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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 21 to 40 of 106
Issue DateTitleAuthor(s)
2022Geometry of Random GraphsLiu, Suqi
2022Topics in High-Frequency Optimal Execution and Microstructure of Product RepricingsSimonsen Leal, Laura
2022Portfolio Management under Multi-Period Frameworks with Modern ApproachesLi, Xiaoyue
2022Essays in Macro-Finance and StatisticsYe, Zhi Jiang
2021Perfect Graphs and Sums of SquaresDibek, Cemil
2021Invariant Mechanisms in Transfer Learning and Causal Inference : Some Theoretical Perspectives and Algorithms.Martinet, Guillaume Gaetan
2021Modern Reinforcement Learning Techniques to Deal with Large Action SpacesHervieux-Moore, Zachary Thomas John
2021Risk Budgeting Portfolios Under a Modern Optimization and Machine Learning LensUysal, Sinem
2021Big Data in Financial EconomicsXue, Lirong
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
Items (Sorted by Submit Date in Descending order): 21 to 40 of 106