Concepedia

Michal Kaut

MK

Statistics

Publications

20

Citations

1.5K

H-Index

16

Active since

2003

Affiliations

SINTEF(Current)

Norwegian University of Science and Technology

Molde University College

Lancaster University

Norwegian School of Economics

Michal Kaut is an author at SINTEF specializing in stochastic programming, optimization, and scenario generation.

ORCID

Publications per year

2003–2021

20

Publications

20

Evaluation of scenario-generation methods for stochastic programming

Michal Kaut, Stein W. Wallace · 2003 · 489 citations · Full text

, , +11

A Heuristic for Moment-Matching Scenario Generation

Kjetil Høyland, Michal Kaut, Stein W. Wallace · Computational Optimization and Applications · 2003 · 403 citations

, , +6

Multi-horizon stochastic programming

Michal Kaut, Kjetil Midthun, Adrian Werner et al. · Computational Management Science · 2013 · 104 citations

Stability analysis of portfolio management with conditional value-at-risk

Michal Kaut, Hercules Vladimirou, Stein W. Wallace et al. · Quantitative Finance · 2007 · 80 citations

, , +17

Shape-based scenario generation using copulas

Michal Kaut, Stein W. Wallace · Computational Management Science · 2009 · 69 citations · Full text

, , +8

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