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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 1 to 20 of 77
Issue DateTitleAuthor(s)
2021MEAN-VARIANCE FUNCTIONAL ESTIMATION FOR OPTIMAL PORTFOLIOSZhou, Yifeng
2021Topics in McKean-Vlasov equations: rank-based dynamics and Markovian projection with applications in finance and stochastic control.Zhang, Jiacheng
2021Machine Learning for Decision Making: Applications to Off-Policy Learning and Combinatorial OptimizationLu, Hao
2021Primal-Dual Method for Reinforcement Learning and Markov Decision ProcessesGong, Hao
2021Multi-Source Text Generation and Beyond using Reinforcement LearningCho, Woon Sang
2021Statistical and Machine Learning Methods For Financial DataLu, Kun
2021Optimal investment in incomplete markets with multiple Brownian externalitiesAvanesyan, Levon
2020Semidefinite Representations in Semialgebraic Optimization and Dynamics-Oriented LearningEl Khadir, Bachir
2020Complexity Aspects of Fundamental Questions in Polynomial OptimizationZhang, Jeffrey
2020Optimal Decision Making via Stochastic Modeling and Machine Learning: Applications to Resource Allocation Problems and Sequential Decision ProblemsEkwedike, Emmanuel
2020Games on Portfolio Optimization and Bitcoin MiningLi, Zongxi
2020On the Geometric Structure of Problems in Statistics and OptimizationPumir, Thomas
2020An Efficient Row Reduction Algorithm for Solving Fourier-Constrained Linear Programs Using the Simplex MethodJoseph, Joane
2020A New Generation of Risk Management System for Global FinTech EnterprisesLi, Nongchao
2020The Alexandrov-Fenchel Inequality and its Extremal StructuresShenfeld, Yair
2020Sparse Estimation for High-Dimensional Statistical ProblemsGong, Wenyan
2020Semigroups for One-Dimensional Schrödinger Operators with Multiplicative Gaussian NoiseGaudreau Lamarre, Pierre Yves
2020Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty QuantificationMa, Cong
2020Latent Variable Models: Spectral Methods and Non-convex OptimizationWang, Kaizheng
2019A Regime-Aware Agent-Based Framework for Financial PlanningHao, Han
Items (Sorted by Submit Date in Descending order): 1 to 20 of 77