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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
Nov-2016A Depression Network of Functionally Connected Regions Discovered via Multi-Attribute Canonical Correlation GraphsKang, Jian; Bowman, F. DuBois; Mayberg, Helen; Liu, Han
13-Oct-2016Measures of Systemic RiskFeinstein, Zachary; Rudloff, Birgit; Weber, Stefan
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei
Oct-2016Robust inference of risks of large portfoliosFan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
Oct-2016Accelerated Path-Following Iterative Shrinkage Thresholding Algorithm With Application to Semiparametric Graph EstimationZhao, Tuo; Liu, Han
Sep-2016Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methodsVanderbei, Robert J.; Lin, Kevin; Liu, Han; Wang, Lie
5-Jul-2016A recursive algorithm for multivariate risk measures and a set-valued Bellman's principleFeinstein, Zachary; Rudloff, Birgit
2-Jul-2016Conditional Sure Independence ScreeningBarut, Emre; Fan, Jianqing; Verhasselt, Anneleen
Jul-2016Sharp nonasymptotic bounds on the norm of random matrices with independent entriesBandeira, Afonso S; van Handel, Ramon
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
Feb-2016An overview of the estimation of large covariance and precision matricesFan, Jianqing; Liao, Yuan; Liu, Han
14-Jan-2016Shaped pupil Lyot coronagraphs: high-contrast solutions for restricted focal planesZimmerman, Neil T; Eldorado Riggs, AJ; Jeremy Kasdin, N; Carlotti, Alexis; Vanderbei, Robert J.
2-Jan-2016Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional ClassificationFan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin
1-Jan-2016Accelerating Stochastic Composition OptimizationWang, Mengdi; Liu, Ji; Fang, Ethan X.
1-Jan-2016A lasso-based sparse knowledge gradient policy for sequential optimal learningLi, Yan; Liu, Han; Powell, Warren B.
1-Jan-2016Blind attacks on machine learnersBeatson, Alex; Wang, Zhaoran; Liu, Han
2016Agnostic estimation for misspecified phase retrieval modelsNeykov, Matey; Wang, Zhaoran; Liu, Han
2016Low-rank and sparse structure pursuit via alternating minimizationGu, Quanquan; Wang, Zhaoran; Liu, Han
2016Joint estimation of multiple graphical models from high dimensional time seriesQiu, Huitong; Han, Fang; Liu, Han; Caffo, Brian
2016A partially linear framework for massive heterogeneous dataZhao, Tianqi; Cheng, Guang; Liu, Han