Operations Research and Financial Engineering
Items (Sorted by Submit Date in Descending order): 1 to 20 of 96
Issue Date | Title | Author(s) |
2023 | STATISTICAL GUARANTEES FOR ADAPTIVE RECURSIVE PARTITIONING BASED ESTIMATORS | Tian, Peter Mingru |
2020 | The Alexandrov-Fenchel Inequality and its Extremal Structures | Shenfeld, Yair |
2022 | Decision-Making with Non-Markovian Rewards: Multi-Agent Learning and Applications to Medical Diagnostics | Yu, Zheng |
2022 | High-Dimensional Statistics under Covariance Eigenvalue Decay | Silin, Igor |
2022 | Statistical Machine Learning Meets Social Science | Tang, Francesca |
2022 | Computationally and Statistically-efficient Methods in Data Science | Guo, Yongyi |
2022 | Mean Field Models with Heterogeneous Agents: Extensions and Learning | Dayanıklı, Gökçe |
2022 | Topics in the Statistical and Computational Complexities of Modern Machine Learning | Yang, Zhuoran |
2022 | Policy Evaluation in Batch Reinforcement Learning | Duan, Yaqi |
2022 | Tensor Methods for Network Analysis | Gitelman, Daniel |
2022 | Geometry of Random Graphs | Liu, Suqi |
2022 | Topics in High-Frequency Optimal Execution and Microstructure of Product Repricings | Simonsen Leal, Laura |
2022 | Portfolio Management under Multi-Period Frameworks with Modern Approaches | Li, Xiaoyue |
2022 | Essays in Macro-Finance and Statistics | Ye, Zhi Jiang |
2021 | Perfect Graphs and Sums of Squares | Dibek, Cemil |
2021 | Invariant Mechanisms in Transfer Learning and Causal Inference : Some Theoretical Perspectives and Algorithms. | Martinet, Guillaume Gaetan |
2021 | Modern Reinforcement Learning Techniques to Deal with Large Action Spaces | Hervieux-Moore, Zachary Thomas John |
2021 | Risk Budgeting Portfolios Under a Modern Optimization and Machine Learning Lens | Uysal, Sinem |
2021 | Big Data in Financial Economics | Xue, Lirong |
2021 | MEAN-VARIANCE FUNCTIONAL ESTIMATION FOR OPTIMAL PORTFOLIOS | Zhou, Yifeng |
Items (Sorted by Submit Date in Descending order): 1 to 20 of 96