Lucka, Maria and Halada, L. and Melichercik, I. In: Advances in Parallel Computing 13, Parallel Computing: Software Technology, Algorithms, Architectures, and Applications. Elsevier (2004)

  • Multiperiod Portfolio Management Using Parallel Interior Point Method
    Lucka, Maria and Halada, L. and Melichercik, I. In: Proceedings of the Misisymposia, ParCo2003, Dresden, Germany , NULL , Dresden, Germany (2003)

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