Operations Research and Financial Engineering
Items (Sorted by Submit Date in Descending order): 1 to 20 of 77
| Issue Date | Title | Author(s) |
| 2021 | MEAN-VARIANCE FUNCTIONAL ESTIMATION FOR OPTIMAL PORTFOLIOS | Zhou, Yifeng |
| 2021 | Topics in McKean-Vlasov equations: rank-based dynamics and Markovian projection with applications in finance and stochastic control. | Zhang, Jiacheng |
| 2021 | Machine Learning for Decision Making: Applications to Off-Policy Learning and Combinatorial Optimization | Lu, Hao |
| 2021 | Primal-Dual Method for Reinforcement Learning and Markov Decision Processes | Gong, Hao |
| 2021 | Multi-Source Text Generation and Beyond using Reinforcement Learning | Cho, Woon Sang |
| 2021 | Statistical and Machine Learning Methods For Financial Data | Lu, Kun |
| 2021 | Optimal investment in incomplete markets with multiple Brownian externalities | Avanesyan, Levon |
| 2020 | Semidefinite Representations in Semialgebraic Optimization and Dynamics-Oriented Learning | El Khadir, Bachir |
| 2020 | Complexity Aspects of Fundamental Questions in Polynomial Optimization | Zhang, Jeffrey |
| 2020 | Optimal Decision Making via Stochastic Modeling and Machine Learning: Applications to Resource Allocation Problems and Sequential Decision Problems | Ekwedike, Emmanuel |
| 2020 | Games on Portfolio Optimization and Bitcoin Mining | Li, Zongxi |
| 2020 | On the Geometric Structure of Problems in Statistics and Optimization | Pumir, Thomas |
| 2020 | An Efficient Row Reduction Algorithm for Solving Fourier-Constrained Linear Programs Using the Simplex Method | Joseph, Joane |
| 2020 | A New Generation of Risk Management System for Global FinTech Enterprises | Li, Nongchao |
| 2020 | The Alexandrov-Fenchel Inequality and its Extremal Structures | Shenfeld, Yair |
| 2020 | Sparse Estimation for High-Dimensional Statistical Problems | Gong, Wenyan |
| 2020 | Semigroups for One-Dimensional Schrödinger Operators with Multiplicative Gaussian Noise | Gaudreau Lamarre, Pierre Yves |
| 2020 | Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification | Ma, Cong |
| 2020 | Latent Variable Models: Spectral Methods and Non-convex Optimization | Wang, Kaizheng |
| 2019 | A Regime-Aware Agent-Based Framework for Financial Planning | Hao, Han |
Items (Sorted by Submit Date in Descending order): 1 to 20 of 77