M A H Dempster
M A H Dempster
Professor Emeritus, Statistical Laboratory, University of Cambridge & MD, Cambridge Systems
Verified email at cam.ac.uk
Cited by
Cited by
A theory of the budgetary process
OA Davis, MAH Dempster, A Wildavsky
The American Political Science Review 60 (3), 529-547, 1966
Introduction to optimization methods
P Adby
Springer Science & Business Media, 2013
Dynamic stochastic programmingfor asset-liability management
G Consigli, MAH Dempster
Annals of Operations Research 81, 131-162, 1998
A real-time adaptive trading system using genetic programming
MAH Dempster, CM Jones
Quantitative Finance 1, 397-413, 2001
Towards a predictive theory of government expenditure: US domestic appropriations
OA Davis, MAH Dempster, A Wildavsky
British Journal of Political Science 4 (4), 419-452, 1974
Stochastic programming
MAH Dempster, MAH Dempster
Academic Press, 1980
Computational learning techniques for intraday FX trading using popular technical indicators
MAH Dempster, TW Payne, Y Romahi, GWP Thompson
IEEE Transactions on neural networks 12 (4), 744-754, 2001
Analytical evaluation of hierarchical planning systems
MAH Dempster, ML Fisher, L Jansen, BJ Lageweg, JK Lenstra, ...
Operations Research 29 (4), 707-716, 1981
On change: or, there is no magic size for an increment
MAH Dempster, A Wildavsky
Political Studies 27 (3), 371-389, 1979
Spread option valuation and the fast Fourier transform
MAH Dempster, SSG Hong
Mathematical Finance—Bachelier Congress 2000, 203-220, 2002
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, E Gunn, AJ King, SW Wallace
WP-87-118, 1987
Optimal capacity expansion under uncertainty
MHA Davis, MAH Dempster, SP Sethi, D Vermes
Advances in Applied Probability, 156-176, 1987
Deterministic and Stochastic Scheduling: Proceedings of the NATO Advanced Study and Research Institute on Theoretical Approaches to Scheduling Problems held in Durham, England …
MA Dempster
Springer Science & Business Media, 2012
An automated FX trading system using adaptive reinforcement learning
MAH Dempster, V Leemans
Expert Systems with Applications 30 (3), 543-552, 2006
Stochastic models of control and economic dynamics
VI Arkin, IV Evstigneev, EA Medova
Academic Press, 1987
Planning logistics operations in the oil industry
MAH Dempster, N Hicks Pedron, EA Medova, JE Scott, A Sembos
Journal of the Operational Research Society 51 (11), 1271-1288, 2000
Risk management: value at risk and beyond
MAH Dempster
Cambridge University Press, 2002
On stochastic programming II: Dynamic problems under risk
MAH Dempster
Stochastics: An International Journal of Probability and Stochastic …, 1988
Pricing American stock options by linear programming
MAH Dempster, JP Hutton
Mathematical Finance 9 (3), 229-254, 1999
Global asset liability management
MAH Dempster, M Germano, EA Medova, M Villaverde
British Actuarial Journal, 137-216, 2003
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