Concepedia
Statistics
Publications
31
Citations
1.7K
H-Index
19
Active since
1977
Affiliations
University of Geneva(Current)
Swiss Finance Institute
Justus-Liebig-Universität Gießen
Giessen School of Theology
University of Basel
Manfred Gilli is an author at University of Geneva specializing in finance, business, and financial economics.
Publications per year
1977–2013
An Application of Extreme Value Theory for Measuring Financial Risk
Manfred Gilli, Evis Këllezi · Computational Economics · 2006 · 425 citations
Business, Finance, Risk Management +14
A global optimization heuristic for estimating agent based models
Manfred Gilli, Peter Winker · Computational Statistics & Data Analysis · 2003 · 233 citations
Computing, Computer Science, Algorithms +10
Applications of optimization heuristics to estimation and modelling problems
Peter Winker, Manfred Gilli · Computational Statistics & Data Analysis · 2004 · 96 citations
Business, Decision Sciences, Algorithms +13
An objective function for simulation based inference on exchange rate data
Peter Winker, Manfred Gilli, Vahidin Jeleskovic · Journal of Economic Interaction and Coordination · 2007 · 95 citations
Social Sciences, Economics, Finance +14
A data-driven optimization heuristic for downside risk minimization
Manfred Gilli, Evis Këllezi, Hilda Hysi · The Journal of Risk · 2006 · 92 citations
Business, Finance, Risk Management +17
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