Stef C. Maree
Stef C. Maree
KPMG NL: Advanced Analytics
Verified email at kpmg.nl
Title
Cited by
Cited by
Year
Pricing early-exercise and discrete barrier options by Shannon wavelet expansions
SC Maree, L Ortiz-Gracia, CW Oosterlee
Numerische Mathematik 136 (4), 1035-1070, 2017
212017
Correcting Non Positive Definite Correlation Matrices
SC Maree, L Grzelak, CW Oosterlee
162012
Real-valued evolutionary multi-modal optimization driven by hill-valley clustering
SC Maree, T Alderliesten, D Thierens, PAN Bosman
Proceedings of the Genetic and Evolutionary Computation Conference, 857-864, 2018
152018
Evaluation of bi-objective treatment planning for high-dose-rate prostate brachytherapy—A retrospective observer study
SC Maree, NH Luong, ES Kooreman, N van Wieringen, A Bel, KA Hinnen, ...
Brachytherapy 18 (3), 396-403, 2019
142019
Leveraging conditional linkage models in gray-box optimization with the real-valued gene-pool optimal mixing evolutionary algorithm
A Bouter, SC Maree, T Alderliesten, PAN Bosman
Proceedings of the 2020 Genetic and Evolutionary Computation Conference, 603-611, 2020
82020
Real-valued evolutionary multi-modal multi-objective optimization by hill-valley clustering
SC Maree, T Alderliesten, PAN Bosman
Proceedings of the Genetic and Evolutionary Computation Conference, 568-576, 2019
62019
Automatic bi-objective parameter tuning for inverse planning of high-dose-rate prostate brachytherapy
SC Maree, PAN Bosman, N van Wieringen, Y Niatsetski, BR Pieters, A Bel, ...
Physics in Medicine & Biology, 2020
52020
Benchmarking HillVallEA for the GECCO 2019 Competition on Multimodal Optimization
SC Maree, T Alderliesten, PAN Bosman
arXiv preprint arXiv:1907.10988, 2019
52019
Niching an estimation-of-distribution algorithm by hierarchical Gaussian mixture learning
SC Maree, T Alderliesten, D Thierens, PAN Bosman
Proceedings of the Genetic and Evolutionary Computation Conference, 713-720, 2017
42017
Benchmarking the Hill-Valley Evolutionary Algorithm for the GECCO 2018 Competition on Niching Methods Multimodal Optimization
SC Maree, T Alderliesten, D Thierens, PAN Bosman
arXiv preprint arXiv:1807.00188, 2018
32018
Uncrowded Hypervolume-based Multi-objective Optimization with Gene-pool Optimal Mixing
SC Maree, T Alderliesten, PAN Bosman
arXiv preprint arXiv:2004.05068, 2020
22020
Multi-objective Optimization by Uncrowded Hypervolume Gradient Ascent
TM Deist, SC Maree, T Alderliesten, PAN Bosman
International Conference on Parallel Problem Solving from Nature, 186-200, 2020
12020
PO-1020: Better plans and easy plan selection via bi-objective optimization for HDR prostate brachytherapy
SC Maree, ES Kooreman, NH Luong, N Van Wieringen, A Bel, ...
Radiotherapy and Oncology 127, S571-S572, 2018
12018
Fourier and Wavelet Option Pricing Methods
SC Maree, L Ortiz-Gracia, CW Oosterlee
High-Performance Computing in Finance, 249-272, 2018
12018
Improved class solutions for prostate brachytherapy planning via evolutionary machine learning
SC Maree, PAN Bosman, Y Niatsetski, C Koedooder, N Van Wieringen, ...
Radiother Oncol 123, S96-S97, 2017
12017
Model-based evolutionary algorithms for finding diverse high-quality solutions: with an application in brachytherapy for prostate cancer
SC Maree
2021
Ensuring Smoothly Navigable Approximation Sets by Bézier Curve Parameterizations in Evolutionary Bi-objective Optimization
SC Maree, T Alderliesten, PAN Bosman
International Conference on Parallel Problem Solving from Nature, 215-228, 2020
2020
Numerical Pricing of Bermudan Options with Shannon Wavelet Expansions
SC Maree
Delft University of Technology, 2015
2015
Pricing Bermudan Swaptions on the LIBOR Market Model using the Stochastic Grid Bundling Method
SC Maree, J du Toit
technical report, 2015
2015
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Articles 1–19