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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 21 to 40 of 71
Issue DateTitleAuthor(s)
2019Statistical Optimization for High Dimensional Machine Learning with Privacy and Sparsity ConstraintsGe, Jason
2018Portfolio Optimization with Mean-reverting Assets: Combining Theory with Deep Learning.Ye, Jing
2018Nonconvex Statistical OptimizationWang, Zhaoran
2018Knowledge gradient for expensive locally quadratic functions and stochastic optimization of aid allocationAboagye, Nana
2018Mean Field Games with Major and Minor PlayersZhu, Xiuneng
2018Optimization over Nonnegative and Convex Polynomials with and without Semidefinite ProgrammingHall, Georgina
2018Multistage Stochastic Programming with Parametric Cost Function ApproximationsPerkins, Raymond Theodore
2018Distributed and Robust Statistical LearningZhu, Ziwei
2018Robust Dependence-Adjusted Methods for High Dimensional DataBose, Koushiki
2018Combinatorial Inference for Large-Scale Data AnalysisLu, Junwei
2018Thompson Sampling for Bandit ProblemsLIU, CHE-YU
2017Game Theoretic and Financial Models for Energy Commodities and Futures PricesFunk, Jacob James
2017Statistical Inference for Big DataZhao, Tianqi
2016Robust High-Dimensional Regression and Factor ModelsWang, Yuyan
2016Optimal Learning in High DimensionsLi, Yan
2016Integrated Asset Allocation Strategies: Application to Institutional InvestorsLin, Changle
2016High-dimensional Covariance LearningWang, Weichen
2016Existence Results in General Equilibrium TheorySagredo, Juan
2016Extracting Cognition out of Images for the Purpose of Autonomous DrivingChen, Chenyi
2016Risk-Neutral and Risk-Averse Approximate Dynamic Programming MethodsJiang, Daniel Ruoling
Items (Sorted by Submit Date in Descending order): 21 to 40 of 71