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Publication Date
Article Title
Author(s)
Nov-2016
A Depression Network of Functionally Connected Regions Discovered via Multi-Attribute Canonical Correlation Graphs
Kang, Jian; Bowman, F. DuBois; Mayberg, Helen; Liu, Han
Dec-2014
Calibrated Precision Matrix Estimation for High-Dimensional Elliptical Distributions
Zhao, Tuo; Liu, Han
1-Jan-2016
A lasso-based sparse knowledge gradient policy for sequential optimal learning
Li, Yan; Liu, Han; Powell, Warren B.
9-May-2013
A comparison of techniques for dynamic multivariate risk measures
Feinstein, Zachary; Rudloff, Birgit
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A Supermartingale Relation for Multivariate Risk Measures
Feinstein, Zachary; Rudloff, Birgit
31-Jul-2019
Dual representations for systemic risk measures
Ararat, Çağın; Rudloff, Birgit
Mar-2014
AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS
LÖHNE, ANDREAS; RUDLOFF, BIRGIT
Aug-2014
Benson type algorithms for linear vector optimization and applications
Hamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
5-Jul-2016
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
Feinstein, Zachary; Rudloff, Birgit
14-Nov-2014
A Characterization Theorem for Aumann Integrals
Ararat, Çağın; Rudloff, Birgit