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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 1 to 20 of 67
Issue DateTitleAuthor(s)
2020Games on Portfolio Optimization and Bitcoin MiningLi, Zongxi
2020On the Geometric Structure of Problems in Statistics and OptimizationPumir, Thomas
2020An Efficient Row Reduction Algorithm for Solving Fourier-Constrained Linear Programs Using the Simplex MethodJoseph, Joane
2020A New Generation of Risk Management System for Global FinTech EnterprisesLi, Nongchao
2020The Alexandrov-Fenchel Inequality and its Extremal StructuresShenfeld, Yair
2020Sparse Estimation for High-Dimensional Statistical ProblemsGong, Wenyan
2020Semigroups for One-Dimensional Schrödinger Operators with Multiplicative Gaussian NoiseGaudreau Lamarre, Pierre Yves
2020Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty QuantificationMa, Cong
2020Latent Variable Models: Spectral Methods and Non-convex OptimizationWang, Kaizheng
2019A Regime-Aware Agent-Based Framework for Financial PlanningHao, Han
2019Integrable models, Coulomb interactions, and mean field game theoryCerenzia, Mark Joseph
2019Spectral methods and MLE: a modern statistical perspectiveZhong, Yiqiao
2019Lookahead Approximations for Online Learning with Nonlinear Parametric Belief ModelsHan, Weidong
2019High-Dimensional Optimization Problems in Decision-Making and Discrete GeometryNaghib, Elahesadat
2019Modern Optimization for Statistics and LearningEisenach, Carson
2019Finite State Mean Field GamesWang, Peiqi
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
Items (Sorted by Submit Date in Descending order): 1 to 20 of 67