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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
Feb-2014Optimal Learning with Q-aggregationLecué, Guillaume; Rigollet, Philippe
Feb-2014Controlling portfolio skewness and kurtosis without directly optimizing third and fourth momentsKim, Woo Chang; Fabozzi, Frank J; Cheridito, Patrick; Fox, Charles
1-Jan-2014Robust hedging with proportional transaction costsDolinsky, Y; Soner, H Mete
1-Jan-2014Ergodicity, decisions, and partial informationvan Handel, R
1-Jan-2014The master equation for large population equilibriumsCarmona, Rene; Delarue, F
1-Jan-2014Context aware group nearest shrunken centroids in large-scale genomic studiesYang, J; Han, F; Irizarry, RA; Liu, Han
1-Jan-2014Modeling flocks and prices: Jumping particles with an attractive interactionBalázs, M; Rácz, Miklos Z; Tóth, B
1-Jan-2014Approximating stochastic volatility by recombinant treesAkyildirim, E; Dolinsky, Y; Soner, H Mete
Jan-2014A Regression Approach to Fairer GradingVanderbei, Robert J.; Scharf, Gordon; Marlow, Daniel
Jan-2014A Strictly Contractive Peaceman--Rachford Splitting Method for Convex ProgrammingHe, Bingsheng; Liu, Han; Wang, Zhaoran; Yuan, Xiaoming
2014Graph Estimation From Multi-Attribute DataKolar, Mladen; Liu, Han; Xing, Eric P.
2014Multivariate Regression with CalibrationLiu, Han; Wang, Lie; Zhao, Tuo
2014Context aware group nearest shrunken centroids in large-scale genomic studiesYang, Juemin; Han, Fang; Irizarry, Rafael A.; Liu, Han
2014Optimal Trade Execution under Stochastic Volatility and LiquidityCheridito, Patrick; Sepin, Tardu
2014Optimal rates for k-NN density and mode estimationDasgupta, S; Kpotufe, S
2014Aggregation of affine estimatorsDai, Dong; Rigollet, Philippe; Xia, Lucy; Zhang, Tong
2014Mode estimation for high dimensional discrete tree graphical modelsChen, C; Liu, H; Metaxas, DN; Zhao, T
2014Sparse PCA with Oracle PropertyGu, Q; Wang, Z; Liu, H
2014Accelerated mini-batch randomized block coordinate descent methodZhao, T; Yu, M; Wang, Y; Arora, R; Liu, H
2014Optimal Tests of Treatment Effects for the Overall Population and Two Subpopulations in Randomized Trials, Using Sparse Linear ProgrammingRosenblum, Michael; Liu, Han; Yen, En-Hsu