M A H Dempster

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Elena MedovaVisiting Fellow, Statistical Laboratory, University of Cambridge & Managing Director, CSAVerified email at cambridge-systems.com
Aaron B WildavskyProfessor of Political Science, U.C. Berkeley (deceased)Verified email at tameware.com
Giorgio ConsigliKhalifa University of Science and TechnologyVerified email at ku.ac.ae
Ke Tang (汤珂）Tsinghua UniversityVerified email at tsinghua.edu.cn
John BirgeProfessor of Operations Management, University of Chicago Booth School of BusinessVerified email at chicagobooth.edu
Klaus Reiner Schenk-HoppéUniversity of Manchester and NHHVerified email at manchester.ac.uk
Jane J. YeProfessor of mathematics, University of VictoriaVerified email at uvic.ca
marshall fisherUPS Professor, Wharton, University of PennsylvaniaVerified email at wharton.upenn.edu
Alan J KingIBM Thomas J Watson Research CenterVerified email at us.ibm.com
Stein W WallaceNHH Norwegian School of EconomicsVerified email at nhh.no
Horand GassmannSchool of Business Administration, Dalhousie UniversityVerified email at dal.ca
Pflug GProfessor Statistics and ORVerified email at univie.ac.at
W. Ford DoolittleDalhousie UniversityVerified email at dal.ca
Tom KirkwoodNewcastle University and University of Copenhagen; University of Manchester; National Institute forVerified email at ncl.ac.uk
Jonathan (Jon) M. BorweinLaureate Professor University of NewcastleVerified email at newcastle.edu.au
Alain BensoussanUniversity of Texas at Dallas and City University Hong KongVerified email at utdallas.edu
Sam HowisonOxford UniversityVerified email at maths.ox.ac.uk
Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor CalgaryVerified email at ucalgary.ca
Juho KanniainenProfessor, Tampere UniversityVerified email at tuni.fi
Peter KeyConsultant researcherVerified email at acm.org

M A H Dempster

Professor Emeritus, Statistical Laboratory, University of Cambridge & MD, Cambridge Systems

Verified email at cam.ac.uk

Mathematics Economics and Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A theory of the budgetary process OA Davis, MAH Dempster The Revolt Against the Masses, 350-382, 2018	1051	2018
Introduction to optimization methods P Adby Springer Science & Business Media, 2013	500	2013
Dynamic stochastic programmingfor asset-liability management G Consigli, MAH Dempster Annals of Operations Research 81 (0), 131-162, 1998	371	1998
A real-time adaptive trading system using genetic programming MAH Dempster, CM Jones Quantitative Finance 1 (4), 397, 2001	283	2001
Towards a predictive theory of government expenditure: US domestic appropriations OA Davis, MAH Dempster, A Wildavsky British Journal of Political Science 4 (4), 419-452, 1974	274	1974
An automated FX trading system using adaptive reinforcement learning MAH Dempster, V Leemans Expert systems with applications 30 (3), 543-552, 2006	251	2006
Stochastic programming MAH Dempster Academic Press, 1980	247	1980
Computational learning techniques for intraday FX trading using popular technical indicators MAH Dempster, TW Payne, Y Romahi, GWP Thompson IEEE Transactions on neural networks 12 (4), 744-754, 2001	245	2001
Analytical evaluation of hierarchical planning systems MAH Dempster, ML Fisher, L Jansen, BJ Lageweg, JK Lenstra, ... Operations Research 29 (4), 707-716, 1981	224	1981
Spread option valuation and the fast Fourier transform MAH Dempster, SSG Hong Mathematical Finance—Bachelier Congress 2000: Selected Papers from the …, 2002	221	2002
On change: or, there is no magic size for an increment MAH Dempster, A Wildavsky Political Studies 27 (3), 371-389, 1979	220	1979
Optimal capacity expansion under uncertainty MHA Davis, MAH Dempster, SP Sethi, D Vermes Advances in Applied Probability 19 (1), 156-176, 1987	190	1987
A standard input format for multiperiod stochastic linear programs JR Birge, MAH Dempster, HI Gassmann, E Gunn, AJ King, SW Wallace WP-87-118, 1987	187	1987
Deterministic and Stochastic Scheduling: Proceedings of the NATO Advanced Study and Research Institute on Theoretical Approaches to Scheduling Problems held in Durham, England … MA Dempster Springer Science & Business Media, 2012	180	2012
Planning logistics operations in the oil industry MAH Dempster, NH Pedron, EA Medova, JE Scott, A Sembos Commodities, 73-100, 2022	177	2022
Risk management: value at risk and beyond MAH Dempster Cambridge University Press, 2002	162	2002
On stochastic programming II: Dynamic problems under risk MAH Dempster Stochastics: An International Journal of Probability and Stochastic …, 1988	119	1988
Global asset liability management MAH Dempster, M Germano, EA Medova, M Villaverde British Actuarial Journal 9 (1), 137-195, 2003	116	2003
Pricing American stock options by linear programming MAH Dempster, JP Hutton Mathematical Finance 9 (3), 229-254, 1999	107	1999
On the process of budgeting: An empirical study of congressional appropriation OA Davis, MAH Dempster, A Wildavsky Papers on non-market decision making 1 (1), 63-132, 1966	106	1966

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