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Publication DateArticle TitleAuthor(s)
Jun-2015Multidimensional sticky Brownian motions as limits of exclusion processesRácz, Miklós Z; Shkolnikov, Mykhaylo
1-Jan-2015From Smile Asymptotics To Market Risk MeasuresSircar, Ronnie; Sturm, S
1-Jan-2016Portfolio optimization under local-stochastic volatility: Coefficient taylor series approximations and implied sharpe ratioLorigt, M; Sircar, Ronnie
1-Jan-2018Portfolio benchmarking under drawdown constraint and stochastic sharpe ratioAgarwal, A; Sircar, Ronnie
Aug-2018LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS.Fan, Jianqing; Liu, Han; Wang, Weichen
4-Oct-2018High-throughput in vivo mapping of RNA accessible interfaces to identify functional sRNA binding sites.Mihailovic, Mia K; Vazquez-Anderson, Jorge; Li, Yan; Fry, Victoria; Vimalathas, Praveen, et al
1-May-2018Risk-averse approximate dynamic programming with quantile-based risk measuresJiang, DR; Powell, William B
1-Jan-2018Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertaintyAsamov, T; Powell, William B
Mar-2015A New Optimal Stepsize for Approximate Dynamic ProgrammingRyzhov, Ilya O; Frazier, Peter I; Powell, Warren B
1-Jan-2018Optimal learning for stochastic optimization with nonlinear parametric belief modelsHe, X; Powell, William B