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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
May-2020Factor-Adjusted Regularized Model SelectionFan, Jianqing; Ke, Yuan; Wang, Kaizheng
1-Mar-2020Jet Lag Recovery: Synchronization of Circadian Oscillators as a Mean Field GameCarmona, Rene; Graves, CV
2020Efficient wavefront sensing for space-based adaptive opticsSun, H; Kasdin, N Jeremy; Vanderbei, Robert
2020Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehiclesAl-Kanj, L; Nascimento, J; Powell, William B
2-Oct-2019FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery ControlFan, Jianqing; Ke, Y; Sun, Q; Zhou, WX
1-Sep-2019Learning to Control in Metric Space with Optimal RegretYang, Lin F.; Ni, Chengzhuo; Wang, Mengdi
1-Sep-2019Generalized high-dimensional trace regression via nuclear norm regularizationFan, Jianqing; Gong, W; Zhu, Z
31-Jul-2019Dual representations for systemic risk measuresArarat, Çağın; Rudloff, Birgit
1-Jul-2019Gradient descent with random initialization: fast global convergence for nonconvex phase retrievalChen, Yuxin; Chi, Y; Fan, Jianqing; Ma, C
1-Jul-2019Regression discontinuity designs using covariatesCalonico, S; Cattaneo, Mattias D; Farrell, MH; Titiunik, R
1-Jun-2019A Smooth Transition from Wishart to GOERácz, Miklos Z; Richey, J
1-Apr-2019A Framework for Telescope Schedulers: With Applications to the Large Synoptic Survey TelescopeNaghib, E; Yoachim, P; Vanderbei, Robert J; Connolly, AJ; Jones, RL
1-Jan-2019Multi-Level Stochastic Gradient Methods for Nested Composition OptimizationYang, Shuoguang; Wang, Mengdi; Fang, Ethan X.
1-Jan-2019Simple Local Polynomial Density EstimatorsCattaneo, Matias D; Jansson, M; Ma, X
Jan-2019Robust Covariance Estimation for Approximate Factor Models.Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
2019Extended mean field control problems: Stochastic maximum principle and transport perspectiveAcciaio, B; Backhoff-Veraguas, J; Carmona, Rene
2019Approximation Hardness for A Class of Sparse Optimization ProblemsChen, Yichen; Ye, Yinyu; Wang, Mengdi
2019Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approachFang, Ethan X.; Liu, Han; Wang, Mengdi
1-Nov-2018Systemic Risk and Stochastic Games with DelayCarmona, Rene; Fouque, JP; Mousavi, SM; Sun, LH
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