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Operations Research and Financial Engineering

Items (Sorted by Submit Date in Descending order): 1 to 20 of 79
Issue DateTitleAuthor(s)
2022Policy Evaluation in Batch Reinforcement LearningDuan, Yaqi
2022Tensor Methods for Network AnalysisGitelman, Daniel
2022Geometry of Random GraphsLiu, Suqi
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
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
Items (Sorted by Submit Date in Descending order): 1 to 20 of 79