Operations Research and Financial Engineering
Items (Sorted by Submit Date in Descending order): 41 to 60 of 67
| Issue Date | Title | Author(s) |
| 2015 | High Frequency Asset Factor Models: Applications to Covariance Estimation and Risk Management | Furger, Alexander Jonathon |
| 2015 | Statistical Methods for Complex Datasets | Xia, Lucy |
| 2015 | Algorithms for Vector Optimization Problems | Ulus, Firdevs |
| 2015 | On set-valued functionals: multivariate risk measures and Aumann integrals | Ararat, Cagin |
| 2015 | Studies on optimal trade execution | Sepin, Tardu Selim |
| 2015 | Factor Models: Testing and Forecasting | Yao, Jiawei |
| 2014 | Estimation of Travel Time Distribution and Travel Time Derivatives | Wan, Ke |
| 2014 | Nonlinear Filtering in High Dimension | Rebeschini, Patrick |
| 2014 | Large Portfolios' Risks and High-Dimensional Factor Models | Shi, Xiaofeng |
| 2014 | Inference on large-scale structures | Ke, Zheng |
| 2014 | Rank-based Inference for Independent Component Analysis | Mehta, Chintan |
| 2014 | Implied Volatility Surface Simulation with Tangent Levy Models | Ma, Yi |
| 2014 | Statistical and Computational Tradeoffs in High-dimensional Problems | Berthet, Quentin |
| 2014 | Optimal Execution in a Limit Order Book: A Stochastic Control Approach | Luo, Haifeng |
| 2014 | The thermodynamics of high frequency trading | Webster, Kevin Thomas |
| 2014 | Statistical Methods in Finance | Dai, Wei |
| 2014 | Set-Valued Risk Measures | Feinstein, Zachary Glen |
| 2014 | High-Dimensional Structured Covariance Matrix Estimation with Financial Applications | Mincheva, Martina Zhelcheva |
| 2013 | Dynamic Rate Queues: Estimation, Stabilization, and Control | Pender, Jamol |
| 2013 | Robust Portfolio Optimization with Applications in Currencies and Private Equity | Reus, Lorenzo |
Items (Sorted by Submit Date in Descending order): 41 to 60 of 67