Operations Research and Financial Engineering
Items (Sorted by Submit Date in Descending order): 61 to 79 of 79
| Issue Date | Title | Author(s) |
| 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 |
| 2013 | Variable Selection and Prediction in High Dimensional Models | Barut, Ahmet Emre |
| 2013 | Filter Stability in Infinite Dimensional Systems | Tong, Xin |
| 2013 | Dynamic Programming and Trade Execution | Li, Tianhui |
| 2013 | An Examination of the Systematic Risks in the Multi-Name Credit and Equity Markets | Choi, Edmond |
| 2012 | Estimating False Discovery Proportion under Covariance Dependence | Gu, Weijie |
| 2012 | Learning with Asymmetry, High Dimension and Social Networks | Tong, Xin |
| 2012 | Energy Storage Applications of the Knowledge Gradient for Calibrating Continuous Parameters, Approximate Policy Iteration using Bellman Error Minimization with Instrumental Variables, and Covariance Matrix Estimation using an Errors-in-Variables Factor Model | Scott, Warren Robert |
Items (Sorted by Submit Date in Descending order): 61 to 79 of 79