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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 1 to 20 of 106
Issue DateTitleAuthor(s)
2024Utility Maximization in a Market with Competitive Heterogeneous Agents: backward propagation of chaos and learningZhou, Xuchen
2023Entropic stochastic search for expensive, unimodal functions and its application to stochastic gradient algorithms and the optimization of parameterized policies for supply chain planningLuo, Xiaohe
2023From Learning to Optimal Learning: Understanding the impact of overparameterization on features of neural networks to optimal learning of expensive, noisy functions using low-dimensional belief modelsDuzgun, Ahmet Cagri
2023Statistical Learning and Optimal Decision Making under UncertaintyYan, Yuling
2023Collective Good and Optimization in Socioeconomic SystemsRigobon, Daniel Eduardo
2023Essays on Applications of Networks and Discrete OptimizationLin, Mingqian
2023Algorithmic and architectural implicit biases in deep learningJelassi, Samy
2023High-dimensional Robust Statistical InferenceYu, Mengxin
2023Survival Analysis in Distributed and High-Dimensional Environments and Theory of Cross-ValidationBayle, Pierre
2023ESSAYS ON ADVANCED METHODS IN PORTFOLIO OPTIMIZATIONAydinhan, Afsar Onat
2023STATISTICAL GUARANTEES FOR ADAPTIVE RECURSIVE PARTITIONING BASED ESTIMATORSTian, Peter Mingru
2020The Alexandrov-Fenchel Inequality and its Extremal StructuresShenfeld, Yair
2022Decision-Making with Non-Markovian Rewards: Multi-Agent Learning and Applications to Medical DiagnosticsYu, Zheng
2022High-Dimensional Statistics under Covariance Eigenvalue DecaySilin, Igor
2022Statistical Machine Learning Meets Social ScienceTang, Francesca
2022Computationally and Statistically-efficient Methods in Data ScienceGuo, Yongyi
2022Mean Field Models with Heterogeneous Agents: Extensions and LearningDayanıklı, Gökçe
2022Topics in the Statistical and Computational Complexities of Modern Machine LearningYang, Zhuoran
2022Policy Evaluation in Batch Reinforcement LearningDuan, Yaqi
2022Tensor Methods for Network AnalysisGitelman, Daniel
Items (Sorted by Submit Date in Descending order): 1 to 20 of 106