R
Ronald Hochreiter
Researcher at Vienna University of Economics and Business
Publications - 68
Citations - 670
Ronald Hochreiter is an academic researcher from Vienna University of Economics and Business. The author has contributed to research in topics: Stochastic programming & Optimization problem. The author has an hindex of 12, co-authored 68 publications receiving 609 citations. Previous affiliations of Ronald Hochreiter include University of Vienna & Webster University Vienna.
Papers
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Journal ArticleDOI
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
TL;DR: The problem of finding valuable scenario approximations can be viewed as the problem of optimally approximating a given distribution with some distance function and it is shown that for Lipschitz continuous cost/profit functions it is best to employ the Wasserstein distance.
Journal ArticleDOI
Georeferenced Point Clouds: A Survey of Features and Point Cloud Management
TL;DR: A survey of georeferenced point clouds is presented and it is suggested a categorization of features into levels that reflect the amount of processing.
Proceedings ArticleDOI
A Stochastic Programming Approach for QoS-Aware Service Composition
TL;DR: This model minimizes the average value-at- risk (AVaR) of the workflow duration and costs while imposing constraints on the workflow availability and reliability and reports on the scalability properties of the model.
Book ChapterDOI
An Evolutionary Computation Approach to Scenario-Based Risk-Return Portfolio Optimization for General Risk Measures
TL;DR: The stochastic scenario-based risk-return portfolio optimization problem is analyzed and solved with an evolutionary computation approach and the result is the creation of a common framework for an arbitrary set of loss distribution- based risk measures, regardless of their underlying structure.
Journal ArticleDOI
A difference of convex formulation of value-at-risk constrained optimization
TL;DR: In this article, a branch-and-bound algorithm for portfolio selection with a value-at-risk (VaR) constraint is presented. But the authors focus on the case where the underlying random variable is discrete and has finitely many atoms.