The following pages link to Somayeh Moazeni (Q285994):
Displaying 9 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- A note on the dynamic liquidity trading problem with a mean-variance objective (Q628657) (← links)
- Fuzzy shortest path problem with finite fuzzy quantities (Q864754) (← links)
- A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization (Q5364280) (← links)
- Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage (Q5882386) (← links)
