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M. A. H. Dempster

31 works· latest 2011· 5 institutionscluster: provisionalORCID 0000-0002-7213-5399

h-index29

i1031

Citations3,643

Works here31

Most cited in this library

A Theory of the Budgetary Process1966 · 534 citations
Risk Management: Value at Risk and Beyond2002 · 338 citations
Mathematics of Derivative Securities1998 · 337 citations
A real-time adaptive trading system using genetic programming2001 · 192 citations
Dynamic stochastic programmingfor asset-liability management1998 · 186 citations

Works

31 shown

Stochastic Optimization Methods in Finance and Energy

International series in management science/operations research/International series in operations research & management science·2011·3 authors·book

55citations

Long term spread option valuation and hedging

Journal of Banking & Finance·2008·3 authors

69citations

Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model

Annals of Finance·2006·3 authors

34citations

Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming

Journal of Mathematical Sciences·2006·1 author

45citations

An automated FX trading system using adaptive reinforcement learning

Expert Systems with Applications·2005·2 authors

181citations

Adaptive systems for foreign exchange trading

Quantitative Finance·2004·4 authors

50citations

Global Asset Liability Management

British Actuarial Journal·2003·4 authors

Risk Management: Value at Risk and Beyond

·2002·1 author

338citations

Dynamic Portfolio Replication Using Stochastic Programming

Cambridge University Press eBooks·2002·1 author·chapter

26citations

Spread Option Valuation and the Fast Fourier Transform

Springer finance·2002·2 authors·chapter

146citations

Computational learning techniques for intraday FX trading using popular technical indicators

IEEE Transactions on Neural Networks·2001·3 authors

167citations

A real-time adaptive trading system using genetic programming

Quantitative Finance·2001·2 authors

192citations

Planning logistics operations in the oil industry

Journal of the Operational Research Society·2000·4 authors

113citations

Pricing American Stock Options by Linear Programming

Mathematical Finance·1999·2 authors·Open access

66citations

Mathematics of Derivative Securities

Journal of the American Statistical Association·1998·3 authors

337citations

Dynamic stochastic programmingfor asset-liability management

Annals of Operations Research·1998·2 authors

186citations

Dynamic Stochastic Programming for Asset-Liability Management

SSRN Electronic Journal·1998·2 authors·preprint·Open access

52citations

LP valuation of exotic American options exploiting structure

The Journal of Computational Finance·1998·3 authors

43citations

Fast numerical valuation of American, exotic and complex options

Applied Mathematical Finance·1997·2 authors·Open access

41citations

Mathematics of Derivative Securities

RePEc: Research Papers in Economics·1997·2 authors·preprint

150citations

Numerical Valuation of Cross-Currency Swaps and Swaptions

SSRN Electronic Journal·1997·2 authors·preprint·Open access

29citations

Impulse Control of Piecewise Deterministic Markov Processes

The Annals of Applied Probability·1995·2 authors·Open access

41citations

Object-oriented model integration in a financial decision support system

Decision Support Systems·1991·2 authors

32citations

A Financial Expert Decision Support System

Springer eBooks·1988·2 authors·chapter

30citations

Optimal capacity expansion under uncertainty

Advances in Applied Probability·1987·4 authors

140citations

On Change: Or, There is No Magic Size for An Increment

Political Studies·1979·2 authors

124citations

Towards A Predictive Theory of Government Expenditure: Us Domestic Appropriations

British Journal of Political Science·1974·3 authors

165citations

A Theory of the Budgetary Process

American Political Science Review·1966·3 authors

534citations