| Publication | Date of Publication | Type |
|---|
Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
Quantitative Finance | 2026-04-15 | Paper |
Optimal multi-period leverage-constrained portfolios: a neural network approach
Journal of Economic Dynamics & Control | 2025-12-01 | Paper |
A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization
Applied Mathematical Finance | 2025-09-03 | Paper |
Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment
Quantitative Finance | 2024-08-26 | Paper |
Across-time risk-aware strategies for outperforming a benchmark
European Journal of Operational Research | 2024-06-14 | Paper |
A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2024-04-12 | Paper |
Spectral enclosures for some unbounded n n operator matrices
Annals of Functional Analysis | 2024-03-21 | Paper |
| Random approximation algorithms for monotone \(k\)-submodular function maximization with size constraints | 2024-02-28 | Paper |
BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID
International Journal of Theoretical and Applied Finance | 2024-01-23 | Paper |
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach
SIAM Journal on Financial Mathematics | 2023-06-01 | Paper |
Minimizing the number of edges in (<i>P</i><sub><i>k</i></sub> ∪ <i>K</i><sub>3</sub>)-saturated connected graphs
RAIRO - Operations Research | 2023-05-26 | Paper |
Estimating a Hedge Fund Return Model Based on a Small Number of Samples
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
The Ostrowski theorem for matrices of operators
Linear and Multilinear Algebra | 2023-05-03 | Paper |
The spectra of signed graphs obtained by \(\dot{H}\)-(generalized) join operation
Computational and Applied Mathematics | 2023-03-02 | Paper |
Quantum walk inspired algorithm for graph similarity and isomorphism
Quantum Information Processing | 2023-02-03 | Paper |
Optimal asset allocation for outperforming a stochastic benchmark target
Quantitative Finance | 2022-09-30 | Paper |
The further study of semimodules over commutative semirings
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
A surplus process involving a compound Poisson counting process and applications
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
On the index of unbalanced signed bicyclic graphs
Computational and Applied Mathematics | 2021-11-11 | Paper |
| scientific article; zbMATH DE number 7366828 (Why is no real title available?) | 2021-07-01 | Paper |
Some Nordhaus-Gaddum type results of \(A_\alpha \)-eigenvalues of weighted graphs
Applied Mathematics and Computation | 2021-04-14 | Paper |
| Some studies on quotient semimodules over commutative semirings | 2020-08-12 | Paper |
| scientific article; zbMATH DE number 7113423 (Why is no real title available?) | 2019-10-02 | Paper |
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking
Data Mining and Knowledge Discovery | 2019-05-03 | Paper |
Global attractor for coupled beam equations with nonhomogeneous boundaries conditions
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Learning minimum variance discrete hedging directly from the market
Quantitative Finance | 2018-11-14 | Paper |
Self-help bank location analysis based on convolution
Journal of Shenzhen University Science and Engineering | 2018-10-22 | Paper |
A study of (,)-fuzzy subgroups
Journal of Applied Mathematics | 2018-10-10 | Paper |
| scientific article; zbMATH DE number 6795363 (Why is no real title available?) | 2017-10-20 | Paper |
| A study of \(\left( {\lambda,\mu} \right)\)-anti-fuzzy subgroups | 2017-10-20 | Paper |
| A study on (,)-fuzzy subrings and ideals | 2017-05-17 | Paper |
| Operations of anti-fuzzy subgroups. | 2016-08-10 | Paper |
Primal explicit max margin feature selection for nonlinear support vector machines
Pattern Recognition | 2016-07-07 | Paper |
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy
Annals of Operations Research | 2016-05-19 | Paper |
Convergence of the embedded mean-variance optimal points with discrete sampling
Numerische Mathematik | 2016-02-17 | Paper |
Preservation of scalarization optimal points in the embedding technique for continuous time mean variance optimization
SIAM Journal on Control and Optimization | 2014-09-26 | Paper |
| The \(X_P\)-information and its characteristics | 2014-06-30 | Paper |
Calibrating volatility function bounds for an uncertain volatility model
The Journal of Computational Finance | 2014-04-23 | Paper |
Calibration and hedging under jump diffusion
Review of Derivatives Research | 2013-10-31 | Paper |
Stable local volatility function calibration using spline kernel
Computational Optimization and Applications | 2013-08-08 | Paper |
Regularized robust optimization: the optimal portfolio execution case
Computational Optimization and Applications | 2013-06-26 | Paper |
| scientific article; zbMATH DE number 6178886 (Why is no real title available?) | 2013-06-20 | Paper |
Generation and recovery of compressed data and redundant data
Quantitative Logic and Soft Computing 2010 | 2012-12-14 | Paper |
P-sets and dynamic identification of the system status
Journal of Shandong University. Natural Science | 2012-06-01 | Paper |
Fixation times for local update processes under weak selection
Journal of Systems Science and Mathematical Sciences | 2012-06-01 | Paper |
| Identification and recovery of \(\overline{F}\)-distortion data | 2011-07-19 | Paper |
Dynamic liquidation under market impact
Quantitative Finance | 2011-04-29 | Paper |
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
SIAM Journal on Optimization | 2010-09-06 | Paper |
Computation and analysis for a constrained entropy optimization problem in finance
Journal of Computational and Applied Mathematics | 2008-11-06 | Paper |
Hedging guarantees in variable annuities under both equity and interest rate risks
Insurance Mathematics & Economics | 2006-06-09 | Paper |
Segmentation of pulmonary nodule images using 1-norm minimization
Computational Optimization and Applications | 2003-05-05 | Paper |
| Reconstructing the unknown local volatility function | 2001-09-03 | Paper |
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
Mathematical Programming. Series A. Series B | 2001-08-21 | Paper |
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems
SIAM Journal on Scientific Computing | 1999-11-24 | Paper |
A Newton acceleration of the Weiszfeld algorithm for minimizing the sum of Euclidean distances
Computational Optimization and Applications | 1999-05-25 | Paper |
| scientific article; zbMATH DE number 1186896 (Why is no real title available?) | 1999-04-27 | Paper |
| scientific article; zbMATH DE number 1101499 (Why is no real title available?) | 1998-01-07 | Paper |
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
SIAM Journal on Optimization | 1997-02-11 | Paper |
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
SIAM Journal on Optimization | 1997-01-14 | Paper |
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
Mathematical Programming. Series A. Series B | 1995-01-05 | Paper |
A Globally Convergent Method for l_p Problems
SIAM Journal on Optimization | 1994-01-23 | Paper |
A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems
Mathematical Programming. Series A. Series B | 1993-01-16 | Paper |
A Structure-Exploiting Algorithm for Nonlinear Minimax Problems
SIAM Journal on Optimization | 1993-01-16 | Paper |
A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
SIAM Journal on Numerical Analysis | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 17727 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4199965 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4155756 (Why is no real title available?) | 1990-01-01 | Paper |
Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense?
SIAM Journal on Numerical Analysis | 1989-01-01 | Paper |
Erratum: Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the l_\infty Sense?
SIAM Journal on Numerical Analysis | 1989-01-01 | Paper |
