| Numerical methods and optimization in finance M Gilli, D Maringer, E Schumann Academic Press, 2019 | 238 | 2019 |
| Calibrating the Nelson-Siegel-Svensson model M Gilli, S Große, E Schumann Available at SSRN 1676747, 2010 | 128 | 2010 |
| Heuristic optimisation in financial modelling M Gilli, E Schumann Annals of operations research 193, 129-158, 2012 | 75 | 2012 |
| Heuristic Optimisation in Financial Modelling M Gilli, E Schumann COMISEF Working Paper Series, 2009 | 75 | 2009 |
| Constructing 130/30-portfolios with the Omega ratio M Gilli, E Schumann, G Di Tollo, G Cabej Journal of asset management 12, 94-108, 2011 | 49* | 2011 |
| Optimal enough? M Gilli, E Schumann Journal of Heuristics 17, 373-387, 2011 | 47 | 2011 |
| Calibrating option pricing models with heuristics M Gilli, E Schumann Natural Computing in Computational Finance: Volume 4, 9-37, 2011 | 45 | 2011 |
| Constructing 130/30-portfolios with the Omega ratio M Gilli, E Schumann, G Di Tollo, G Cabej Journal of asset management 12, 94-108, 2011 | 38 | 2011 |
| An empirical analysis of alternative portfolio selection criteria M Gilli, E Schumann Swiss Finance Institute Research Paper, 2009 | 27 | 2009 |
| Distributed optimisation of a portfolio’s Omega M Gilli, E Schumann Parallel Computing 36 (7), 381-389, 2010 | 26 | 2010 |
| Cyclical behavior of German banks' capital resources and the countercyclical buffer of Basel III S Grosse, E Schumann European Journal of Political Economy 34, S40-S44, 2014 | 25 | 2014 |
| A note on ‘good starting values’ in numerical optimisation M Gilli, E Schumann Available at SSRN 1620083, 2010 | 21 | 2010 |
| Generating correlated uniform variates E Schumann COMISEF Wiki, 2009 | 21 | 2009 |
| Risk–reward optimisation for long-run investors: an empirical analysis M Gilli, E Schumann European Actuarial Journal 1, 303-327, 2011 | 20 | 2011 |
| Calibrating the Heston model with differential evolution M Gilli, E Schumann European Conference on the Applications of Evolutionary Computation, 242-250, 2010 | 14 | 2010 |
| Portfolio optimization with “Threshold Accepting”: a practical guide M Gilli, E Schumann Optimizing Optimization: The Next Generation of Optimization Applications …, 2010 | 13 | 2010 |
| Optimization cultures M Gilli, E Schumann Wiley Interdisciplinary Reviews: Computational Statistics 6 (5), 352-358, 2014 | 11 | 2014 |
| Robust regression with optimisation heuristics M Gilli, E Schumann NATURAL COMPUTING IN COMPUTATIONAL FINANCE 3, 2009 | 11 | 2009 |
| Replicating hedge fund indices with optimization heuristics M Gilli, E Schumann, G Cabej, J Lula Swiss Finance Institute Research Paper, 2010 | 10 | 2010 |
| Optimisation in financial engineering M Gilli, E Schumann Journal of Financial Transformation 28, 117-122, 2010 | 10 | 2010 |
