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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
1-Jun-2013Distributions of angles in random packing on spheresCai, T; Fan, J; Jiang, T
1-Jun-2013Singular forward-backward stochastic differential equations and emissions derivativesCarmona, Rene; Delarue, F; Espinosa, GE; Touzi, N
Jun-2013Statistical analysis of big data on pharmacogenomicsFan, Jianqing; Liu, Han
Jun-2013Multiscale adaptive smoothing models for the hemodynamic response function in fMRIWang, Jiaping; Zhu, Hongtu; Fan, Jianqing; Giovanello, Kelly; Lin, Weili
9-May-2013A comparison of techniques for dynamic multivariate risk measuresFeinstein, Zachary; Rudloff, Birgit
Apr-2013The universal Glivenko–Cantelli propertyvan Handel, Ramon
Apr-2013The multi-armed bandit problem with covariatesPerchet, Vianney; Rigollet, Philippe
Apr-2013The multi-armed bandit problem with covariatesPerchet, Vianney; Rigollet, Philippe
19-Mar-2013How to draw the line in biomedical researchHuang, Lisa; Rattner, Amir; Liu, Han; Nathans, Jeremy
Mar-2013Set-valued average value at risk and its computationHamel, Andreas H.; Rudloff, Birgit; Yankova, Mihaela
Feb-2013Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk ModelVanderbei, Robert J.; Pınar, Mustafa Ç; Bozkaya, Efe B
Feb-2013Consistent Order Estimation and Minimal PenaltiesGassiat, E; van Handel, R
Feb-2013Bounded regret in stochastic multi-armed banditsBubeck, Sébastien; Perchet, Vianney; Rigollet, Philippe
1-Jan-2013Martingale optimal transport and robust hedging in continuous timeDolinsky, Y; Soner, H Mete
1-Jan-2013Vortex Density Models for Superconductivity and SuperfluidityBaldo, S; Jerrard, RL; Orlandi, G; Soner, H Mete
1-Jan-2013Feature selection in high-dimensional classificationKolar, Mladen; Liu, Han
1-Jan-2013Complexity theoretic lower bounds for sparse principal component detectionBerthet, Quentin; Rigollet, Philippe
1-Jan-2013A smooth transition from powerlessness to absolute powerMossel, E; Procaccia, AD; Racz, Miklos Z
1-Jan-2013Electricity price modeling and asset valuation: A multi-fuel structural approachCarmona, Rene; Coulon, M; Schwarz, D
1-Jan-2013Control of McKean-Vlasov dynamics versus mean field gamesCarmona, Rene; Delarue, F; Lachapelle, A