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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 1 to 20 of 36
Issue DateTitleAuthor(s)
2016Integrated Asset Allocation Strategies: Application to Institutional InvestorsLin, Changle
2016High-dimensional Covariance LearningWang, Weichen
2016Existence Results in General Equilibrium TheorySagredo, Juan
2016Extracting Cognition out of Images for the Purpose of Autonomous DrivingChen, Chenyi
2016Risk-Neutral and Risk-Averse Approximate Dynamic Programming MethodsJiang, Daniel Ruoling
2016Some Interactions of Modern Optimization and StatisticsFang, Xingyuan
2016Currency Crashes, Tail Risk and Contingent CapitalXu, Zhikai
2015Synthetic Diversification, Smart Randomization, and Commodity IndexingGoer, Maximilian Andreas Hubertus
2015Stochastic Differential Mean Field Game TheoryLacker, Daniel
2015High Frequency Asset Factor Models: Applications to Covariance Estimation and Risk ManagementFurger, Alexander Jonathon
2015Statistical Methods for Complex DatasetsXia, Lucy
2015Algorithms for Vector Optimization ProblemsUlus, Firdevs
2015On set-valued functionals: multivariate risk measures and Aumann integralsArarat, Cagin
2015Studies on optimal trade executionSepin, Tardu Selim
2015Factor Models: Testing and ForecastingYao, Jiawei
2014Estimation of Travel Time Distribution and Travel Time DerivativesWan, Ke
2014Nonlinear Filtering in High DimensionRebeschini, Patrick
2014Large Portfolios' Risks and High-Dimensional Factor ModelsShi, Xiaofeng
2014Inference on large-scale structuresKe, Zheng
2014Rank-based Inference for Independent Component AnalysisMehta, Chintan
Items (Sorted by Submit Date in Descending order): 1 to 20 of 36