Operations Research and Financial Engineering
Items (Sorted by Submit Date in Descending order): 1 to 20 of 49
| Issue Date | Title | Author(s) |
| 2018 | Nonconvex Statistical Optimization | Wang, Zhaoran |
| 2018 | Knowledge gradient for expensive locally quadratic functions and stochastic optimization of aid allocation | Aboagye, Nana |
| 2018 | Mean Field Games with Major and Minor Players | Zhu, Xiuneng |
| 2018 | Optimization over Nonnegative and Convex Polynomials with and without Semidefinite Programming | Hall, Georgina |
| 2018 | Multistage Stochastic Programming with Parametric Cost Function Approximations | Perkins, Raymond Theodore |
| 2018 | Distributed and Robust Statistical Learning | Zhu, Ziwei |
| 2018 | Robust Dependence-Adjusted Methods for High Dimensional Data | Bose, Koushiki |
| 2018 | Combinatorial Inference for Large-Scale Data Analysis | Lu, Junwei |
| 2018 | Thompson Sampling for Bandit Problems | LIU, CHE-YU |
| 2017 | Game Theoretic and Financial Models for Energy Commodities and Futures Prices | Funk, Jacob James |
| 2017 | Statistical Inference for Big Data | Zhao, Tianqi |
| 2016 | Robust High-Dimensional Regression and Factor Models | Wang, Yuyan |
| 2016 | Optimal Learning in High Dimensions | Li, Yan |
| 2016 | Integrated Asset Allocation Strategies: Application to Institutional Investors | Lin, Changle |
| 2016 | High-dimensional Covariance Learning | Wang, Weichen |
| 2016 | Existence Results in General Equilibrium Theory | Sagredo, Juan |
| 2016 | Extracting Cognition out of Images for the Purpose of Autonomous Driving | Chen, Chenyi |
| 2016 | Risk-Neutral and Risk-Averse Approximate Dynamic Programming Methods | Jiang, Daniel Ruoling |
| 2016 | Some Interactions of Modern Optimization and Statistics | Fang, Xingyuan |
| 2016 | Currency Crashes, Tail Risk and Contingent Capital | Xu, Zhikai |
Items (Sorted by Submit Date in Descending order): 1 to 20 of 49