Ronald Hochreiter

2013 Habilitation in Business Administration (WU Vienna University of Economics and Business)

2005 PhD (Computational Management Science), University of Vienna

2001 M.Sc. (Business Informatics), University of Vienna

Awards and Honors

2001 Diplomarbeitspreis der ÖGOR (Österreichische Gesellschaft für Operations Research)

Expertise

• Computational Management Science
• Decision Optimization under Uncertainty

Publications

Journal article

• 2017 Hochreiter, Ronald. 2017. Applied Mathematical Programming and Modelling 2016. ITM Web of Conferences 14, 1 open access (Details)
  
• Puchner, Rudolf, Hochreiter, Ronald, Pieringer, Herwig, Vavrovsky, Anna. 2017. Improving patient flow of people with rheumatoid arthritis has the potential to simultaneously improve health outcomes and reduce direct costs. BMC Musculoskeletal Disorders 18 (1), 7 (Details)
  
• Waldhauser, Christoph, Hochreiter, Ronald. 2017. Shaking the trees: Abilities and Capabilities of Regression and Decision Trees for Political Science. ITM Web of Conferences 14, 9 open access (Details)
  
• 2016 Vana, Laura, Hochreiter, Ronald, Hornik, Kurt. 2016. Computing a journal meta-ranking using paired comparisons and adaptive lasso estimators. Scientometrics 106 (1), 229-251. open access (Details)
  
• Hochreiter, Ronald. 2016. Modeling multi-stage decision optimization problems. Lecture Notes in Economics and Mathematical Systems 682, 209-214. (Details)
  
• Kieselbach, Gerhard, Anna, Vavrovsky, Hochreiter, Ronald. 2016. Real life data of intravitreal injections in Austria in 2013. Spektrum der Augenheilkunde 30 (3), 106-110. (Details)
  
• 2015 Hochreiter, Ronald. 2015. An Evolutionary Optimization Approach to Risk Parity Portfolio Selection. Lecture Notes in Computer Science (LNCS) 9028, 279-288. (Details)
  
• Hochreiter, Ronald. 2015. Computing trading strategies based on financial sentiment data using evolutionary optimization. Advances in Intelligent Systems and Computing 378, 181-191. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2015. Evolving Accuracy: A Genetic Algorithm To Improve Election Night Forecasts. Applied Soft Computing 34 S. 606-612. (Details)
  
• 2014 Vavrovsky, Anna, Hochreiter, Ronald. 2014. A novel approach to assessing the total costs of obstructive sleep apnoea in Austria: using population attributable fractions of the most commonly associated disorders. Pneumologie 68 (S01): V322-V322. (Details)
  
• Vavrovsky, Anna, Hochreiter, Ronald. 2014. COPD: Abschätzung der Zusatzkosten einer Therapie mit Heimsauerstoff. JATROS - Pulmologie & HNO 2014 (2): 12-14. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2014. Data Mining Cultural Aspects of Social Media Marketing. Lecture Notes in Computer Science 8557 130-143. (Details)
  
• Vavrovsky, Anna, Hochreiter, Ronald. 2014. Estimating the incremental costs of home oxygen therapy for chronic obstructive pulmonary disease (COPD) in Austria using a microsimulation approach. Pneumologie 68 (S01): P309-P309. (Details)
  
• 2013 Kodydek, Georg, Hochreiter, Ronald. 2013. The Influence of Personality Characteristics on Individual Competencies of Work Group Members: A Cross-cultural Study. Organizacija 46 (5): 196-204. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2013. A stochastic simulation of the decision to retweet. Lecture Notes in Computer Science 8176 221-229. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2013. Solving dynamic optimisation problems with revolutionary algorithms. International Journal of Innovative Computing and Applications 5 (3): 143-151. (Details)
  
• Hochreiter, Ronald, Krottendorfer, Gerald. 2013. Robust Estimation of Vector Autoregression (VAR) Models Using Genetic Algorithms. Lecture Notes in Computer Science 7835 223-233. (Details)
  
• Otepka, Johannes and Ghuffar, Sajid and Waldhauser, Christoph and Hochreiter, Ronald and Pfeifer, Norbert. 2013. Georeferenced Point Clouds: A Survey of Features and Point Cloud Management. ISPRS International Journal of Geo-Information 2 (4): S. 1038-1065. open access (Details)
  
• 2012 Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415. (Details)
  
• Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415. open access (Details)
  
• Pflug, Georg, Hochreiter, Ronald. 2012. Applied Mathematical Programming and Modelling 2008. Annals of Operations Research 193 (1): 1-2. (Details)
  
• Hochreiter, Ronald, Kuhn, Daniel. 2012. Optimal Decision Making under Uncertainty. Computational Management Science 9 (1): 1-2. (Details)
  
• 2010 Hochreiter, Ronald, Wozabal, David. 2010. Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model. Studies in Computational Intelligence 293 31-44. (Details)
  
• Hochreiter, Ronald, Wozabal, David. 2010. A multi-stage stochastic programming model for managing risk-optimal electricity portfolios. Energy Systems 383-404. (Details)
  
• Hochreiter, Ronald, Pflug, Georg. 2010. 11th International Conference on Stochastic Programming. Optimization 58 (3): 321-322. (Details)
  
• Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2010. A difference of convex formulation of value-at-risk constrained optimization. Optimization 58 (3): 377-400. (Details)
  
• Hochreiter, Ronald. 2010. Evolutionary multi-stage financial scenario tree generation. Lecture Notes in Computer Science 6025 182-191. (Details)
  
• 2009 Hochreiter, Ronald. 2009. Algorithmic Aspects of Scenario-Based Multi-stage Decision Process Optimization. Lecture Notes in Computer Science 5783 365-376. (Details)
  
• Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2009. Discussion of "The evolution of web-based optimization: From ASP to e-Services". Decision Support Systems 47 (1): 72-73. (Details)
  
• Hochreiter, Ronald, Wozabal, David. 2009. Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management. Lecture Notes in Computer Science 5484 193-202. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2009. Introduction to the special issue on computational optimization under uncertainty. Computational Management Science 6 (2): 115-116. (Details)
  Wozabal, David, Hochreiter, Ronald, Pflug, Georg. 2009. A D.C. Formulation of Value-at-Risk constrained Optimization. Optimization 59 (3): 377-400. (Details)
  Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2009. Discussion of The evolution of web-based optimisation: From ASP to e-Services. Decision Support Systems 47 (1): 72-73. (Details)
  2008 Hochreiter, Ronald. 2008. Evolutionary stochastic portfolio optimization. Studies in Computational Intelligence 100 67-87. (Details)
  Schabauer, Hannes, Hochreiter, Ronald, Ch. Pflug, Georg. 2008. Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. Lecture Notes in Computer Science 5102 408-415. (Details)
  2007 Hochreiter, Ronald. 2007. An evolutionary computation approach to scenario-based risk-return portfolio optimization for general risk measures. Lecture Notes in Computer Science 4448 199-207. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2007. Financial scenario generation for stochastic multi-stage decision processes as facility location problems. Annals of Operations Research 152 (1): 257-272. (Details)
  2006 Hochreiter, Ronald. 2006. Audible Convergence for Optimal Base Melody Extension with Statistical Genre-Specific Interval Distance Evaluation. Lecture Notes in Computer Science 3907 712-716. (Details)
  Hochreiter, Ronald, Ch. Pflug, Georg. 2006. Polynomial algorithms for pricing path-dependent interest rate instruments. Computational Economics 28 (3): 291-309. (Details)
  2005 Hochrainer, Stefan, Hochreiter, Ronald, Ch. Pflug, Georg. 2005. An algorithm for calculating steady state probabilities of {$M/E_r/c/K$} queueing systems. Central European Journal of Operations Research 13 (1): 1-13. (Details)
  Hochreiter, Ronald, Wiesinger, Clemens, Wozabal, David. 2005. Large-Scale Computational Finance Applications on the Open Grid Service Environment. Lecture Notes in Computer Science 3470 891-899. (Details)
  2004 Wiesinger, Clemens, Giczi, David, Hochreiter, Ronald. 2004. An Open Grid Service Environment for Large-Scale Computational Finance Modeling Systems. Lecture Notes in Computer Science 3036 83-90.

Contribution to conference proceedings

• 2014 Hochreiter, Ronald, Waldhauser, Christoph. 2014. Effects of Sampling Methods on Prediction Quality. The Case of Classifying Land Cover Using Decision Trees. In Proceedings of COMPSTAT 2014, Hrsg. M. Gilli, G. Gonzalez-Rodriguez, A. Nieto-Reyes, 585-592. Geneva: ISI/IASC. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2014. Active Extension Portfolio Optimization with Non-Convex Risk Measures using Metaheuristics. In Proceedings of Mendel 2014 - 20th International Conference on Soft Computing, Hrsg. Radek Matousek, 1-6. Brno, Czech Republic: -. (Details)
  
• 2013 Hochreiter, Ronald, Waldhauser, Christoph. 2013. A Genetic Algorithm to Optimize a Tweet for Retweetability. In Proceedings of Mendel 2013 - 19th International Conference on Soft Computing, Hrsg. Radek Matousek, 13-18. Brno, Czech Republic: -. (Details)
  
• Kasper, Helmut, Schilcher, Stefan, Kodydek, Georg, Hochreiter, Ronald. 2013. Keeping the Best - Human Resources in Subsidiaries of Sino-European Multinational Companies located in P.R. China - Which Monetary and/or Non-Monetary Employee Benefits Lead to More Job Satisfaction of the Organization Members. In In proceedings of the ICEMSS 2013, Hrsg. Atlantis Press, 112-115. Amsterdam - Beijing - Paris: (Details)
  
• Mirkov, Radoslava, Maul, Thomas, Hochreiter, Ronald, Thomae, Holger. 2013. Modeling Credit Spreads Using Nonlinear Regression. In Volume 2 of IWSM 2013, Hrsg. Statistical Modelling Society, 697-700. Naples, Italy: -. (Details)
  
• Kodydek, Georg, Hochreiter, Ronald, Kasper, Helmut, Mühlbacher, Jürgen. 2013. The impact of national culture on work groups: Effects of cultural diversity, task and leadership on individual perceptions of group members. In 4th Annual International Business Conference: Sustainable Development in a Global Economy - Creating Vibrant Economies, Hrsg. Saint Leo University, 82-96. Saint Leo, FL, USA: -. (Details)
  
• 2012 Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. The influence of culture in different group settings. Followers' perceptions of diversity, task and leadership. In International Academic Conference, Conference Proceedings, Lisbon, Portugal, Hrsg. International Institute of Social and Economic Sciences (IISES), 345-356. Prague – Vokovice, Czech Republic: -. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2012. An evolutionary approach towards clustering Airborne Laser Scanning data. In Proceedings of Mendel 2012 - 18th International Conference on Soft Computing, Hrsg. Radek Matousek, 7-12. Brno, Czech Republic: (Details)
  
• Kasper, Helmut, Mühlbacher, Jürgen, Kodydek, Georg, Hochreiter, Ronald. 2012. Working in homogeneous versus multicultural work groups: Different perspectives on diversity, leader coaching, group structure and direction. In Global Business and Technology Association, Fourteenth Annual International Conference - Mapping the global future: Evolution through Innovation and Excellence, Hrsg. Nejdet Delener, Leonora Fuxman, F. Victor Lu, Susana Rodrigues, 359-366. New York City, New York: -. (Details)
  
• Hochreiter, Ronald, Waldhauser, Christoph. 2012. Revolutionary Algorithms. In Proceedings of the 5th International Conference on Bioinspired Optimization Methods and their Applications (BIOMA 2012), Hrsg. B. Filipic and J. Silc, 37-48. Bohinj, Slovenia: Jožef Stefan Institute. (Details)
  
• 2011 Hochreiter, Ronald, Waldhauser, Christoph. 2011. Evolved Election Forecasts: Using Genetic Algorithms in Improving Election Forecast Results. In GECCO '11, Hrsg. ACM, 229-230. Dublin, Ireland: ACM Press. (Details)
  
• Hochreiter, Ronald. 2011. Evolutionary Optimization for Decision Making Under Uncertainty. In Proceedings of Mendel 2011 - 17th International Conference on Soft Computing, Hrsg. Radek Matousek, 107-113. Brno, Czech Republic: -. (Details)
  
• 2010 Dang, Jing, Edelman, David, Hochreiter, Ronald, Brabazon, Anthony. 2010. Swarm Intelligence-based Stochastic Programming Model for Dynamic Asset Allocation. : 1-8. 2010.. In Proceedings of the 2010 IEEE Congress on Evolutionary Computation (CEC), Hrsg. IEEE, 1-8. Barcelona, Spain: IEEE. (Details)
  
• Hochreiter, Ronald. 2010. An algorithm for evolutionary stochastic portfolio optimization with probabilistic constraints. In Proceedings of Mendel 2010 - 16th International Conference on Soft Computing, Hrsg. Radek Matousek, 1-6. Brno, Czech Republic: -. (Details)
  
• Hochreiter, Ronald. 2010. Evolutionary stochastic portfolio optimization and probabilistic constraints. In Proceedings of COMPSTAT'2010, Hrsg. Lechevallier, Yves; Saporta, Gilbert, 1127-1134. Paris: Springer. (Details)
  
• 2008 Wiesemann, Wolfram, Hochreiter, Ronald, Kuhn, Daniel. 2008. A Stochastic Programming Approach for QoS-Aware Service Composition. In 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid 2008), Hrsg. IEEE Computer Society, 226-233. Lyon, France: IEEE Computer Society Press. (Details)
  
• 2005 Hochreiter, Ronald. 2005. Scenario Optimization for Multi-Stage Stochastic Programming Problems. In Algorithms for Optimization with Incomplete Information, Hrsg. Susanne Albers and Rolf H. Möhring and Georg Ch. Pflug and Rüdiger Schultz, 61-63. Volume 05031 of Dagstuhl Seminar Proceedings: IBFI, Schloss Dagstuhl, Germany.